{ "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" }