模型超參优化
1. 使用hyperopt进行参数优化
1.1 安装hyperopt
hyperopt网址:http://hyperopt.github.io/hyperopt/
安装方法: pip install hyperopt
NOTE:我在安装后运行程序时出现了错误:
File "/home/michael/work/oanda/src/oanda/trend_prediction/find_optimal_model.py", line 124, in <module> main()
File "/home/michael/work/oanda/src/oanda/trend_prediction/find_optimal_model.py", line 116, in main trials=trials)
File "/home/michael/work/oanda/runtime/lib/python3.5/site-packages/hyperopt/fmin.py", line