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Update tft results

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Jactus
2020-12-09 11:24:03 +08:00
committed by you-n-g
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commit a5c098de92
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examples/benchmarks/README.md
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@@ -25,7 +25,7 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
| 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 | 0.0363±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 |
| TFT | Alpha158 (with selected 20 features) | 0.0335±0.00 | 0.2009±0.01| 0.0090±0.00 | 0.0553±0.01 | 0.0605±0.01 | 0.5438±0.12| -0.1772±0.03 |
| 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 |
| ALSTM | Alpha158 (with selected 20 features) | 0.0366±0.00 | 0.2803±0.04 | 0.0478±0.00 | 0.3770±0.02 | 0.0520±0.03 | 0.7115±0.30 | -0.0986±0.01 |