trials_sweep.yaml

program: trials/scripts/train_trials.py
method: bayes
metric:
  name: test/final_sharpe_ratio
  goal: maximize
parameters:
  feature-extractor-num-heads:
    values:
    - 2
    - 4
  train-steps:
    values:
    - 5
    - 10
  feature-extractor-num-layers:
    values:
    - 1
    - 2
    - 3
  dropout:
    values:
    - 0.0
    - 0.1
  ent-coef:
    values:
    - 0.1
    - 0.2
  learning-rate:
    values:
    - 6e-12
    - 6e-13
  feature-extractor-hidden-dim:
    values:
    - 64
    - 128
  policy-network-hidden-dim:
    values:
    - 64
    - 128
    - 256
  seed:
    values:
    - 1
    - 13
    - 42
    - 30
    - 5
  trading-feature-extractor-num-heads:
    values:
    - 2
    - 4
  trading-train-steps:
    values:
    - 1000
    - 2000
  trading-feature-extractor-num-layers:
    values:
    - 1
    - 2
    - 3
  trading-dropout:
    values:
    - 0.0
    - 0.1
  trading-ent-coef:
    values:
    - 0.6
  trading-rl-gamma:
    values:
    - 0.8
    - 1.0
  trading-learning-rate:
    values:
    - 6e-4
    - 6e-5
    - 6e-6
  trading-feature-extractor-hidden-dim:
    values:
    - 64
    - 128
early_terminate:
  type: hyperband
  min_iter: 5
command:
  - poetry
  - run
  - python
  - ${program}
  - "--feature-extractor=gru"
  - "--policy=serial_selection"
  - "--eval-freq=5"
  - "--rolling-serial=3"
  - "--trading-num-process=48"
  - ${args}