feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77)

* feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit()

* fix(Sweep): removed unused `other_features` parameter that fails sweep

* feat(Config): using preset names for defining feature extractors again

* fix(Tests): fixed model stub classes
This commit is contained in:
Mark Aron Szulyovszky
2021-12-23 10:35:20 +01:00
committed by GitHub
parent 6ae8acf70e
commit b6cd6b14fe
14 changed files with 78 additions and 44 deletions
+7 -7
View File
@@ -15,10 +15,10 @@ parameters:
values: [True, False]
distribution: categorical
sliding_window_size:
values: [90, 130, 160, 180, 280, 380]
values: [180, 280, 380]
distribution: categorical
retrain_every:
values: [14, 30, 60, 100]
values: [10, 20, 30]
distribution: categorical
scaler:
values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
@@ -37,10 +37,6 @@ parameters:
log_returns:
values: [True, False]
distribution: categorical
own_features:
value: []
other_features:
value: []
index_column:
value: 'int'
level_1_models:
@@ -49,4 +45,8 @@ parameters:
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
other_features:
value: []