Changes between 8 May - 14 May

Took Friday and Saturday off to get uni-related work done.

What's Changed

Empirical Study ⚗️

• Clean up of outdated files ♻️ by @KarelZe in #355
• Implemented correct feature importance measures (WIP) @KarelZe in #322
  • includes SAGE values with zero-one loss and permutation in groups. Also, opened an issue iancovert/sage#18 to discuss the idea and implementation with the authors. (WIP)
  • includes visualizations of categorical embeddings with highly promising results.
  • includes new approach to calculate attention maps (Cheffer et al) (WIP)

Writing 📖

• Add paragraphs on label smoothing, lr warmup, optimizer, and viz🤖 by @KarelZe in #350
• Add results hyperparameter search gradient-boosting 😺 by @KarelZe in #352
• Rewrite chapter Hyperparameter Search with updated results 🗺️ by @KarelZe in #354
• Chapter on the selection of supervised methods👩‍🎓 (WIP) by @KarelZe in #353

Other Changes

• Bump gcsfs from 2023.4.0 to 2023.5.0 by @dependabot in #351
• Bump google-auth from 2.17.3 to 2.18.0 by @dependabot in #357

Outlook 🔭

See https://github.com/users/KarelZe/projects/1/views/4.

Full Changelog: 23-19...23-20

Changes between 1 May - 7 May

What's Changed

Empirical Study ⚗️

• Implement Pre-Training🛝 (WIP) by @KarelZe in #343
• Implement and Study Feature Importances🪄 (WIP) by @KarelZe in #322

• identified that random feature permutation won't work as expected

Writing 📖

• Extend chapter on hyperparameter tuning, training of supervised / semi-supervised methods 📖 by @KarelZe in #342
  • includes new insights in the training configuration of models
  • includes new insights on the hyperparameters and their necessity
  • identified smaller errors that led to largely fluctuating errors

Other Changes

• Bump typer from 0.8.0 to 0.9.0 by @dependabot in #341
• Bump requests from 2.29.0 to 2.30.0 by @dependabot in #344

Outlook 🔭

See https://github.com/users/KarelZe/projects/1/views/4.

Full Changelog: 23-18...23-19

Changes between 24 April - 30 April

What's Changed

Empirical Study ⚗️

• Fix typo in train_model.py🐍 by @KarelZe in #323
• Add label smoothing🍷 by @KarelZe in #328
• Fix Transformer Implementation 🚑 by @KarelZe in #320
• Add logistic regression🌉 by @KarelZe in #329

Writing 📖

• Rewrite chapter on Pre-Training and Rewrite selection of semi-supervised methods🤖 by @KarelZe in #316
• Add improved visualizations 🖼️ by @KarelZe in #318
• Edit in review comments👩‍🎓 by @KarelZe in #319
• Various writing improvements📖 by @KarelZe in #324
• Discussion on computational demand + smaller fixes🏭 by @KarelZe in #338
• Add in missing page numbers🔢 by @KarelZe in #340

Other Changes

• Bump requests from 2.28.2 to 2.29.0 by @dependabot in #321
• Bump fastparquet from 2023.2.0 to 2023.4.0 by @dependabot in #325
• Bump typer from 0.7.0 to 0.8.0 by @dependabot in #339

Outlook 🔭
See https://github.com/users/KarelZe/projects/1/views/4.

Full Changelog: 23-17...23-18

Changes between 17 April - 23 April

What's Changed

Empirical Study ⚗️

• Started with EDA on unlabelled data. Still have to make sense of the results.
• Continued working on the invalid gradient problem. Haven't yet figured out, how to reproduce it reliably.

Writing 📖

• Various theory chapters🤖 by @KarelZe in #312

1. Reworked chapter on token embeddings
2. Reworked chapter on FT-Transformer
3. Reworked chapter on decision trees
4. Shortened several chapters
5. Added chapter on Attention Mechanism
6. Added chapter on Gradient Boosting Procedure
7. Added discussion on Selection of Semi-Supervised Approaches
8. Added chapter on Pre-Training of Transformers
9. Various other improvements: notation, viz, typos, 🇺🇸 / 🇬🇧 dialect, etc.

• Edit in feedback🐥 by @KarelZe in #315

Other Changes

• Bump psutil from 5.9.4 to 5.9.5 by @dependabot in #313

Outlook 🔭

See https://github.com/users/KarelZe/projects/1/views/4.

Full Changelog: 23-16...23-17

Changes between 10 April - 16 April

What's Changed

Empirical Study ⚗️

• Implement proper training setup for transformers🤖 by @KarelZe in #292
• Remove TabTransformer🤖 by @KarelZe in #305

Writing 📖

• Fill in gap for trade initiator definition🧑‍🌾 by @KarelZe in #217
• Chapter on Self-Training⭕ by @KarelZe in #296
• Chapter on hyperparameter tuning🏎️ by @KarelZe in #300
• Streamline thesis 🚈 by @KarelZe in #302
• Add chapter on TokenEmbeddings💤 by @KarelZe in #307
• Streamline writing of thesis🪜 by @KarelZe in #297
• Paragraph on Random Feature Permutation / Partial Dependence Plots📑 by @KarelZe in #310
• Edit in comments from Patrick🐥 by @KarelZe in #308

Other Changes

• Bump gcsfs from 2023.3.0 to 2023.4.0 by @dependabot in #298
• Add chapter on hyperparameter tuning (current state)🏎️ by @KarelZe in #295
• Bump google-auth from 2.17.2 to 2.17.3 by @dependabot in #303

