ddopai_pricing_experiment/config_dist.yaml at master · miTTimmiTTim/ddopai_pricing_experiment · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
  train:
    parameters:
      horizon:
        type: categorical
        values: [500]
      nb_features:
        type: categorical
        values: [20]
      noise_std:
        type: categorical
        values: [1.0]
      function_form:
        type: categorical
        values: [linear]
      mean_alpha:
        type: categorical
        values: [3.6]
      mean_beta:
        type: categorical
        values: [-0.9]
      covariance:
        type: categorical
        values: [0.4]
      sparsitiy:
        type: categorical
        values: [0.5]
      inv:
        type: categorical
        values: [False]
      refernce_effects:
        type: categorical
        values: [False]
      inv_level:
        type: categorical
        values: [0] # 300
  val:
    parameters:
      horizon:
        type: categorical
        values: [500]
      nb_features:
        type: categorical
        values: [20]
      noise_std:
        type: categorical
        values: [1.0]
      function_form:
        type: categorical
        values: [linear]
      mean_alpha:
        type: categorical
        values: [3.6]
      mean_beta:
        type: categorical
        values: [-0.9]
      covariance:
        type: categorical
        values: [0.2]
      sparsitiy:
        type: categorical
        values: [0.5]
      inv:
        type: categorical
        values: [False]
      refernce_effects:
        type: categorical
        values: [False]
      inv_level:
        type: categorical
        values: [0] # 300
  test:
    parameters:
      horizon:
        type: categorical
        values: [500]
      nb_features:
        type: categorical
        values: [20]
      noise_std:
        type: categorical
        values: [1.0]
      function_form:
        type: categorical
        values: [linear]
      mean_alpha:
        type: categorical
        values: [3.6]
      mean_beta:
        type: categorical
        values: [-0.9]
      covariance:
        type: categorical
        values: [0.2]
      sparsitiy:
        type: categorical
        values: [0.5]
      inv:
        type: categorical
        values: [False]
      refernce_effects:
        type: categorical
        values: [False]
      inv_level:
        type: categorical
        values: [0] # 300