Updated thesis

This commit is contained in:
Victor Mylle
2024-05-20 14:56:26 +00:00
parent 092f2ae4e6
commit 7132aaa29a
18 changed files with 341 additions and 738 deletions

View File

@@ -5,7 +5,7 @@ clearml_helper = ClearMLHelper(
project_name="Thesis/NrvForecast"
)
task = clearml_helper.get_task(
task_name="NAQR: Non Linear (2 - 256)"
task_name="NAQR: Non Linear (4 - 512)"
)
task.execute_remotely(queue_name="default", exit_process=True)
@@ -45,7 +45,7 @@ data_config.NOMINAL_NET_POSITION = False
data_config = task.connect(data_config, name="data_features")
data_processor = DataProcessor(data_config, path="", lstm=True)
data_processor = DataProcessor(data_config, path="", lstm=False)
data_processor.set_batch_size(64)
data_processor.set_full_day_skip(True)
@@ -68,8 +68,8 @@ else:
model_parameters = {
"learning_rate": 0.0001,
"hidden_size": 256,
"num_layers": 2,
"hidden_size": 512,
"num_layers": 4,
"dropout": 0.2,
}
@@ -77,24 +77,15 @@ model_parameters = task.connect(model_parameters, name="model_parameters")
# linear_model = LinearRegression(inputDim, len(quantiles) * 96)
# non_linear_model = NonLinearRegression(
# inputDim,
# len(quantiles) * 96,
# hiddenSize=model_parameters["hidden_size"],
# numLayers=model_parameters["num_layers"],
# dropout=model_parameters["dropout"],
# )
lstm_model = GRUModel(
non_linear_model = NonLinearRegression(
inputDim,
len(quantiles) * 96,
hidden_size=model_parameters["hidden_size"],
num_layers=model_parameters["num_layers"],
hiddenSize=model_parameters["hidden_size"],
numLayers=model_parameters["num_layers"],
dropout=model_parameters["dropout"],
)
model = lstm_model
model = non_linear_model
model.output_size = 96
optimizer = torch.optim.Adam(model.parameters(), lr=model_parameters["learning_rate"])