refactor(Core): small refactor in the pipeline to streamline classification/regression model handling (#60)

This commit is contained in:
Mark Aron Szulyovszky
2021-12-21 09:23:06 +01:00
committed by GitHub
parent 52268d0141
commit 85ad937078
2 changed files with 44 additions and 55 deletions
+9 -20
View File
@@ -7,33 +7,22 @@ early_terminate:
min_iter: 2000
metric:
goal: maximize
name: accuracy_test
name: sharpe
parameters:
path : 'data/'
sliding_window_size:
values:
- 90
- 150
- 365
- 730
values: [50, 90, 130, 160, 180, 280, 380, 500]
distribution: categorical
retrain_every:
values:
- 7
- 14
- 30
- 60
distribution: categorical
scaler: 'minmax' # 'normalize' 'minmax' 'standardize' 'none'
include_original_data_in_ensemble: True
values: [7, 14, 30, 60, 100]
scaler:
values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
include_original_data_in_ensemble:
values: [True, False]
method:
values:
- 'classification'
- 'regression'
distribution: categorical
values: ['classification', 'regression']
forecasting_horizon:
value: 1
distribution: constant
values: [1,2,3,4,5,6,7,8,9,10]