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Added hyperparameter optimization script

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Victor Mylle
2023-11-27 16:06:05 +00:00
parent c1152ff96c
commit f9e8f9e69f
3 changed files with 106 additions and 9 deletions
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12
src/training_scripts/autoregressive_quantiles.py
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@@ -22,14 +22,13 @@ task = clearml_helper.get_task(task_name="None")
#### Data Processor ####
data_config = DataConfig()
data_config.NRV_HISTORY = True
data_config.LOAD_HISTORY = False
data_config.LOAD_FORECAST = False
data_config.WIND_FORECAST = False
data_config.WIND_HISTORY = False
data_config.LOAD_HISTORY = True
data_config.LOAD_FORECAST = True
data_config.QUARTER = True
data_config.DAY_OF_WEEK = False
data_config.DAY_OF_WEEK = True
data_config = task.connect(data_config, name="data_features")
data_processor = DataProcessor(data_config, path="")
data_processor.set_batch_size(1024)
@@ -48,7 +47,6 @@ if quantiles is None:
quantiles = [0.01, 0.05, 0.1, 0.15, 0.3, 0.4, 0.5, 0.6, 0.7, 0.85, 0.9, 0.95, 0.99]
task.set_parameter("general/quantiles", quantiles)
# model = LinearRegression(inputDim, len(quantiles))
time_embedding = TimeEmbedding(data_processor.get_time_feature_size(), 4)
non_linear_regression_model = NonLinearRegression(time_embedding.output_dim(inputDim), len(quantiles), hiddenSize=1024, numLayers=5)