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Machine Learning for Finance

You're reading from   Machine Learning for Finance Principles and practice for financial insiders

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Product type Paperback
Published in May 2019
Publisher Packt
ISBN-13 9781789136364
Length 456 pages
Edition 1st Edition
Languages
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Authors (2):
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Jannes Klaas Jannes Klaas
Author Profile Icon Jannes Klaas
Jannes Klaas
James Le James Le
Author Profile Icon James Le
James Le
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Table of Contents (15) Chapters Close

Machine Learning for Finance
Contributors
Preface
Other Books You May Enjoy
1. Neural Networks and Gradient-Based Optimization 2. Applying Machine Learning to Structured Data FREE CHAPTER 3. Utilizing Computer Vision 4. Understanding Time Series 5. Parsing Textual Data with Natural Language Processing 6. Using Generative Models 7. Reinforcement Learning for Financial Markets 8. Privacy, Debugging, and Launching Your Products 9. Fighting Bias 10. Bayesian Inference and Probabilistic Programming Index

Debugging your model


Complex deep learning models are prone to error. With millions of parameters, there are a number things that can go wrong. Luckily, the field has developed a number of useful tools to improve model performance. In this section, we will introduce the most useful tools that you can use to debug and improve your model.

Hyperparameter search with Hyperas

Manually tuning the hyperparameters of a neural network can be a tedious task. Despite you possibly having some intuition about what works and what does not, there are no hard rules to apply when it comes to tuning hyperparameters. This is why practitioners with lots of computing power on hand use automatic hyperparameter search. After all, hyperparameters form a search space just like the model's parameters do. The difference is that we cannot apply backpropagation to them and cannot take derivatives of them. We can still apply all non-gradient based optimization algorithms to them.

There are a number of different hyperparameter...

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