Hyperparameter tuning on numerai data with fastai and weights & biases
Today we will try to tackle the Numerai tournament using the fastai deep learning library. However, as the results likely depend on many different hyperparameters, let’s take advantage of the weights and biases library and their sweeps API. Sweeps are hyperparameter runs which test out different combinations of your model’s hyperparameters. What is Numerai? Numerai is a hedge fund which trades stocks in a market neutral fashion. That means that they try to make money without having a lot of risk for their customers.