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Update mlp results and add doc

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Jactus
2020-12-08 17:49:09 +08:00
committed by you-n-g
parent 579caa757c
commit 6ef339b1ec
3 changed files with 4 additions and 3 deletions
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2
examples/benchmarks/README.md
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@@ -24,7 +24,7 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
| CatBoost | Alpha158 | 0.0503±0.00 | 0.3586±0.00| 0.0483±0.00 | 0.3667±0.00 | 0.1080±0.00 | 1.1567±0.00| -0.0787±0.00 |
| XGBoost | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
| LightGBM | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
| MLP | Alpha158 | 0.0321±0.00 | 0.2493±0.04| 0.0408±0.00 | 0.3134±0.03 | 0.0661±0.03 | 0.7884±0.39| -0.1038±0.03 |
| MLP | Alpha158 | 0.0363±0.00 | 0.2770±0.02| 0.0421±0.00 | 0.3167±0.01 | 0.0856±0.01 | 1.0397±0.12| -0.1134±0.01 |
| TFT | Alpha158 (with selected 10 features) | 0.0287±0.00 | 0.1663±0.01| 0.0016±0.00 | 0.0095±0.02 | 0.0205±0.02 | 0.1758±0.19| -0.1990±0.04 |
| GRU | Alpha158 (with selected 20 features) | 0.0313±0.00 | 0.2427±0.01 | 0.0416±0.00 | 0.3370±0.01 | 0.0335±0.01 | 0.4808±0.22 | -0.1112±0.03 |
| LSTM | Alpha158 (with selected 20 features) | 0.0337±0.01 | 0.2562±0.05 | 0.0427±0.01 | 0.3392±0.04 | 0.0269±0.06 | 0.3385±0.74 | -0.1285±0.04 |

3
examples/run_all_model.py
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@@ -194,7 +194,8 @@ def gen_and_save_md_table(metrics, dataset):
def run(times=1, models=None, dataset="Alpha360", exclude=False):
"""
Please be aware that this function can only work under Linux. MacOS and Windows will be supported in the future.
Any PR to enhance this method is highly welcomed.
Any PR to enhance this method is highly welcomed. Besides, this script doesn't support parrallel running the same model
for multiple times, and this will be fixed in the future development.
Parameters:
-----------