mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 11:17:47 +00:00
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:
committed by
GitHub
parent
1c1b8b2e54
commit
cfc9529274
+13
-9
@@ -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
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user