liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

Update qlib_Alpha158.py

Browse Source
This commit is contained in:
Wendi Li
2020-11-28 22:52:40 +08:00
committed by GitHub
parent e333b78650
commit 30ab4a8d8b
1 changed files with 8 additions and 8 deletions
Download Patch File Download Diff File Expand all files Collapse all files

16
examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py
View File

@@ -194,10 +194,10 @@ class Alpha158Formatter(GenericDataFormatter):
"""Returns fixed model parameters for experiments."""
fixed_params = {
"total_time_steps": 16 + 6,
"num_encoder_steps": 16,
"total_time_steps": 6 + 6,
"num_encoder_steps": 6,
"num_epochs": 100,
"early_stopping_patience": 5,
"early_stopping_patience": 10,
"multiprocessing_workers": 5,
}
@@ -207,11 +207,11 @@ class Alpha158Formatter(GenericDataFormatter):
"""Returns default optimised model parameters."""
model_params = {
"dropout_rate": 0.3,
"hidden_layer_size": 160,
"learning_rate": 0.001,
"minibatch_size": 64,
"max_gradient_norm": 0.01,
"dropout_rate": 0.4,
"hidden_layer_size": 16,
"learning_rate": 0.0001,
"minibatch_size": 128,
"max_gradient_norm": 0.0135,
"num_heads": 1,
"stack_size": 1,
}