8000 Momentum & Force Losses · Issue #9 · cydal/tsExtract · GitHub
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Momentum & Force Losses #9
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@cydal

In addition to using standard metrics like rmse/mae for optimization/learning, it is also possible to simultaneously use momentum & force losses. These are especially helpful not just in reducing the error, but also to reduce lag. Work especially well with momentum & force features.

Can also help with data noise as a result of differencing performed on force & momentum features.

This would need to be implemented to work with standard ML libraries like Sklearn, Keras & Pytorch.

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