AI4Finance-Foundation / AI4Finance-Foundation/FinRL
\finrl\config.py which parameter is the best for apply to algorithm? How can i choose?
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Description
I have defined specific ranges for each hyperparameter, and I want to find the best parameter for A2C or other algorithms. However, there can be numerous combinations, and how can I find the best parameter? Is it through trial and error? Even if I find the best parameter once, when I retrain with the same parameter, it produces different results. This is inherent in the nature of models. How can I fix the right parameter? It requires a lot of trial and error to achieve this.
I have increased and decreased the values of these added hyperparameters by 1. How much should I increase or decrease them? Even though my machine is powerful, it takes a lot of time for huge parameter like 10 params for each hyper prams. Can you help me reach the best parameter values?"
n_steps_values = [4, 5, 6]
ent_coef_values = [0.001, 0.01, 0.1]
learning_rate_values = [0.00007, 0.0007, 0.007]
I need this information because I am working on a thesis for this topic
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