beb281fc3a
feat(Evaluation): created a unified evaluation framework for both regression / classification
2021-12-14 21:25:43 +01:00
1ef314c034
fix(WalkForward): major bug where we passed in "window of windows of data" is resolved, refactored walk_forward_train_test() and load_data()
2021-12-14 21:07:03 +01:00
d047b7417e
feat(WalkForward): added regression/classification switch, archived old experiments, wrapped the process into run_whole_pipeline() ( #10 )
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* refactor(WalkForward): cleaned up training & evaluation code
* refactor: added run_whole_pipeline(), moved all previous models to archive
2021-12-14 18:16:17 +01:00
7aedb91069
feat(Data): added various data loading config options, walk forward method draft ( #9 )
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* feat(Eval): added format_data_for_backtest()
* feat(Data): added many configurable parameters to load_files to reduce boilerplate and prepare for HPO
* feat(Core): added walk forward method of training/testing
* fix(Model): remove the unnecessary softmax activation from the keras models
* feat(Core): added walk_forward_train_test()
2021-12-01 09:28:24 +01:00
1d6eed3a94
feat(Core): added the first classification model & the feature necessary ( #4 )
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* feat(Core): added the first classification model & the feature necessary
* feat(Models): added basic transformers model
2021-11-16 10:02:02 +01:00
07302a7541
feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,
2021-11-14 23:50:25 +01:00
Mark Aron Szulyovszky