Hugging Face's logo

kyLELEng
/
mag7-tabnet-model

PyTorch
Joblib
finance
tabnet
tabular
mag7
private-dataset-trained
Model card Files
xet
 Community
mag7-tabnet-model
File size: 7,234 Bytes
8f77c32
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
{
  "app_version": "mag7-tabnet-a10g-large-v1",
  "dataset_repo": "kyLELEng/mag7-ml-daily-dataset-5y",
  "dataset_file": "mag7_ml_daily_dataset_5y.csv",
  "model_repo": "kyLELEng/mag7-tabnet-model",
  "target_col": "target_next_10d_outperform_qqq",
  "hardware_requested": "a10g-large",
  "device": "cuda",
  "split_info": {
    "train_end": "2024-03-06",
    "validation_end": "2025-02-19",
    "test_start": "2025-02-20"
  },
  "sample_counts": {
    "train": 5019,
    "val": 1673,
    "test": 1673
  },
  "feature_count": 247,
  "best_trial": {
    "trial": 6,
    "n_d": 32,
    "n_a": 32,
    "n_steps": 5,
    "gamma": 1.3472923985423138,
    "lambda_sparse": 5.9536858055136465e-05,
    "lr": 0.00025119563811957976,
    "mask_type": "entmax",
    "auc": 0.5403767080140649,
    "accuracy": 0.5092647937836222,
    "precision": 0.624390243902439,
    "recall": 0.14678899082568808,
    "best_epoch": 2,
    "best_cost": 0.5403767080140649
  },
  "test_metrics": {
    "auc": 0.503700813063913,
    "accuracy": 0.5008965929468021,
    "precision": 0.48014440433212996,
    "recall": 0.16140776699029127
  },
  "all_trials": [
    {
      "trial": 0,
      "n_d": 32,
      "n_a": 32,
      "n_steps": 4,
      "gamma": 1.4,
      "lambda_sparse": 0.0001,
      "lr": 0.002,
      "mask_type": "entmax",
      "auc": 0.5317779381277989,
      "accuracy": 0.5349671249252839,
      "precision": 0.54510556621881,
      "recall": 0.6513761467889908,
      "best_epoch": 10,
      "best_cost": 0.5317779381277989
    },
    {
      "trial": 1,
      "n_d": 16,
      "n_a": 16,
      "n_steps": 3,
      "gamma": 1.4494945037080806,
      "lambda_sparse": 6.375218482218559e-05,
      "lr": 0.00011188485779759972,
      "mask_type": "entmax",
      "auc": 0.5107234076670217,
      "accuracy": 0.5265989240884639,
      "precision": 0.5384615384615384,
      "recall": 0.6422018348623854,
      "best_epoch": 2,
      "best_cost": 0.5107234076670217
    },
    {
      "trial": 2,
      "n_d": 16,
      "n_a": 16,
      "n_steps": 4,
      "gamma": 1.149294403307938,
      "lambda_sparse": 2.450878873326482e-06,
      "lr": 0.004094099286627188,
      "mask_type": "sparsemax",
      "auc": 0.500190415650162,
      "accuracy": 0.49731022115959356,
      "precision": 0.5166130760986066,
      "recall": 0.5527522935779816,
      "best_epoch": 7,
      "best_cost": 0.500190415650162
    },
    {
      "trial": 3,
      "n_d": 64,
      "n_a": 64,
      "n_steps": 4,
      "gamma": 1.3582951866108537,
      "lambda_sparse": 3.421133844935391e-05,
      "lr": 0.0013391616977365564,
      "mask_type": "sparsemax",
      "auc": 0.5071226906733556,
      "accuracy": 0.5200239091452481,
      "precision": 0.5306122448979592,
      "recall": 0.6857798165137615,
      "best_epoch": 20,
      "best_cost": 0.5071226906733556
    },
    {
      "trial": 4,
      "n_d": 24,
      "n_a": 24,
      "n_steps": 5,
      "gamma": 1.6516277161527944,
      "lambda_sparse": 0.00010258450148297295,
      "lr": 0.0007431045712850257,
      "mask_type": "entmax",
      "auc": 0.5032370660527551,
      "accuracy": 0.5122534369396294,
      "precision": 0.5347394540942928,
      "recall": 0.49426605504587157,
      "best_epoch": 1,
      "best_cost": 0.5032370660527551
    },
    {
      "trial": 5,
      "n_d": 64,
      "n_a": 64,
      "n_steps": 5,
      "gamma": 1.4843526882090186,
      "lambda_sparse": 0.0008764777947850791,
      "lr": 0.00022267224321802473,
      "mask_type": "entmax",
