SignalMod / configs /models.yaml
Mirae Kang
feat: implement new models and improve UI, #23
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models:
logistic_regression:
C: 0.4
max_iter: 1000
class_weight: balanced
solver: lbfgs
# High regularization path for stable hybrid ensemble (see stable_training.yaml)
logistic_regression_stable:
C: 0.01
max_iter: 2000
class_weight: balanced
solver: lbfgs
random_forest:
n_estimators: 100
max_depth: 10
min_samples_split: 10
min_samples_leaf: 5
max_features: sqrt
class_weight: balanced
n_jobs: -1
xgboost:
n_estimators: 100
max_depth: 3
learning_rate: 0.1
subsample: 0.8
colsample_bytree: 0.8
min_child_weight: 5
reg_lambda: 1
scale_pos_weight: 1
evaluation:
primary_metric: f1_weighted
metrics:
- accuracy
- f1_weighted
- precision_weighted
- recall_weighted
- roc_auc