fynance.models.rolling.RollMultiLayerPerceptron.set_optimizer

RollMultiLayerPerceptron.set_optimizer(criterion, optimizer, params=None, **kwargs)

Set the optimizer object.

Set optimizer object with specified criterion as loss function and any kwargs as optional parameters.

Parameters:
criterion : Callabletorch.nn.modules.loss

A loss function.

optimizer : torch.optim.Optimizer

An optimizer algorithm.

params : object or iterable object

Layer of parameters to optimize or dicts defining parameter groups. If set to None then all parameters of model will be optimized. Default is None.

**kwargs

Keyword arguments of optimizer, cf PyTorch documentation [1].

Returns:
BaseNeuralNet

Self object model.

References

[1]https://pytorch.org/docs/stable/optim.html