2021 01 11 Klines 1 actions - WojciechMigda/TruRL GitHub Wiki

Parametry eksperymentu: 
Episodes: 100
max_episode_steps: 200
Memory capacity: 100000
GAMMA: 0.70000
NEPOCHS(20)
KBinsDiscretizer({
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {34, -0.020000, 0.020000},
    {10, 0.000000, 100.000000},
    {10, 0.000000, 100.000000},
    {10, 0.000000, 200.000000},})
Scaler({[-5.000000, 5.000000], [0, 10000]})
TsetliniClassifierBitwise({
        "threshold": 10000,
        "s": 4.000000,
        "number_of_regressor_clauses": 3200,
        "number_of_states": 127,
        "boost_true_positive_feedback": 1,
        "random_state": 1,
        "n_jobs": 6,
        "clause_output_tile_size": 16,
        "weighted": true,
        "loss_fn": "MSE",
        "loss_fn_C1": 0.000000,
        "max_weight": 2147483647,
        "verbose": false
    })
Gym: <TimeLimit<WavyMarketEnv, gen_fn=07_klines Actions=[<#####>]>>

Eksperymentowi poddano cztery zestawy akcji:

  • HOLD, BUY100, SELL100 (bazowy)
  • HOLD, BUY70, SELL70
  • HOLD, BUY50, SELL50
  • HOLD, BUY50, SELL50, BUY100, SELL100

Wykonano 10 powtórzeń, po 100 epizodów, każdy epizod po 200 kroków.

AUC Plot

Dane

Lokalizacja: /experiments/2021-01-11_klines_1m_actions

Uzyte skrypty są wersjonowane w katalogu powyżej.

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