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fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance (#91)

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* fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance

* chore(Config): updated sweep config

* fix(Reporting): missing import

* fix(Evaluation): get_first_valid_return_index can deal with zero valid indexes

* fix(Training): increase threshold for skipping assets

* fix(DataLoader): target asset should be always the first column
This commit is contained in:
Mark Aron Szulyovszky
2021-12-26 12:15:11 +01:00
committed by GitHub
parent fc4e59a7d2
commit a9b05dbd42
6 changed files with 41 additions and 19 deletions
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sweep_level_2.yaml
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@@ -45,5 +45,5 @@ parameters:
values: [['single_mom', 'date_days'], [], ['level_1', 'date_days'], ['date_days', 'level_2']]
distribution: categorical
other_features:
values: [[], ['level_1'], ['level_2']]
values: [[], ['level_1']]
distribution: categorical