From 30ab4a8d8b4aa9a73e0d5cfa50a3effb22a81c35 Mon Sep 17 00:00:00 2001 From: Wendi Li Date: Sat, 28 Nov 2020 22:52:40 +0800 Subject: [PATCH] Update qlib_Alpha158.py --- .../TFT/data_formatters/qlib_Alpha158.py | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py b/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py index da3d14343..44a9284f7 100644 --- a/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py +++ b/examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py @@ -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, }