From c10955d0263686b740401714292ee7ca19c032f7 Mon Sep 17 00:00:00 2001 From: Jactus Date: Fri, 11 Dec 2020 14:33:16 +0800 Subject: [PATCH] Update tft --- examples/benchmarks/README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md index 37677a99e..2557eb9b3 100644 --- a/examples/benchmarks/README.md +++ b/examples/benchmarks/README.md @@ -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 20 features) | 0.0344±0.00 | 0.2071±0.02| 0.0103±0.00 | 0.0632±0.01 | 0.0638±0.00 | 0.5845±0.8| -0.1754±0.02 | +| TFT | Alpha158 (with selected 20 features) | 0.0344±0.00 | 0.2071±0.02| 0.0103±0.00 | 0.0632±0.01 | 0.0638±0.00 | 0.5845±0.08| -0.1754±0.02 | | GRU | Alpha158 (with selected 20 features) | 0.0302±0.00 | 0.2353±0.03| 0.0411±0.00 | 0.3309±0.03 | 0.0302±0.02 | 0.4353±0.28| -0.1140±0.02 | | LSTM | Alpha158 (with selected 20 features) | 0.0359±0.01 | 0.2774±0.06| 0.0448±0.01 | 0.3597±0.05 | 0.0402±0.03 | 0.5743±0.41| -0.1152±0.03 | | ALSTM | Alpha158 (with selected 20 features) | 0.0329±0.01 | 0.2465±0.07| 0.0450±0.01 | 0.3485±0.06 | 0.0288±0.04 | 0.4163±0.50| -0.1269±0.04 |