feat(Data): add option to predict 3 classes (#79)

* feat(Data): add option to predict 3 classes

* feat(Evaluation): added ability to evaluate 3 class predictions

* chore(Config): set sensible config for regression models

* feat(Data): added option to use balanced or imbalanced three-class data

* feat(Evaluate): correctly track "no_of_samples" now that we have three classes

* chore(Sweep): remove probably not useful scaler values from sweep
This commit is contained in:
Mark Aron Szulyovszky
2021-12-23 13:24:56 +01:00
committed by GitHub
parent b6cd6b14fe
commit 95573eb9dd
8 changed files with 134 additions and 96 deletions
+7 -7
View File
@@ -21,22 +21,23 @@ parameters:
values: [10, 20, 30]
distribution: categorical
scaler:
values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
values: ['minmax', 'none']
distribution: categorical
include_original_data_in_ensemble:
values: [True, False]
distribution: categorical
values: False
method:
value: 'classification'
no_of_classes:
values: ['two', 'three-balanced', 'three-imbalanced']
distribution: categorical
forecasting_horizon:
values: [1,2,3,4,5,6,7,8,9,10]
values: 1
distribution: categorical
load_other_assets:
values: [True, False]
distribution: categorical
log_returns:
values: [True, False]
distribution: categorical
value: True
index_column:
value: 'int'
level_1_models:
@@ -44,7 +45,6 @@ parameters:
distribution: categorical
level_2_models:
value: []
distribution: constant
own_features:
values: [['only_mom', 'date_days'], [], ['level_1', 'date_days'], ['level_1', 'date_days', 'level_2']]
distribution: categorical