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Update qlib_Alpha158.py

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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
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examples/benchmarks/TFT/data_formatters/qlib_Alpha158.py
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@@ -194,10 +194,10 @@ class Alpha158Formatter(GenericDataFormatter):
"""Returns fixed model parameters for experiments.""" """Returns fixed model parameters for experiments."""
fixed_params = { fixed_params = {
"total_time_steps": 16 + 6, "total_time_steps": 6 + 6,
"num_encoder_steps": 16, "num_encoder_steps": 6,
"num_epochs": 100, "num_epochs": 100,
"early_stopping_patience": 5, "early_stopping_patience": 10,
"multiprocessing_workers": 5, "multiprocessing_workers": 5,
} }
@@ -207,11 +207,11 @@ class Alpha158Formatter(GenericDataFormatter):
"""Returns default optimised model parameters.""" """Returns default optimised model parameters."""
model_params = { model_params = {
"dropout_rate": 0.3, "dropout_rate": 0.4,
"hidden_layer_size": 160, "hidden_layer_size": 16,
"learning_rate": 0.001, "learning_rate": 0.0001,
"minibatch_size": 64, "minibatch_size": 128,
"max_gradient_norm": 0.01, "max_gradient_norm": 0.0135,
"num_heads": 1, "num_heads": 1,
"stack_size": 1, "stack_size": 1,
} }