diff --git a/ROADMAP.md b/ROADMAP.md index 699d5329397..b14941c3662 100644 --- a/ROADMAP.md +++ b/ROADMAP.md @@ -97,10 +97,12 @@ - [x] Add several exponential smoothing techniques (@didier) - [PR #132](https://github.com/DidierRLopes/GamestonkTerminal/pull/132) - [x] Allow backtesting (@didier) - [PR #169](https://github.com/DidierRLopes/GamestonkTerminal/pull/169) - [x] Add averaging around multiple predictions (@didier) - [PR #252](https://github.com/DidierRLopes/GamestonkTerminal/pull/252) +- [ ] CNN 1D (@didier) ### Long term - [ ] Combine Sentiment Analysis with Chart data - [IS #240](https://github.com/DidierRLopes/GamestonkTerminal/issues/240) +- [ ] Cross-Validation methods (Forward Chaining, K-Fold, Group K-Fold) (@didier) --- diff --git a/gamestonk_terminal/prediction_techniques/VALIDATE-NN-model.md b/gamestonk_terminal/prediction_techniques/VALIDATE-NN-model.md index 9de87cbc269..7a7c6e6c22e 100644 --- a/gamestonk_terminal/prediction_techniques/VALIDATE-NN-model.md +++ b/gamestonk_terminal/prediction_techniques/VALIDATE-NN-model.md @@ -1,5 +1,7 @@ # Validate/Tweaking Neural Network Model +Note: Modeling a NN this way is intended for learning (fun some may say), a user guest or YOLOing on GME may be more accurate - No financial advisor tho. + 1. **Select the stock that you want to attempt to predict share price** ``` load MSFT @@ -84,12 +86,12 @@ This model is set in [config_neural_network_models.py](/config_neural_network_mo 8. **Model compilation with loss function and optimization technique** -**Loss function**: Often chosen having the activation functions of the hidden layers in mind. See https://machinelearningmastery.com/how-to-choose-loss-functions-when-training-deep-learning-neural-networks/ +**Loss function**: Often chosen having the activation functions of the hidden layers in mind. See https://machinelearningmastery.com/how-to-choose-loss-functions-when-training-deep-learning-neural-networks/, and https://www.tensorflow.org/api_docs/python/tf/keras/losses. ``` -l/--loss : loss function. Default mae. ``` -**Optimizer technique**: Adaptive Moment Estimation (_adam_) is usually the default choice for this type of problems. +**Optimizer technique**: Adaptive Moment Estimation (_adam_) is usually the default choice for this type of problems. See https://www.tensorflow.org/api_docs/python/tf/keras/optimizers. ``` -o/--optimizer : optimization technique. Default adam. ``` @@ -113,9 +115,16 @@ Select the number of loops to - using the defined model - train and predict. Thi Interpret the following metrics: MAPE, R2, MAE, MSE and RMSE. 12. **Advanced User** - +``` --batch_size: batch size for model training, should not be used unless advanced user. Default None. +``` +This can be set to `floor(log2(input_layer_size))` for much faster training if a large amount of input samples (assuming you have the RAM for it). It shouldn't have much effect on the results. + +``` --xla_cpu: if present, will enable XLA for CPU (overrides environment variables during run). --xla_gpu: if present, will enable XLA for GPU (overrides environment variables during run). --force_allow_gpu_growth: if true, will force TensorFlow to allow GPU memory usage to grow as needed. Otherwise will allocate 100% of available GPU memory when CUDA is set up. Default true. +``` +See https://www.tensorflow.org/xla +In the Roadmap: Cross-Validation (Forward Chaining, K-Fold, Group K-fold), NN to use sentiment analysis