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lcamposgarrido / tf_portfolio_ranking.py
Last active September 24, 2020 17:39
TF-Ranking - Portfolio
import tensorflow as tf
import tensorflow_ranking as tfr
_TRAIN_DATA_PATH="/data/train.txt"
_TEST_DATA_PATH="/data/test.txt"
_LOSS="approx_ndcg_loss"
_N_ASSETS=100
_N_FEATURES=16
_BATCH_SIZE=32
_HIDDEN_LAYER_DIMS=["20", "10"]