对比多种优化器在股市预测中的表现,提出新优化器提升训练速度与稳定性。
From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500
- 融合Lion的快速训练与梯度平滑优势,设计新型优化器Roaree
- Adam/RMSProp在测试误差上最优,Lion训练速度最快
- 适合追求高效训练的金融时序建模研究者
我们评估了多种优化器在使用MambaStock模型预测标普500指数收益任务中的表现。在常用算法中,梯度平滑与自适应率优化器(如Adam和RMSProp)取得最低测试误差;相比之下,Lion优化器展现出显著更快的训练速度。为结合两者优势,我们提出一类新型优化器Roaree,能抑制Lion常有的振荡损失行为,同时保持其训练速度。
原文摘要 · Abstract (English)
We evaluate the performance of several optimizers on the task of forecasting S&P 500 Index returns with the MambaStock model. Among the most widely used algorithms, gradient-smoothing and adaptive-rate optimizers (for example, Adam and RMSProp) yield the lowest test errors. In contrast, the Lion optimizer offers notably faster training. To combine these advantages, we introduce a novel family of optimizers, Roaree, that dampens the oscillatory loss behavior often seen with Lion while preserving its training speed.
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