Commit Graph
14 Commits
Author SHA1 Message Date
3084f5e271 Refractor(Main Pipeline): Refractored the two main steps and the data processing. (#156)
* refr: Took out main primary and secondary loops and data processing.

* feat: Tidied the code up.

* feat: Saving models and results now works in a type safe way.

* fix: There was error in the saving function.

* chore: Took out some remaining comments.

* fix: Fixed the previous data checking process.

* feat: Fixed model selection method. I will continue the inference after we merged.

Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
2022-01-12 23:10:18 +01:00
55f083638f feature(Inference): Created the inference process, added model saving. (#153)
* feat: Basic scaffolding up for inference process after training.

* feat: Saving and loading models works. Inference works nearly.

* feat: Added inference pipeline.

* feat: Saving model now accoring to date and time; loading models now selects from latest file. Fixed the creation of dictionary of models.

* feat: Added lightweight asset config, but full pipeline.

* feat: Added new naming for dictionary.

* fix: Fixed dictionary naming convention.

* fix: Fixed naming again, now the model structure is good

* fix: Changed the output path and the return values from run_pipeline.

* feat: Added function to make sure folder exists for output models.

Co-authored-by: Daniel Szemerey <szemereydaniel@gmail.com>
2022-01-11 19:15:58 +01:00
78a7fe028e feat(Inference): Models are collected and structured. (#120)
* feat: Added collection of models into a dictionary.

* feat: Models are now saved in a structured way into a dictionary.

* Rename run_model_test.py to run_model_dev.py

* fix(Pipeline): missing variable statement

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2022-01-07 15:33:50 +01:00
Daniel SzemereyandGitHub d0bf8e4cd5 fix: Changed config registering to not mutate (#119) 2022-01-07 10:33:32 +01:00
087b72714e refractor(Pipeline): Tiny refractor of code. (#111)
* ref: Refractored pipeline building.

* fix(Tests)

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2022-01-05 18:35:52 +01:00
ee35332f58 feature(Models): Implemented a basic Neural Network with Pytorch-Lightning (#101)
* feat: Added base functions for Neural Net.

* feat: Added function to handle Neural Nets.

* fix: Fixed fit loop

* feat: Neural Net trains now, need to test it.

* feat: Prediction now works on the neural net.

* fix: Put back config and run_pipeline.py

* fix: Took out import from run_pipeline.

* fix(Models): added get_name(), adjusted pytorch model output size

* fix(Tests): fixed tests

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2022-01-05 12:25:03 +01:00
fc4e59a7d2 feat(Sweep): separated level-1 and level-2 sweep configs, skip assets with too few samples to train on, simplified model mapping (#84)
* feat: Added ensemble models to sweep and configured naming convention.

* fix: Default value was misconfigured.

* feat(Sweep): separated level-1 and level-2 sweep configs, skip assets with too few samples to train on, simplified model mapping

* fix(Sweep): syntax error

* chore(Sweep): set sweep names accordingly

* fix(Sweep): set sliding window

* fix(Sweep): adjusted sweep config

* fix(Sweep): removed invalid feature extractor preset

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2021-12-23 23:48:59 +01:00
1c1b8b2e54 Feature: Added sweep functionality (#65)
* feat: Parametricized model selection works now.

* feat: Fixed errors. Sweep generates and you can run it, but it gives an error for model.only_columns attribute.

* feat: Factored the wandb management, default config managment and the model_dictionary out of the run_pipeline to a seperate file.

* fix: Took out prints and fixed the mismatch of ensemble models when classifing.

* fix(Models): added StaticMomentum model to the dictionary, hopefully fixed sklearn-ex RandomForestRegressor problem

* fix(Dependencies): pin scikit-learn-ex's version, moved map_model_name_to_function to `models`

* feat(Sweep): added `run_sweep.py` shortcut

* feat(Pipeline): skip training a meta model if array is empty

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2021-12-21 17:28:36 +01:00
Daniel SzemereyandGitHub 52268d0141 feat: Added Weight and Biases single run logging. (#58)
* feat: initial wandb configured. Sweep parameters aren't configured yet.

* feat: Wandb logs now results.

* feat: gitignore.

* fix: Took out print()

* feat: Changed default value of wandb to False.

* feat: Added wandb to turn of automatically if there is no environment variable to start it (when we push it). Added environment configuration aswell.

* feat: Each assets model is seperated into a run that tracks the results.

* fix: Nonetype error, truncated assets.

* fix: Fixed the logging to wandb.
2021-12-20 17:49:11 +01:00
a7414eac23 feature: Added Weights and Biases configuration to the repo. (#48)
* feat: initial wandb configured. Sweep parameters aren't configured yet.

* feat: Wandb logs now results.

* feat: gitignore.

* fix: Took out print()

* feat: Changed default value of wandb to False.

* feat: Added wandb to turn of automatically if there is no environment variable to start it (when we push it). Added environment configuration aswell.

* fix(Dependencies): the package name seems to be python-dotenv

Co-authored-by: Mark Aron Szulyovszky <mark.szulyovszky@gmail.com>
2021-12-20 14:01:14 +01:00
Daniel SzemereyandGitHub d4676e099b feat(Pytorch): added custom model to pytorch-forecasting (#8)
* feat: Refractored and created new model. Pipeline not ready yet.

* feat: Implemented and refactored a data pipeline.

* ref: Refractored to make more sense.

* feat: Training works now with models that you can change.

* feat: Added predict function but without working instructions.

* feat: gitignore.
2021-11-18 10:59:06 +01:00
Daniel Szemerey b0b0d5bbba feat: Added normalizaton. 2021-11-16 10:20:35 +01:00
Daniel SzemereyandGitHub a59e705f02 Merge pull request #3 from applied-exploration/feature/feature-engineering
feat(Data): added new date-related features, and ability to train on "n days in advance" returns
2021-11-15 11:01:52 +01:00
Daniel SzemereyandGitHub 58bef94769 Merge pull request #2 from applied-exploration/feature/10-day-projection
feat(Models): added model that predicts 10 days ahead
2021-11-12 16:42:54 +01:00