from data import registry from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/sin_t') conf.num_workers = 4 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 10000, '1': 10000} exp.data_loader = registry.sin_t_noise() exp.model_factory = TfTrainEvalModelFactory(Model(name="RNADE_laplace")) exp.hyper_param_search = GridSearch([ Categorical([1, 16, 32, 64, 128], name='km'), Categorical([1, 16, 32, 64, 128], name='sh'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-4, 1e-3, 1e-2], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30]) exp.run()
from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/uci_large/hepmass') conf.num_workers = 2 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 20000, '1': 20000} exp.data_loader = registry.hepmass(x_slice=slice(0), y_slice=slice(None)) exp.model_factory = TfTrainEvalModelFactory(Model(name="MONDE_AR_BLOCK")) exp.hyper_param_search = GridSearch([ Categorical([8, 10], name='nl'), Categorical([60, 80], name='nb'), Categorical(['tanh'], name='tr'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-3], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30]) exp.run()
from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/inv_sin_normal') conf.num_workers = 4 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 10000, '1': 10000} exp.data_loader = registry.inv_sin_normal() exp.model_factory = TfTrainEvalModelFactory(Model(name="MAF")) exp.hyper_param_search = GridSearch([ Categorical([1, 2, 3, 4, 5], name='nb'), Categorical([32, 128, 256], name='sh'), Categorical([1, 2, 3], name='nh'), Categorical([16, 32, 64], name='shc'), Categorical([True, False], name='bn'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-4, 1e-3, 1e-2], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30])
from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/mv_nonlinear') conf.num_workers = 4 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 10000, '1': 10000} exp.data_loader = registry.mv_nonlinear() exp.model_factory = TfTrainEvalModelFactory( Model(name="RNADE_deep_normal")) exp.hyper_param_search = GridSearch([ Categorical([32, 64, 128], name='km'), Categorical([64, 128, 512], name='sh'), Categorical([1, 2, 3, 4, 5], name='nh'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-4, 1e-3, 1e-2], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30]) exp.run()
from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/inv_sin_t') conf.num_workers = 4 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 10000, '1': 10000} exp.data_loader = registry.inv_sin_t() exp.model_factory = TfTrainEvalModelFactory( Model(name="MONDE_copula_const_cov")) exp.hyper_param_search = GridSearch([ Categorical([32, 64, 128], name='hxy_sh'), Categorical([1, 2, 3], name='hxy_nh'), Categorical([32, 64, 128], name='x_sh'), Categorical([1, 2, 3], name='x_nh'), Categorical([16, 32], name='hxy_x'), Categorical([0.05, 0.01], name='clr'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-4, 1e-3, 1e-2], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30])
] exp.data_loader = fx(x_slice=slice(None, -3), y_slice=slice(-3, None), ar_terms=1, start='2018-01-01', end='2018-03-31', symbols=symbols, predicted_idx=None, resample="1min", data_transforms={ 'labels': PercentileAnyGreaterLabelTransform(percentile=95) }) exp.model_factory = TfSimpleTrainEvalModelFactory(NNClassifier()) exp.hyper_param_search = GridSearch([ Categorical([2, 3, 5], name='nl'), Categorical([50, 100], name='sl'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical([3], name='bsi'), Categorical([20], name='bsip'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-3], name='opt_lr'), ]) exp.early_stopping = EarlyStop(monitor_every_epoch=1, patience=[30]) exp.run()
tf_conf.check_nans = True tf_conf.start_eval_step = 1 tf_conf.per_process_gpu_memory_fraction = 0.2 symbols = ["AUDCAD", "AUDJPY", "AUDNZD", "EURCHF", "NZDCAD", "NZDJPY", "NZDUSD", "USDCHF", "USDJPY", "EURUSD", "GBPUSD", "USDCAD"] exp.data_loader = fx(x_slice=slice(None, -3), y_slice=slice(-3, None), ar_terms=1, start='2018-01-01', end='2018-03-31', symbols=symbols, predicted_idx=None, resample="1min") exp.model_factory = TfSimpleTrainEvalModelFactory(Pumonde2()) exp.hyper_param_search = GridSearch([ Categorical([3, 4], name='nl1'), Categorical([50, 100], name='sl1'), Categorical([3, 4], name='nl2'), Categorical([50, 100], name='sl2'), Categorical([30], name='sxl2'), Categorical([3, 4], name='nl3'), Categorical([50, 100], name='sl3'), Categorical(['square'], name='pt'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical([3], name='bsi'), Categorical([20], name='bsip'),
from experiment.early_stop import EarlyStop from experiment.experiment import Experiment from experiment.hyper_param_opt import GridSearch from models.tensorflow.model import Model from models.tensorflow.tf_train_eval import TfTrainEvalModelFactory if __name__ == '__main__': exp = Experiment('density/synthetic/mv_nonlinear') conf.num_workers = 4 conf.visible_device_list = [0, 1] conf.eval_batch_size = {'0': 10000, '1': 10000} exp.data_loader = registry.mv_nonlinear() exp.model_factory = TfTrainEvalModelFactory(Model(name="PumondePFor")) exp.hyper_param_search = GridSearch([ Categorical([64, 128, 256], name='xs'), Categorical([1, 2, 3], name='xn'), Categorical([64, 128, 256], name='hxys'), Categorical([1, 2, 3], name='hxyn'), Categorical([0, 16], name='hxyxs'), Categorical([64, 128, 256], name='xycs'), Categorical([1, 2, 3], name='xycn'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical(['AdamOptimizer'], name='opt'), Categorical([1e-4, 1e-3, 1e-2], name='opt_lr'), ])
symbols = [ "AUDCAD", "AUDJPY", "AUDNZD", "EURCHF", "NZDCAD", "NZDJPY", "NZDUSD", "USDCHF", "USDJPY", "EURUSD", "GBPUSD", "USDCAD" ] exp.data_loader = fx(x_slice=slice(None, -3), y_slice=slice(-3, None), ar_terms=1, start='2018-01-01', end='2018-03-31', symbols=symbols, predicted_idx=None, resample="1min") exp.model_factory = TfSimpleTrainEvalModelFactory( Monde(cov_type="param_cov")) exp.hyper_param_search = GridSearch([ Categorical([2, 4], name='nl1'), Categorical([50, 100], name='sl1'), Categorical([2, 4], name='nl2'), Categorical([50, 100], name='sl2'), Categorical([30], name='sxl2'), Categorical([2, 4], name='nlc'), Categorical([50, 100], name='slc'), Categorical(['square'], name='pt'), Categorical([128], name='bs'), Categorical([1], name='rs'), Categorical([3], name='bsi'), Categorical([20], name='bsip'), Categorical(['AdamOptimizer'], name='opt'),