Outlook

• see: https://github.com/users/KarelZe/projects/1/views/4

Full Changelog: 23-15...23-16

Changes between 3 April - 9 April

What's Changed

Empirical Study ⚗️

• Fix totals in tables📊 by @KarelZe in #276
• Add retraining / semi-supervised mode to gradient boosting😺 by @KarelZe in #278
• Create summary statistics classical trade classification rules📊 by @KarelZe in #279
• Code review of data preparation notebooks😈 by @KarelZe in #280
• Run studies for SelfTrainingClassifier🅾️ by @KarelZe in #249
• Fix statistical tests in effective spread calculation🌄 by @KarelZe in #281
• Add transfer learning results🔄️ by @KarelZe in #285
• Select benchmark on validation set🔧 by @KarelZe in #291
• Delete references to Docker⚓ by @KarelZe in #294

Writing 📖

• Chapter on evaluation metric🪙 by @KarelZe in #216
• Delete outdated files and add questions for meeting❌ by @KarelZe in #283
• Chapter on Semi-Supervised Learning🦯 by @KarelZe in #284
• Various improvements: evaluation metric, hyperparameter tuning, and application study🎩 by @KarelZe in #286

Other Changes

• Bump google-auth from 2.17.1 to 2.17.2 by @dependabot in #288

Full Changelog: 23-14...23-15

Changes between 27 March and 2 April

What's Changed

Empirical Study ⚗️

• Allow unclassified in ClassicalClassifier🏦 by @KarelZe in #219
• Implement Self-Training for CatBoost⭕ by @KarelZe in #215
• Extend result generation🏁 by @KarelZe in #228
• Improve Result Tables🖨️ by @KarelZe in #234
• Fix midpoint/spread in ClassicalClassifier🐞 by @KarelZe in #235
• Improve feature engineering notebook🤏 by @KarelZe in #236
• Remove from feature set mode none the zero imputation🐞 by @KarelZe in #239
• Generate ISE / CBOE supervised results of Gradient Boosting🐈 by @KarelZe in #243
• Improvement of resumable studies and SelfTrainingClassifier🅾️ by @KarelZe in #246 and in #224
• Run studies for SelfTrainingClassifier🅾️ (WIP) by @KarelZe in #249
• Add visualizations of hyperparameter search space and fix minor typos🌔 by @KarelZe in #248

Writing 📖

• Chapter on Feature Engineering🪄 by @KarelZe in #212
• Update chapter on dataset/results 📑 by @KarelZe in #237
• Run studies for SelfTrainingClassifier🅾️ (WIP) by @KarelZe in #249
• Add chapter on random feature permutation🔀 (WIP) by @KarelZe in #217

Other Changes

• Bump google-auth from 2.16.3 to 2.17.0 by @dependabot in #229
• Bump google-auth from 2.17.0 to 2.17.1 by @dependabot in #242

Outlook 🔭

See https://github.com/users/KarelZe/projects/1/views/4.

Full Changelog: 23-13...23-14

Changes between 20 March and 26 March

Picked work again on Thursday.

What's Changed

Empirical Study ⚗️

• Fix NaN gradients🐞 by @KarelZe in #137
• Implement Self-Training Classifier⭕ (WIP) by @KarelZe in #209
• Allow unclassified in ClassicalClassifier🏦 (WIP) by @KarelZe in #218

Writing 📖

• Add questions for tomorrow❓ by @KarelZe in #205
• Create chapter on Data-Preprocessing🌋 by @KarelZe in #214
• Section on Feature Engineering🪄 (WIP) by @KarelZe in #208
• Chapter on Self-Training⭕ (WIP) by @KarelZe in #209
• Paragraph on Random Feature Permutation📑(WIP) by @KarelZe in #210

Other Changes

• Bump google-auth from 2.16.2 to 2.16.3 by @dependabot in #213

Outlook 🛩️

https://github.com/users/KarelZe/projects/1/views/4?filterQuery=status%3A%22In+Progress%22%2C%22todo%22+

Full Changelog: 23-12...23-13

Changes between 13 March and 19 March

Didn't work 100 % on thesis. Spent most time on exam prep.

BwHPC Cluster is down until Friday. Thus, I will spend my time after the exam on writing ✏️ .

What's Changed

Empirical Study ⚗️

• Generate results for classical classifier + effective spread👸 by @KarelZe in #200
• Automatic generation of results tables🏇 by @KarelZe in #201
• Automatic result / viz generation for gradient boosting🙀 by @KarelZe in #203
• Add ROC / Recall curves to notebooks🦉 by @KarelZe in #204
• Extended pipeline for result generation🛕 by @KarelZe in #202
• Gathered some ideas on how to retrieve the feature importances / need to correct probabilities.

Outlook🎒

• exam prep (Mo - Wed)
• write the chapter on data preprocessing incl. viz
• shorten / rewrite the chapter on feature engineering
• prewrite the sub-chapter on random feature permutation. Make sure it is the best possible choice.
• create prototype for grouped random feature permutation
• review and test #137

Full Changelog: 23-11...23-12

Changes between 6 March and 12 March

Didn't work 100 % on thesis. Spent some time on exam prep.

What's Changed

Writing 📖

• Chapter on environment🪐 by @KarelZe in #196
• Add chapter on train-test split🥮 by @KarelZe in #193
• Streamline chapter on train-test split and improved visualizations🚂 by @KarelZe in #197 and #198
• Add chapter on trade initiator🥯 by @KarelZe in #199

Other Changes

• Bump tqdm from 4.64.1 to 4.65.0 by @dependabot in #195
• Bump gcsfs from 2023.1.0 to 2023.3.0 by @dependabot in #194

Outlook🎒

• finish remaining tasks from last week
• exam prep

Full Changelog: 23-10...23-11