microprediction / sklearned

Some pre-trained models
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sklearned

Surrogate experiments

Experimental choices

  1. Choose a skater from timemachines
  2. Choose an optimizer from humpday
  3. Choose an embedding from the cube into the space of keras models, such as keras_mostly_linear
  4. Choose a search strategy and data augmentation strategy
  5. Choose a forecast horizon k, such as k=1
  6. Choose an input vector length, such as 80 or 160
  7. Choose a subset of live data streams from stream listing
  8. Run the skater to generate training data
  9. Challenge the existing out-of-sample champion model

The names of experiment files indicate choices made.

M1

Maybe..

brew install cmake protobuf
pip3 install --pre -i https://pypi.anaconda.org/scipy-wheels-nightly/simple numpy
conda install -c apple tensorflow-deps
pip install tensorflow-macos
pip3 install onnx

There might be a really screwed up mess with protobuf. You might have to use the builder.py file from a different version. See this stack overflow question