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Alway profit 0 when evaluating a model #7
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Your agent did not learn well, i think it's just overfitting. |
Look at #1. |
Try to tweak your settings. |
@Kalelv45 @kkuette @iorobot @edwardhdlu.I tried it myself and found that tweaking the code a little bit yields very good results. I changed the way reward was provided. If there were more that 20 consecutive buys or 50 consecutive "no action", then I gave the agent a big negative reward like -500. Apart from this I removed the max(in the buy action) and multiplied the reward by 100. I trained the model for 220 episodes and the 220th showed a profit of 25000 dollars on the last three year google stock price data. |
Nice!Can you pull the code? |
You mean that you removed the max function in the sell action, right? |
Are you sure that your model isnt overfitted ? |
I removed the max function because otherwise the model is not penalized for wrong decisions. Then you can increase the size of the penalty(not everytime) by multiplying the reward it gets after selling by 100. |
What's the window size you're using? @satinder147 |
@calvin-is-seksy 10 |
I just made an pull request. You all can have a look |
Even with your code i still have 0 profit with the GSPC dataset. Any ideas why? |
well, it seems to me that is only a coincidence, have you try to use different data?Do you find the same behaviour? |
@ How about your running time? It is super slow on my laptop, I have RTX 2060 , But still 10 episodes took 1 hour. THX |
It always stays at profit 0.00 after I evaluate some model.
Why can this be?
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