diff --git a/sweep.yaml b/sweep.yaml index 7e58d6f..167bee6 100644 --- a/sweep.yaml +++ b/sweep.yaml @@ -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