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https://github.com/webclinic017/drift.git
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Mark Aron Szulyovszky
37 lines
691 B
YAML
37 lines
691 B
YAML
program: rnn_sweep.py
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method: bayes
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project: integer-sequence
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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 : '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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scaler:
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values: ['minmax', 'normalize', 'minmax', 'standardize', 'none']
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include_original_data_in_ensemble:
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values: [True, False]
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method:
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values: ['classification', 'regression']
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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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