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Published 20 hours ago • verified publisher icon jankrepl

Using custom features

Open CadePGCM opened this issue 2 years ago • 1 comments

If I want to add custom features, how should I go about this?

CadePGCM avatar Aug 15 '22 19:08 CadePGCM

Hey there!

I would definitely recommend inserting a new channel inside of the input X of shape (n_channels, n_timesteps, n_assets) assuming your "custom feature" is different for each timestep and each asset.

jankrepl avatar Aug 16 '22 07:08 jankrepl

Closing due to inactivity

jankrepl avatar Jan 24 '24 17:01 jankrepl