chore(Config): added more options to sweep.yaml (#66)

* chore(Config): added more options to sweep.yaml

* fix(Config): mistake with declaring `value` <> `values` in sweep.yaml

* fix(Config): set the metric to optimize for
This commit is contained in:
Mark Aron Szulyovszky
2021-12-21 19:23:36 +01:00
committed by GitHub
parent 1c1b8b2e54
commit cfc9529274
+13 -9
View File
@@ -1,13 +1,13 @@
program: run_pipeline.py
program: run_sweep.py
method: grid
project: price-forecasting
name: Finding best hyperparameters for price prediction
# early_terminate:
# type: hyperband
# min_iter: 2000
# metric:
# goal: maximize
# name: sharpe
metric:
goal: maximize
name: sharpe
parameters:
path :
value: 'data/'
@@ -21,16 +21,20 @@ parameters:
values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
distribution: categorical
include_original_data_in_ensemble:
value: True
values: [True, False]
distribution: categorical
method:
value: 'classification'
values: ['classification', 'regression']
distribution: categorical
forecasting_horizon:
values: [1,2,3,4,5,6,7,8,9,10]
distribution: categorical
load_other_assets:
value: False
values: [True, False]
distribution: categorical
log_returns:
value: True
values: [True, False]
distribution: categorical
own_features:
value: []
other_features:
@@ -41,7 +45,7 @@ parameters:
value: ["LR", "LDA", "KNN", "CART", "NB", "AB", "RF"]
distribution: constant
level_2_models:
value: ['Ensemble_CART']
value: ['Ensemble_Average']
distribution: constant