| { | |
| "dataloader": { | |
| "kwargs": { | |
| "batch_size": 2048, | |
| "num_workers": 4 | |
| }, | |
| "type": "pytorch_dataloader" | |
| }, | |
| "dataset": { | |
| "kwargs": { | |
| "feature_columns": [ | |
| "USM5", | |
| "USM5inday", | |
| "MA60", | |
| "MA60inday", | |
| "QTLD60", | |
| "QTLD60inday", | |
| "RM30", | |
| "RM30inday", | |
| "BSRL30", | |
| "BSRL30inday", | |
| "MIN30", | |
| "MIN30inday", | |
| "QTLD30", | |
| "QTLD30inday", | |
| "MA30", | |
| "MA30inday", | |
| "MIN10", | |
| "MIN10inday", | |
| "ROC30", | |
| "ROC30inday", | |
| "ESR5", | |
| "ESR5inday", | |
| "BSRL5", | |
| "BSRL5inday", | |
| "USV5", | |
| "RM5inday", | |
| "MIN20", | |
| "MIN20inday", | |
| "USM10", | |
| "USM10inday", | |
| "CNTP5", | |
| "CNTP5inday", | |
| "USM30", | |
| "USM30inday", | |
| "SUMP30", | |
| "SUMP30inday", | |
| "SUMD30", | |
| "SUMD30inday", | |
| "SUMN30", | |
| "SUMN30inday", | |
| "SUMP5", | |
| "SUMP5inday", | |
| "SUMD5", | |
| "SUMD5inday", | |
| "SUMN5", | |
| "SUMN5inday", | |
| "USM20", | |
| "USM20inday", | |
| "CNTD5", | |
| "CNTD5inday", | |
| "MIN60", | |
| "MIN60inday", | |
| "ROC5", | |
| "ROC5inday", | |
| "ESR30", | |
| "RSV60", | |
| "RSV60inday", | |
| "MA20", | |
| "MA20inday", | |
| "QTLD20", | |
| "QTLD20inday", | |
| "RM20", | |
| "RM20inday", | |
| "QTLU60", | |
| "QTLU60inday", | |
| "UMDSV30", | |
| "UMDSV30inday", | |
| "QTLD10", | |
| "QTLD10inday", | |
| "RM60", | |
| "RM60inday", | |
| "MA10", | |
| "MA10inday", | |
| "CNTN5inday", | |
| "USV30", | |
| "USV30inday", | |
| "QTLU30", | |
| "QTLU30inday", | |
| "MIN5", | |
| "RM10", | |
| "RM10inday", | |
| "ONRM10", | |
| "ONRM10inday", | |
| "ROC20", | |
| "ROC20inday", | |
| "USV20", | |
| "USV20inday", | |
| "SUMP60", | |
| "SUMP60inday", | |
| "SUMD60", | |
| "SUMN60", | |
| "SUMN60inday", | |
| "RSV30", | |
| "RSV30inday", | |
| "KLEN", | |
| "KLENinday", | |
| "USV10", | |
| "USV10inday", | |
| "ESR60", | |
| "ESR60inday", | |
| "UMDSV5", | |
| "UMDSV5inday", | |
| "UMDSV60", | |
| "UMDSV60inday", | |
| "ROC60", | |
| "ROC60inday", | |
| "RANK60", | |
| "RANK60inday", | |
| "ROC10", | |
| "ROC10inday", | |
| "ESR10", | |
| "ESR10inday", | |
| "ESR20", | |
| "ESR20inday", | |
| "SUMP10", | |
| "SUMP10inday", | |
| "SUMD10", | |
| "SUMD10inday", | |
| "SUMN10", | |
| "SUMN10inday", | |
| "SUMP20", | |
| "SUMP20inday", | |
| "SUMD20", | |
| "SUMD20inday", | |
| "SUMN20", | |
| "SUMN20inday", | |
| "BETA30", | |
| "BETA30inday", | |
| "IMXD5", | |
| "IMXD5inday", | |
| "USM60", | |
| "USM60inday", | |
| "QTLU20", | |
| "QTLU20inday", | |
| "IMXD10", | |
| "IMXD10inday", | |
| "USV60", | |
| "USV60inday", | |
| "CNTD10", | |
| "CNTD10inday", | |
| "RANK30inday", | |
| "RSV20", | |
| "RSV20inday", | |
