]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(reforcexy): reduce optuna search space
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Tue, 4 Mar 2025 10:04:52 +0000 (11:04 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Tue, 4 Mar 2025 10:04:52 +0000 (11:04 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
ReforceXY/user_data/freqaimodels/ReforceXY.py

index e6559be9f99f38fbba5ca4ea40261e16f85bed6b..492b9c9cc4aeabef59f20d690eba84b594a9072e 100644 (file)
@@ -1453,7 +1453,6 @@ def get_optimizer_class(optimizer_class_name: str) -> type[th.optim.Optimizer]:
     return {
         "adam": th.optim.Adam,
         "rmsprop": th.optim.RMSprop,
-        "sgd": th.optim.SGD,
     }[optimizer_class_name]
 
 
@@ -1489,7 +1488,7 @@ def sample_params_ppo(trial: Trial) -> Dict[str, Any]:
     )
     activation_fn = get_activation_fn(activation_fn_name)
     optimizer_class_name = trial.suggest_categorical(
-        "optimizer_class", ["adam", "rmsprop", "sgd"]
+        "optimizer_class", ["adam", "rmsprop"]
     )
     optimizer_class = get_optimizer_class(optimizer_class_name)
     return {
@@ -1549,7 +1548,7 @@ def sample_params_dqn(trial: Trial) -> Dict[str, Any]:
     )
     activation_fn = get_activation_fn(activation_fn_name)
     optimizer_class_name = trial.suggest_categorical(
-        "optimizer_class", ["adam", "rmsprop", "sgd"]
+        "optimizer_class", ["adam", "rmsprop"]
     )
     optimizer_class = get_optimizer_class(optimizer_class_name)
     return {