From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Tue, 4 Feb 2025 17:44:37 +0000 (+0100)
Subject: perf(qav3): use hyperband pruner
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=3766fbb63c69050dc062e11c505e85e72ccff94d;p=freqai-strategies.git

perf(qav3): use hyperband pruner

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index b7fbef8..c625443 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -62,7 +62,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
 
         start = time.time()
         if optuna_hyperopt:
-            pruner = optuna.pruners.MedianPruner(n_warmup_steps=5)
+            pruner = optuna.pruners.HyperbandPruner(n_warmup_steps=5)
             study = optuna.create_study(pruner=pruner, direction="minimize")
             study.optimize(
                 lambda trial: objective(
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 642e00f..797a77c 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -62,7 +62,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
 
         start = time.time()
         if optuna_hyperopt:
-            pruner = optuna.pruners.MedianPruner(n_warmup_steps=5)
+            pruner = optuna.pruners.HyperbandPruner(n_warmup_steps=5)
             study = optuna.create_study(pruner=pruner, direction="minimize")
             study.optimize(
                 lambda trial: objective(