| "CNTD30", | |
| "CNTD30inday", | |
| "RSV10", | |
| "RSV10inday", | |
| "IMAX5", | |
| "IMAX5inday", | |
| "UMDSV20", | |
| "UMDSV20inday", | |
| "BETA5inday", | |
| "CNTP30", | |
| "CNTP30inday", | |
| "BETA60", | |
| "BETA60inday", | |
| "RANK10", | |
| "RANK10inday", | |
| "IMAX10", | |
| "IMAX10inday", | |
| "RANK20", | |
| "RANK20inday", | |
| "CNTN10", | |
| "CNTN10inday", | |
| "UMDSV10", | |
| "UMDSV10inday", | |
| "CNTP20", | |
| "CNTP20inday", | |
| "CNTD20", | |
| "CNTD20inday", | |
| "QTLU10", | |
| "QTLU10inday", | |
| "UMDSM5", | |
| "UMDSM5inday", | |
| "UMDSM20", | |
| "UMDSM20inday", | |
| "CNTN30", | |
| "CNTN30inday", | |
| "IMXD30", | |
| "IMXD30inday", | |
| "BETA20", | |
| "BETA20inday", | |
| "BSRL20", | |
| "BSRL20inday", | |
| "UMDSM30inday", | |
| "UMDSM10", | |
| "UMDSM10inday", | |
| "MAX60", | |
| "MAX60inday", | |
| "IMAX30", | |
| "CNTD60", | |
| "CNTD60inday", | |
| "IMXD60", | |
| "IMXD60inday", | |
| "IMAX60", | |
| "IMAX60inday", | |
| "CNTN20", | |
| "CNTN20inday", | |
| "BSRL10", | |
| "BSRL10inday", | |
| "CORD5", | |
| "CORD5inday", | |
| "IMIN10", | |
| "IMIN10inday", | |
| "CNTP60", | |
| "CNTP60inday", | |
| "CORD30", | |
| "CORD30inday", | |
| "LOW0inday", | |
| "MAX30", | |
| "MAX30inday", | |
| "IMIN5", | |
| "IMIN5inday", | |
| "VRMIN30", | |
| "VRMIN30inday", | |
| "VSUMP60", | |
| "VSUMP60inday", | |
| "VSUMN60", | |
| "VSUMN60inday", | |
| "VSUMD60", | |
| "VSUMD60inday", | |
| "KLOW", | |
| "KLOWinday", | |
| "UMDSM60", | |
| "UMDSM60inday", | |
| "RESI60", | |
| "RESI60inday", | |
| "CNTN60", | |
| "CNTN60inday", | |
| "VRMIN10", | |
| "VRMIN10inday", | |
| "RSV5", | |
| "RSV5inday", | |
| "IMXD20", | |
| "IMXD20inday", | |
| "VRMIN20", | |
| "VRMIN20inday", | |
| "VRMAX5", | |
| "VRMAX5inday", | |
| "DSM5", | |
| "DSM5inday", | |
| "VSTD20", | |
| "VSTD20inday", | |
| "DSV60", | |
| "DSV60inday", | |
| "VSTD10", | |
| "VSTD10inday", | |
| "KSFT2inday", | |
| "DSV20", | |
| "DSV20inday", | |
| "RS30", | |
| "RS30inday", | |
| "WVMA10", | |
| "WVMA10inday", | |
| "MAX5", | |
| "MAX5inday", | |
| "EMDD5", | |
| "EMDD5inday", | |
| "KMID2", | |
| "KMID2inday", | |
| "STD20", | |
| "STD20inday", | |
| "WVMA20inday", | |
| "DSV30", | |
| "DSV30inday", | |
| "WVMA5", | |
| "WVMA5inday", | |
| "EMDD20", | |
| "EMDD20inday", | |
| "CORR5", | |
| "CORR5inday", | |
| "WVMA30", | |
| "WVMA30inday", | |
| "WVMA60", | |
| "DSM10", | |
| "DSM10inday", | |
| "KUP2", | |
| "KUP2inday", | |
| "DSV5", | |
| "DSV5inday", | |
| "KMID", | |
| "KMIDinday", | |
| "KSFT", | |
| "KSFTinday", | |
| "ONRM30", | |
| "ONRM30inday", | |
| "STD30", | |
| "STD30inday", | |
| "VSTD5", | |
| "VSTD5inday", | |
| "DSV10", | |
| "DSV10inday", | |
| "RSQR30", | |
| "RSQR30inday", | |
