mirror of
https://github.com/wassname/DeepTime.git
synced 2026-06-27 17:46:30 +08:00
it backtests! interesting, next on OOS
This commit is contained in:
@@ -785,7 +785,221 @@
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"INFO:root:Validation loss increased (0.071 --> 0.084). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 6, iters: 100 | training loss: 0.19\n",
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"INFO:root:Validation loss decreased (0.071 --> 0.066). Saving model ...\n",
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"INFO:root:epochs: 7, iters: 100 | training loss: 0.15\n"
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"INFO:root:epochs: 7, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss decreased (0.066 --> 0.057). Saving model ...\n",
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"INFO:root:epochs: 8, iters: 100 | training loss: 0.18\n",
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"INFO:root:Validation loss increased (0.057 --> 0.092). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 9, iters: 100 | training loss: 0.23\n",
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"INFO:root:Validation loss increased (0.057 --> 0.060). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 10, iters: 100 | training loss: 0.17\n",
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"INFO:root:Validation loss increased (0.057 --> 0.067). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 11, iters: 100 | training loss: 0.16\n",
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"INFO:root:Validation loss increased (0.057 --> 0.057). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 12, iters: 100 | training loss: 0.21\n",
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"INFO:root:Validation loss decreased (0.057 --> 0.054). Saving model ...\n",
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"INFO:root:epochs: 13, iters: 100 | training loss: 0.14\n",
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"INFO:root:Validation loss increased (0.054 --> 0.056). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 14, iters: 100 | training loss: 0.14\n",
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"INFO:root:Validation loss decreased (0.054 --> 0.043). Saving model ...\n",
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"INFO:root:epochs: 15, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.043 --> 0.136). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 16, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss increased (0.043 --> 0.125). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 17, iters: 100 | training loss: 0.29\n",
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"INFO:root:Validation loss increased (0.043 --> 0.091). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 18, iters: 100 | training loss: 0.24\n",
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"INFO:root:Validation loss increased (0.043 --> 0.059). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 19, iters: 100 | training loss: 0.18\n",
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"INFO:root:Validation loss increased (0.043 --> 0.087). Early stopping counter: 5 out of 7\n",
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"INFO:root:epochs: 20, iters: 100 | training loss: 0.14\n",
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"INFO:root:Validation loss increased (0.043 --> 0.047). Early stopping counter: 6 out of 7\n",
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"INFO:root:epochs: 21, iters: 100 | training loss: 0.21\n",
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"INFO:root:Validation loss decreased (0.043 --> 0.043). Saving model ...\n",
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"INFO:root:epochs: 22, iters: 100 | training loss: 0.13\n",
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"INFO:root:Validation loss increased (0.043 --> 0.075). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 23, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss increased (0.043 --> 0.045). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 24, iters: 100 | training loss: 0.26\n",
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"INFO:root:Validation loss decreased (0.043 --> 0.039). Saving model ...\n",
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"INFO:root:epochs: 25, iters: 100 | training loss: 0.14\n",
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"INFO:root:Validation loss increased (0.039 --> 0.043). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 26, iters: 100 | training loss: 0.19\n",
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"INFO:root:Validation loss increased (0.039 --> 0.042). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 27, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss increased (0.039 --> 0.061). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 28, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss decreased (0.039 --> 0.038). Saving model ...\n",
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"INFO:root:epochs: 29, iters: 100 | training loss: 0.22\n",
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"INFO:root:Validation loss decreased (0.038 --> 0.036). Saving model ...\n",
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"INFO:root:epochs: 30, iters: 100 | training loss: 0.16\n",
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"INFO:root:Validation loss increased (0.036 --> 0.037). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 31, iters: 100 | training loss: 0.16\n",
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"INFO:root:Validation loss increased (0.036 --> 0.037). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 32, iters: 100 | training loss: 0.12\n",
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"INFO:root:Validation loss increased (0.036 --> 0.040). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 33, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss decreased (0.036 --> 0.034). Saving model ...\n",
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"INFO:root:epochs: 34, iters: 100 | training loss: 0.17\n",
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"INFO:root:Validation loss increased (0.034 --> 0.037). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 35, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss decreased (0.034 --> 0.034). Saving model ...\n",
