microsoft / qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
https://qlib.readthedocs.io/en/latest/
MIT License
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超參數探索 #269

Open ChengYen-Tang opened 3 years ago

ChengYen-Tang commented 3 years ago

🌟 Feature Description

可以使用 optuna,探索模型的超參數

Motivation

  1. Application scenario

    optuna

  2. Related works (Papers, Github repos etc.):

    Optuna: A Next-generation Hyperparameter Optimization Framework

  3. Any other relevant and important information:
you-n-g commented 3 years ago

@ChengYen-Tang
Thanks for your advices :) . We'll consider this solution in our future plan.