kyLE_LEng commited on
Checkpoint epoch 1
Browse files
checkpoints/epoch-01/checkpoint_info.json
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{
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"epoch": 1,
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"best_validation_loss_so_far": 40.33867359161377,
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"resume_from_model_id": "JumpHigh/patchtst-cross-sectional-return-forecast",
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"resume_from_subfolder": "checkpoints/epoch-01"
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}
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checkpoints/epoch-01/config.json
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{
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"activation_function": "gelu",
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"architectures": [
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"PatchTSTForPrediction"
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],
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"attention_dropout": 0.05,
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"bias": true,
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"channel_attention": false,
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"channel_consistent_masking": false,
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"context_length": 512,
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"d_model": 128,
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"distribution_output": "student_t",
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"do_mask_input": null,
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"dtype": "float32",
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"ff_dropout": 0.05,
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"ffn_dim": 512,
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"head_dropout": 0.05,
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"init_std": 0.02,
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"loss": "nll",
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"mask_type": "random",
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"mask_value": 0,
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"model_type": "patchtst",
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"norm_eps": 1e-05,
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"norm_type": "batchnorm",
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"num_attention_heads": 4,
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"num_forecast_mask_patches": [
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2
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],
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"num_hidden_layers": 4,
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"num_input_channels": 20,
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"num_parallel_samples": 100,
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"num_targets": 1,
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"output_range": null,
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"patch_length": 16,
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"patch_stride": 8,
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"path_dropout": 0.0,
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"pooling_type": "mean",
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"positional_dropout": 0.0,
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"positional_encoding_type": "sincos",
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"pre_norm": true,
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"prediction_length": 64,
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"random_mask_ratio": 0.5,
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"scaling": "std",
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"share_embedding": true,
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"share_projection": true,
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"transformers_version": "5.6.2",
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"unmasked_channel_indices": null,
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"use_cls_token": false
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}
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checkpoints/epoch-01/model.safetensors
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version https://git-lfs.github.com/spec/v1
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oid sha256:1a58494ed19a08fa1ef1c20846f308ef29d95a6774c87a610cc2773a3082a9e2
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size 3331624
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checkpoints/epoch-01/training_history.json
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[
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{
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"epoch": 1.0,
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"train_loss": 38.083184242248535,
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"val_loss": 40.33867359161377,
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"val_mae": 3.411853313446045,
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"val_mse": 15.193361282348633,
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"val_directional_accuracy": 0.5080167271784233,
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"val_flattened_ic": -0.007615978990012297,
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"val_cross_sectional_ic": -0.004534054731422012,
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"val_cross_sectional_rank_ic": -0.003705142654353727
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}
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]
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