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"INFO:root:epochs: 36, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.034 --> 0.037). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 37, iters: 100 | training loss: 0.25\n",
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"INFO:root:Validation loss increased (0.034 --> 0.037). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 38, iters: 100 | training loss: 0.12\n",
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"INFO:root:Validation loss increased (0.034 --> 0.034). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 39, iters: 100 | training loss: 0.16\n",
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"INFO:root:Validation loss increased (0.034 --> 0.038). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 40, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss decreased (0.034 --> 0.033). Saving model ...\n",
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"INFO:root:epochs: 41, iters: 100 | training loss: 0.09\n",
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"INFO:root:Validation loss increased (0.033 --> 0.034). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 42, iters: 100 | training loss: 0.13\n",
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"INFO:root:Validation loss increased (0.033 --> 0.034). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 43, iters: 100 | training loss: 0.13\n",
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"INFO:root:Validation loss increased (0.033 --> 0.033). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 44, iters: 100 | training loss: 0.21\n",
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"INFO:root:Validation loss increased (0.033 --> 0.033). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 45, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss increased (0.033 --> 0.035). Early stopping counter: 5 out of 7\n",
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"INFO:root:epochs: 46, iters: 100 | training loss: 0.13\n",
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"INFO:root:Validation loss increased (0.033 --> 0.033). Early stopping counter: 6 out of 7\n",
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"INFO:root:epochs: 47, iters: 100 | training loss: 0.14\n",
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"INFO:root:Validation loss increased (0.033 --> 0.033). Early stopping counter: 7 out of 7\n",
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"INFO:root:Early stopping\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"storage/experiments/Stocks/96M2S/lrn=Ridge,inr=INR,enc=transformer2,repeat=0/config.gin\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"INFO:root:epochs: 1, iters: 100 | training loss: 0.87\n",
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"INFO:root:Validation loss decreased (inf --> 0.337). Saving model ...\n",
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"INFO:root:epochs: 2, iters: 100 | training loss: 0.18\n",
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"INFO:root:Validation loss decreased (0.337 --> 0.107). Saving model ...\n",
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"INFO:root:epochs: 3, iters: 100 | training loss: 0.09\n",
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"INFO:root:Validation loss decreased (0.107 --> 0.065). Saving model ...\n",
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"INFO:root:epochs: 4, iters: 100 | training loss: 0.20\n",
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"INFO:root:Validation loss decreased (0.065 --> 0.054). Saving model ...\n",
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"INFO:root:epochs: 5, iters: 100 | training loss: 0.22\n",
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"INFO:root:Validation loss increased (0.054 --> 0.055). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 6, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.054 --> 0.059). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 7, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss increased (0.054 --> 0.059). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 8, iters: 100 | training loss: 0.10\n",
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"INFO:root:Validation loss increased (0.054 --> 0.058). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 9, iters: 100 | training loss: 0.12\n",
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"INFO:root:Validation loss decreased (0.054 --> 0.042). Saving model ...\n",
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"INFO:root:epochs: 10, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.042 --> 0.070). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 11, iters: 100 | training loss: 0.12\n",
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"INFO:root:Validation loss increased (0.042 --> 0.133). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 12, iters: 100 | training loss: 0.25\n",
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"INFO:root:Validation loss increased (0.042 --> 0.045). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 13, iters: 100 | training loss: 0.17\n",
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"INFO:root:Validation loss decreased (0.042 --> 0.037). Saving model ...\n",
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"INFO:root:epochs: 14, iters: 100 | training loss: 0.07\n",
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"INFO:root:Validation loss increased (0.037 --> 0.044). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 15, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.037 --> 0.041). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 16, iters: 100 | training loss: 0.13\n",
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"INFO:root:Validation loss increased (0.037 --> 0.048). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 17, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.037 --> 0.045). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 18, iters: 100 | training loss: 0.09\n",
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"INFO:root:Validation loss increased (0.037 --> 0.047). Early stopping counter: 5 out of 7\n",
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"INFO:root:epochs: 19, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss increased (0.037 --> 0.054). Early stopping counter: 6 out of 7\n",
