Comments (2)
1. Overall Performance
Reward | Strategy | Baseline | MetaPPO | MetaDDPG | MetaTD3 | MetaSAC |
---|---|---|---|---|---|---|
InformationRatioReward | TopkDropoutSignalStrategy | 1.656972 | 1.971290 | 1.929209 | 1.179975 | |
InformationRatioReward | WeightStrategy | 0.785682 | 1.338792 | 0.867902 | ||
ExessReturnReward | TopkDropoutSignalStrategy | 0.263561 | 0.228271 | 0.191836 | ||
ExessReturnReward | WeightStrategy | 0.110891 | 0.186833 | 0.167790 |
2. Learning Curve
2.1 InformationRatioReward
a) TopkDropoutSignalStrategy+MetaPPO
b) TopkDropoutSignalStrategy+MetaTD3
c) TopkDropoutSignalStrategy+MetaSAC
d) WeightStrategy+MetaPPO
e) WeightStrategy+MetaTD3
f) WeightStrategy+MetaSAC
2.2 ExessReturnReward
a) TopkDropoutSignalStrategy+MetaPPO
b) TopkDropoutSignalStrategy+MetaTD3
c) TopkDropoutSignalStrategy+MetaSAC
d) WeightStrategy+MetaPPO
e) WeightStrategy+MetaTD3
f) WeightStrategy+MetaSAC
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Overall Performance
Reward | Strategy | Baseline | MetaPPO | MetaSAC |
---|---|---|---|---|
EpisodeInformationRatioReward | TopkDropoutSelectionStrategy | 1.644155 | 1.884990 | 1.415276 |
EpisodeInformationRatioReward | TopkDropoutDynamicStrategy | 1.644155 | 2.143160 |
Learning Curve
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Related Issues (1)
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