expigo / ts_anomaly_detection

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Create PSO for mixed-variable problems #6

Open expigo opened 2 years ago

expigo commented 2 years ago

It has been decided to try using PSO for NN hyperparameter tuning. One thing to remember is that we are going to operate on values from both, continuous and discrete spaces.

expigo commented 2 years ago

Done, and it seems to be working:

I've implemented two methods for velocity update, the classical one, and constricted (as proposed in Eberhart, 2001). The latter converges better:

For classical approach, I used: omega = c1 = c2 = 0.5