wgan-gp getting different rmse and prediction not accurate about stock-prediction-with-gan-and-wgan HOT 4 CLOSED

Running it multiple times changes the score. Is this normal?
It doesen't seem to be much stable. RMSE in testing ranges from 2.5 to 10

from stock-prediction-with-gan-and-wgan.

Hi, it would be nice if we could have a chat regarding the topic? In particular I would like to exchange some ideas about feature selection and labels generation with RL.

My telegram is: @sbongown

from stock-prediction-with-gan-and-wgan.

Hi makovez,
Because GAN in a non-steady model, so the RMSE and the result will be different.
In other words, GAN is depend on the interaction between G and D, just like reinforcement learning.
Therefore, the result might be different.
If you are interesting in this topic try to use MHGAN or use Bayesian optimization, it might help to improve the training.

from stock-prediction-with-gan-and-wgan.

Hi, just feel free to ask me~
I have already added your telegram.

from stock-prediction-with-gan-and-wgan.