57 lines
1.2 KiB
JSON
57 lines
1.2 KiB
JSON
{
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"version": "v6.7-rank-lambdarank-mvp",
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"feature_version": "v3.4",
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"objective": "lambdarank",
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"metric": "ndcg@5,10",
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"ndcg_at_5": 0.5108501630463596,
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"ndcg_at_10": 0.577072484777789,
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"spearman": 0.5896180660523218,
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"spearman_baseline_regression": 0.573016131374212,
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"spearman_ratio_vs_baseline": 1.0289728923307881,
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"best_iter": 29,
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"train_seconds": 1.4682528972625732,
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"n_train": 254234,
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"n_val": 73785,
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"top10_features": [
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{
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"name": "dist_to_grid_lower",
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"gain": 26718.906676471233
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},
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{
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"name": "amp_x_grid",
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"gain": 5439.311601281166
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},
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{
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"name": "cross_freq_x_bb",
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"gain": 4232.088328957558
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},
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{
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"name": "amp_x_grid_vol",
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"gain": 3015.4479908943176
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},
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{
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"name": "dist_to_grid_upper",
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"gain": 2406.65438079834
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},
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{
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"name": "ln_float_mv",
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"gain": 1248.8392915129662
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},
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{
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"name": "avg_daily_amp",
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"gain": 794.0413353443146
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},
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{
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"name": "amount_mean_20d",
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"gain": 670.1584417819977
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},
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{
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"name": "vol_decay_x_dist_lower",
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"gain": 659.5440436601639
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},
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{
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"name": "vol_decay_x_grid_balance",
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"gain": 653.8379725217819
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}
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]
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} |