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Discussion

TODO

  • Experiment - Longformer @Yuetian

  • Combine Longformer with XL (code needs review)

  • Upgrade DDPG to TD3 (code needs review)

  • Block Recurrent Transformer from scratch (code needs review)

  • Unlimiformer from scratch

  • Modify ReplayBuffer for any recurrent states

  • Finish BERT Evaluation for Gallery (Perplexity etc...)

  • Finish Recurrent Training Trainer for any transformer

  • Include stock indicators and time into model inputs (Volume, earnings etc...)

Notes

  • Transformer XL states can't fit into ReplayBuffer
  • Block Recurrent Transformer states can only fit if seqlen is <50
  • ReplayBuffer can only save states per block not per timestep

Resources

Unlimiformer

TransformerXL

Longformer

Big Bird

Block Recurrent Transformer

Twin Delayed DDPG

Other

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