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wassname
38 lines
898 B
Plaintext
38 lines
898 B
Plaintext
build.experiment_name = 'Stocks/96Splus'
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build.module = 'experiments.forecast'
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build.repeat = 1
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build.variables_dict = {
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}
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instance.model_type = 'deeptime2'
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instance.save_vals = False
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get_optimizer.lr = 1e-3
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get_optimizer.lambda_lr = 1.
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get_optimizer.weight_decay = 0.
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get_scheduler.warmup_epochs = 5
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get_data.batch_size = 256
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train.loss_name = 'mse'
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train.epochs = 50
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train.clip = 10.
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Checkpoint.patience = 7
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deeptime2.layer_size = 256
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deeptime2.inr_layers = 5
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deeptime2.n_fourier_feats = 4096
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deeptime2.scales = [0.01, 0.1, 1, 5, 10, 20, 50, 100]
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ForecastDataset.data_path = 'stocks/OXY_2019.csv.gz'
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ForecastDataset.target = 'RSMKs_18_144_72'
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ForecastDataset.scale = True
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ForecastDataset.cross_learn = False
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ForecastDataset.time_features = []
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ForecastDataset.normalise_time_features = True
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ForecastDataset.features = 'S'
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ForecastDataset.horizon_len = 96
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ForecastDataset.lookback_mult = 3
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