Checkpoint epoch 3

checkpoints/epoch-03/checkpoint_info.json

@@ -0,0 +1,6 @@
+{
+  "epoch": 3,
+  "best_validation_loss_so_far": 40.24265670776367,
+  "resume_from_model_id": "JumpHigh/patchtst-cross-sectional-return-forecast",
+  "resume_from_subfolder": "checkpoints/epoch-03"
+}

checkpoints/epoch-03/config.json

@@ -0,0 +1,49 @@
+{
+  "activation_function": "gelu",
+  "architectures": [
+    "PatchTSTForPrediction"
+  ],
+  "attention_dropout": 0.05,
+  "bias": true,
+  "channel_attention": false,
+  "channel_consistent_masking": false,
+  "context_length": 512,
+  "d_model": 128,
+  "distribution_output": "student_t",
+  "do_mask_input": null,
+  "dtype": "float32",
+  "ff_dropout": 0.05,
+  "ffn_dim": 512,
+  "head_dropout": 0.05,
+  "init_std": 0.02,
+  "loss": "nll",
+  "mask_type": "random",
+  "mask_value": 0,
+  "model_type": "patchtst",
+  "norm_eps": 1e-05,
+  "norm_type": "batchnorm",
+  "num_attention_heads": 4,
+  "num_forecast_mask_patches": [
+    2
+  ],
+  "num_hidden_layers": 4,
+  "num_input_channels": 20,
+  "num_parallel_samples": 100,
+  "num_targets": 1,
+  "output_range": null,
+  "patch_length": 16,
+  "patch_stride": 8,
+  "path_dropout": 0.0,
+  "pooling_type": "mean",
+  "positional_dropout": 0.0,
+  "positional_encoding_type": "sincos",
+  "pre_norm": true,
+  "prediction_length": 64,
+  "random_mask_ratio": 0.5,
+  "scaling": "std",
+  "share_embedding": true,
+  "share_projection": true,
+  "transformers_version": "5.6.2",
+  "unmasked_channel_indices": null,
+  "use_cls_token": false
+}

checkpoints/epoch-03/model.safetensors

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:f553226eb8c21596ad9bcadd4b4a1dacc157b42f0bbbd239f50edb2950688f75
+size 3331624

checkpoints/epoch-03/training_history.json

@@ -0,0 +1,35 @@
+[
+  {
+    "epoch": 1.0,
+    "train_loss": 38.083184242248535,
+    "val_loss": 40.33867359161377,
+    "val_mae": 3.411853313446045,
+    "val_mse": 15.193361282348633,
+    "val_directional_accuracy": 0.5080167271784233,
+    "val_flattened_ic": -0.007615978990012297,
+    "val_cross_sectional_ic": -0.004534054731422012,
+    "val_cross_sectional_rank_ic": -0.003705142654353727
+  },
+  {
+    "epoch": 2.0,
+    "train_loss": 36.96161471472846,
+    "val_loss": 40.26822090148926,
+    "val_mae": 3.3166604042053223,
+    "val_mse": 14.50558853149414,
+    "val_directional_accuracy": 0.5080167271784233,
+    "val_flattened_ic": -0.004560436252413131,
+    "val_cross_sectional_ic": 0.006662598467151822,
+    "val_cross_sectional_rank_ic": 0.00664660874177144
+  },
+  {
+    "epoch": 3.0,
+    "train_loss": 36.62392701043023,
+    "val_loss": 40.24265670776367,
+    "val_mae": 3.3373842239379883,
+    "val_mse": 14.650705337524414,
+    "val_directional_accuracy": 0.5080167271784233,
+    "val_flattened_ic": -0.001804785034913796,
+    "val_cross_sectional_ic": 0.0036212050047214326,
+    "val_cross_sectional_rank_ic": 0.003974374473528218
+  }
+]