| "RSQR60", | |
| "RSQR60inday", | |
| "OPEN0", | |
| "OPEN0inday", | |
| "DSM60", | |
| "DSM60inday", | |
| "RS20", | |
| "RS20inday", | |
| "RSQR20inday", | |
| "RK20", | |
| "RK20inday", | |
| "DB30", | |
| "DB30inday", | |
| "RK30", | |
| "RK30inday", | |
| "ONRM60", | |
| "ONRM60inday", | |
| "DB10", | |
| "DB10inday", | |
| "ONRM20", | |
| "ONRM20inday", | |
| "RSQR10", | |
| "RSQR10inday", | |
| "STD60", | |
| "STD60inday", | |
| "RSQR5", | |
| "RSQR5inday", | |
| "KLOW2", | |
| "DB20", | |
| "DB20inday", | |
| "DSM30", | |
| "DSM30inday", | |
| "RESI10", | |
| "RESI10inday", | |
| "DSM20", | |
| "DSM20inday", | |
| "ONRM5", | |
| "ONRM5inday", | |
| "DB5", | |
| "DB5inday" | |
| ], | |
| "label_columns": [ | |
| "label1" | |
| ], | |
| "mask": { | |
| "kwargs": {}, | |
| "type": "pad_mask" | |
| } | |
| }, | |
| "type": "TransformerDatasetWithDict" | |
| }, | |
| "feature_file": "configs/low_corr.txt", | |
| "loss": { | |
| "kwargs": { | |
| "mean_n": 0.0, | |
| "std_n": 0.0, | |
| "weight_change": [ | |
| [ | |
| 0.05, | |
| 0.3 | |
| ] | |
| ] | |
| }, | |
| "type": "CorrLoss" | |
| }, | |
| "max_epochs": 20, | |
| "min_epochs": 10, | |
| "model": { | |
| "kwargs": { | |
| "embedding_config": { | |
| "kwargs": { | |
| "dropout": 0.2, | |
| "fixed": false, | |
| "inlinear": true | |
| }, | |
| "type": "Exp2dEmbedding" | |
| }, | |
| "embedding_size": 256, | |
| "encoder_config": { | |
| "kwargs": { | |
| "activation": "gelu", | |
| "d_ff": 256, | |
| "d_k": 64, | |
| "d_v": 64, | |
| "layer_num": 4, | |
| "n_heads": 16, | |
| "res_dropout": 0.1 | |
| }, | |
| "type": "TSTPlusEncoder" | |
| }, | |
| "feature_size": 256, | |
| "head_config": { | |
| "kwargs": { | |
| "dropout": 0.5, | |
| "hidden_size": 256, | |
| "num_layers": 1 | |
| }, | |
| "type": "FCHead" | |
| }, | |
| "input_size": 334, | |
| "pooling_config": { | |
| "kwargs": {}, | |
| "type": "LastPooling" | |
| }, | |
| "y_len": 1 | |
| }, | |
| "type": "TransformerModel" | |
| }, | |
| "model_name": "tst_t1_base_20_2", | |
| "monitor": "val_loss", | |
| "norm_mean": -0.21936760485029957, | |
| "norm_std": 2.06619775401023, | |
| "optimizer": { | |
| "kwargs": { | |
| "lr": 5e-05, | |
| "weight_decay": 1e-06 | |
| }, | |
| "type": "Adam" | |
| }, | |
| "patience": 10, | |
| "pp": "t1_0", | |
| "scheduler": { | |
| "kwargs": { | |
| "gamma": 0.5, | |
| "milestones": [ | |
| 5, | |
| 15 | |
| ] | |
| }, | |
| "type": "MultiStepLR" | |
| }, | |
| "seq_length": 20, | |
| "test_dataset": "dataset/test_000300_2101-2107.csv", | |
| "train_dataset": "dataset/train_000906_0801-1901.csv", | |
| "transformers_version": "4.10.0.dev0", | |
| "use_cache": true, | |
| "valid_dataset": "dataset/valid_000300_1901-2101.csv" | |
| } | |