where is the nonlinearity?

ZhengyaoJiang / PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

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where is the nonlinearity? #32

Closed ziofil closed 6 years ago

ziofil commented 6 years ago

I'm trying to understand about the nonlinearity in your network (except for the final softmax): in the current version of net_config.json, you list the 3 layers of the network as one ConvLayer, one EIIEDense and one EIIE_Output_WithW. In neither of them there is an entry to specify the activation function, and the default one of conv_2d in TFLearn is 'linear', so are you using a nonlinearity between the layers?

astanziola commented 6 years ago

There are ReLU's in between the other layers

ziofil commented 6 years ago

What other layers?

dexhunter commented 6 years ago

Currently ReLU is used, you can see the Line 52 of configprocess.py and Line 57 as well