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"INFO:root:epochs: 20, iters: 100 | training loss: 0.17\n",
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"INFO:root:Validation loss increased (0.037 --> 0.064). Early stopping counter: 7 out of 7\n",
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"INFO:root:Early stopping\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"storage/experiments/Stocks/96M2S/lrn=None,inr=INR,enc=inception,repeat=0/config.gin\n",
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"receptive field [114 342 362]\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"INFO:root:epochs: 1, iters: 100 | training loss: 1.27\n",
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"INFO:root:Validation loss decreased (inf --> 0.700). Saving model ...\n",
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"INFO:root:epochs: 2, iters: 100 | training loss: 0.24\n",
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"INFO:root:Validation loss decreased (0.700 --> 0.117). Saving model ...\n",
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"INFO:root:epochs: 3, iters: 100 | training loss: 0.54\n",
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"INFO:root:Validation loss increased (0.117 --> 0.359). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 4, iters: 100 | training loss: 0.87\n",
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"INFO:root:Validation loss increased (0.117 --> 0.251). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 5, iters: 100 | training loss: 1.07\n",
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"INFO:root:Validation loss increased (0.117 --> 0.366). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 6, iters: 100 | training loss: 1.77\n",
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"INFO:root:Validation loss increased (0.117 --> 0.668). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 7, iters: 100 | training loss: 0.98\n",
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"INFO:root:Validation loss increased (0.117 --> 0.577). Early stopping counter: 5 out of 7\n",
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"INFO:root:epochs: 8, iters: 100 | training loss: 0.84\n",
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"INFO:root:Validation loss increased (0.117 --> 0.356). Early stopping counter: 6 out of 7\n",
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"INFO:root:epochs: 9, iters: 100 | training loss: 0.89\n",
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"INFO:root:Validation loss increased (0.117 --> 0.353). Early stopping counter: 7 out of 7\n",
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"INFO:root:Early stopping\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"storage/experiments/Stocks/96M2S/lrn=Ridge,inr=INR,enc=lstm2,repeat=0/config.gin\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"INFO:root:epochs: 1, iters: 100 | training loss: 0.64\n",
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"INFO:root:Validation loss decreased (inf --> 0.308). Saving model ...\n",
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"INFO:root:epochs: 2, iters: 100 | training loss: 0.19\n",
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"INFO:root:Validation loss decreased (0.308 --> 0.073). Saving model ...\n",
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"INFO:root:epochs: 3, iters: 100 | training loss: 0.15\n",
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"INFO:root:Validation loss decreased (0.073 --> 0.054). Saving model ...\n",
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"INFO:root:epochs: 4, iters: 100 | training loss: 0.12\n",
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"INFO:root:Validation loss decreased (0.054 --> 0.050). Saving model ...\n",
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"INFO:root:epochs: 5, iters: 100 | training loss: 0.11\n",
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"INFO:root:Validation loss decreased (0.050 --> 0.046). Saving model ...\n",
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"INFO:root:epochs: 6, iters: 100 | training loss: 0.10\n",
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"INFO:root:Validation loss increased (0.046 --> 0.050). Early stopping counter: 1 out of 7\n",
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"INFO:root:epochs: 7, iters: 100 | training loss: 0.10\n",
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"INFO:root:Validation loss increased (0.046 --> 0.052). Early stopping counter: 2 out of 7\n",
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"INFO:root:epochs: 8, iters: 100 | training loss: 0.10\n",
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"INFO:root:Validation loss increased (0.046 --> 0.047). Early stopping counter: 3 out of 7\n",
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"INFO:root:epochs: 9, iters: 100 | training loss: 0.07\n",
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"INFO:root:Validation loss increased (0.046 --> 0.051). Early stopping counter: 4 out of 7\n",
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"INFO:root:epochs: 10, iters: 100 | training loss: 0.10\n",
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"INFO:root:Validation loss increased (0.046 --> 0.047). Early stopping counter: 5 out of 7\n",
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"INFO:root:epochs: 11, iters: 100 | training loss: 0.06\n",
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"INFO:root:Validation loss increased (0.046 --> 0.049). Early stopping counter: 6 out of 7\n",
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"INFO:root:epochs: 12, iters: 100 | training loss: 0.06\n",
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"INFO:root:Validation loss increased (0.046 --> 0.049). Early stopping counter: 7 out of 7\n",
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"INFO:root:Early stopping\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"storage/experiments/Stocks/96M2S/lrn=Ridge,inr=INR,enc=lstm,repeat=0/config.gin\n"
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]
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}
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],
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+169949
-117
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Reference in New Issue
Block a user