3 Commits

Author	SHA1	Message	Date
Mark Aron Szulyovszky	a9b05dbd42	fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance (#91) ... * fix(Reporting): use weighted average (with no_of_samples as weights) and only report level-1 OR level-2 model performance * chore(Config): updated sweep config * fix(Reporting): missing import * fix(Evaluation): get_first_valid_return_index can deal with zero valid indexes * fix(Training): increase threshold for skipping assets * fix(DataLoader): target asset should be always the first column	2021-12-26 12:15:11 +01:00
Mark Aron Szulyovszky	b6cd6b14fe	feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77) ... * feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() * fix(Sweep): removed unused `other_features` parameter that fails sweep * feat(Config): using preset names for defining feature extractors again * fix(Tests): fixed model stub classes	2021-12-23 10:35:20 +01:00
Mark Aron Szulyovszky	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