Commit Graph
6 Commits
Author SHA1 Message Date
Mark Aron SzulyovszkyandGitHub 6ae8acf70e feat(Models): added debug_future_lookahead, sped up LogisticRegression & DecisionTreeClassifier (#74)
* feat(Models): added `debug_future_lookahead`, sped up LogisticRegression & DecisionTreeClassifier

* feat(Training): added ability to train on expanding_window

* feat(Models): tuned some hyperparameters, added expanding_window to sweep config, fixed tests

* feat(Models): tune parameters of ensemble models

* fix(Config): use window size that works with ensembling
2021-12-22 16:59:03 +01:00
Mark Aron SzulyovszkyandGitHub 25b64f5a3d refactor(Reporting): only report the last model's results, moved wandb-related functions to reporting (#69)
* refactor(Reporting): only report the last model's results, moved wandb-related functions to `reporting`

* fix(Reporting): use .mean() on axis 1 to retain the metrics, fixed get_model_name()

* fix(Config): sweep file syntax

* fix(Config): changed hyperparameter search method to "bayes"

* chore(Sweep): adjusted sweep config based on the results we saw (removed Momentum as well)

* fix(Sweep): only use classification method for now, we're not yet prepared for regression
2021-12-22 12:04:38 +01:00
Mark Aron SzulyovszkyandGitHub cfc9529274 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
2021-12-21 19:23:36 +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
Mark Aron SzulyovszkyandGitHub 85ad937078 refactor(Core): small refactor in the pipeline to streamline classification/regression model handling (#60) 2021-12-21 09:23:06 +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