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https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
cfc9529274
* 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
62 lines
1.3 KiB
YAML
62 lines
1.3 KiB
YAML
program: run_sweep.py
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method: grid
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project: price-forecasting
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name: Finding best hyperparameters for price prediction
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# early_terminate:
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# type: hyperband
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# min_iter: 2000
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metric:
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goal: maximize
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name: sharpe
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parameters:
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path :
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value: 'data/'
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sliding_window_size:
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values: [50, 90, 130, 160, 180, 280, 380, 500]
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distribution: categorical
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retrain_every:
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values: [7, 14, 30, 60, 100]
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distribution: categorical
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scaler:
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values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
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distribution: categorical
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include_original_data_in_ensemble:
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values: [True, False]
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distribution: categorical
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method:
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values: ['classification', 'regression']
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distribution: categorical
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forecasting_horizon:
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values: [1,2,3,4,5,6,7,8,9,10]
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distribution: categorical
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load_other_assets:
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values: [True, False]
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distribution: categorical
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log_returns:
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values: [True, False]
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distribution: categorical
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own_features:
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value: []
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other_features:
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value: []
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index_column:
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value: 'int'
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level_1_models:
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value: ["LR", "LDA", "KNN", "CART", "NB", "AB", "RF"]
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distribution: constant
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level_2_models:
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value: ['Ensemble_Average']
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distribution: constant
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