question about reuse_encoder_params

Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library

https://kismuz.github.io/btgym/

GNU Lesser General Public License v3.0

981 stars 259 forks source link

question about reuse_encoder_params #63

Closed mysl closed 5 years ago

mysl commented 6 years ago

@Kismuz , hi, I have a question w.r.t reuse_encoder_params in stacked_lstm.py, my understanding is that you want to control sharing the conv parameters across all external streams. However, it looks like that different streams of external states use different names, thus they will be in different variable scopes right? Will the reuse take effect or did I miss or misunderstand anything? thanks!

Kismuz commented 5 years ago

@mysl , good catch, thank you! Corrected, update.

Kismuz commented 5 years ago

@mysl
Note: one need to change entropy reg. params when sharing enabled to ~0.05 otherwise it converges to trivial local optima.

mysl commented 5 years ago

@Kismuz , thanks.