      "auc": 0.530329061150626,
      "accuracy": 0.4931261207411835,
      "precision": 0.5214285714285715,
      "recall": 0.3348623853211009,
      "best_epoch": 1,
      "best_cost": 0.530329061150626
    },
    {
      "trial": 6,
      "n_d": 32,
      "n_a": 32,
      "n_steps": 5,
      "gamma": 1.3472923985423138,
      "lambda_sparse": 5.9536858055136465e-05,
      "lr": 0.00025119563811957976,
      "mask_type": "entmax",
      "auc": 0.5403767080140649,
      "accuracy": 0.5092647937836222,
      "precision": 0.624390243902439,
      "recall": 0.14678899082568808,
      "best_epoch": 2,
      "best_cost": 0.5403767080140649
    },
    {
      "trial": 7,
      "n_d": 32,
      "n_a": 32,
      "n_steps": 5,
      "gamma": 1.7071334862896903,
      "lambda_sparse": 2.433767087272514e-06,
      "lr": 0.0006223353226297901,
      "mask_type": "sparsemax",
      "auc": 0.5347272331603844,
      "accuracy": 0.511655708308428,
      "precision": 0.5429017160686428,
      "recall": 0.39908256880733944,
      "best_epoch": 3,
      "best_cost": 0.5347272331603844
    },
    {
      "trial": 8,
      "n_d": 24,
      "n_a": 24,
      "n_steps": 3,
      "gamma": 1.7271610157752573,
      "lambda_sparse": 1.9491536528703556e-05,
      "lr": 0.00017826874616773067,
      "mask_type": "entmax",
      "auc": 0.5325689505091113,
      "accuracy": 0.5289898386132695,
      "precision": 0.541095890410959,
      "recall": 0.6341743119266054,
      "best_epoch": 7,
      "best_cost": 0.5325689505091113
    },
    {
      "trial": 9,
      "n_d": 64,
      "n_a": 64,
      "n_steps": 5,
      "gamma": 1.2415512194516267,
      "lambda_sparse": 0.0005061663106438996,
      "lr": 0.00023396561610545004,
      "mask_type": "sparsemax",
      "auc": 0.5177659233297828,
      "accuracy": 0.5014943215780036,
      "precision": 0.5372549019607843,
      "recall": 0.31422018348623854,
      "best_epoch": 2,
      "best_cost": 0.5177659233297828
    },
    {
      "trial": 10,
      "n_d": 16,
      "n_a": 16,
      "n_steps": 3,
      "gamma": 1.3420235116289478,
      "lambda_sparse": 2.5510824218092704e-05,
      "lr": 0.0034707903086838303,
      "mask_type": "entmax",
      "auc": 0.5203859281402834,
      "accuracy": 0.4793783622235505,
      "precision": 0.5068493150684932,
      "recall": 0.04243119266055046,
      "best_epoch": 2,
      "best_cost": 0.5203859281402834
    },
    {
      "trial": 11,
      "n_d": 48,
      "n_a": 48,
      "n_steps": 5,
      "gamma": 1.3375244625197118,
      "lambda_sparse": 1.1236515243495598e-06,
      "lr": 0.0001869391570285696,
      "mask_type": "entmax",
      "auc": 0.5245679139607601,
      "accuracy": 0.5062761506276151,
      "precision": 0.5515695067264574,
      "recall": 0.28211009174311924,
      "best_epoch": 12,
      "best_cost": 0.5245679139607601
    },
    {
      "trial": 12,
      "n_d": 64,
      "n_a": 64,
      "n_steps": 3,
      "gamma": 1.5837279414231316,
      "lambda_sparse": 1.4588283152733528e-06,
      "lr": 0.0001142576991362432,
      "mask_type": "entmax",
      "auc": 0.5068657011304677,
      "accuracy": 0.5176329946204423,
      "precision": 0.5301764159702879,
      "recall": 0.6548165137614679,
      "best_epoch": 6,
      "best_cost": 0.5068657011304677
    },
    {
      "trial": 13,
      "n_d": 16,
      "n_a": 16,
      "n_steps": 5,
      "gamma": 1.5115173584668025,
      "lambda_sparse": 8.435857396344958e-06,
      "lr": 0.0003463700123384165,
      "mask_type": "entmax",
      "auc": 0.5253324399546438,
      "accuracy": 0.5182307232516438,
      "precision": 0.5355603448275862,
      "recall": 0.569954128440367,
      "best_epoch": 6,
      "best_cost": 0.5253324399546438
    }
  ]
}