First of all, thanks so much for sharing this code. Its very helpful :)
I was a bit confused with number of training epochs though,,
It seems like the outer loop that starts with "for n in range(num iterations):"
gives out a patch of 600 days data (rolling with step size 60) each time (1 iteration) .
so if I'm done with all the iterations, that would be '1 train epoch' right? (Which is different from regression epoch).
since thats when we go through the whole data.
I have been looking at the code for a while but I couldnt figure it out :'(
Hi:)
First of all, thanks so much for sharing this code. Its very helpful :) I was a bit confused with number of training epochs though,,
It seems like the outer loop that starts with "for n in range(num iterations):" gives out a patch of 600 days data (rolling with step size 60) each time (1 iteration) .
so if I'm done with all the iterations, that would be '1 train epoch' right? (Which is different from regression epoch).
since thats when we go through the whole data.
I have been looking at the code for a while but I couldnt figure it out :'(
I'd be grateful for your help .