AI4Finance-Foundation
Can't reproduce test results with FinRL after restarting Jupyter Notebook Kernel
Hi everyone!
Ive been doing some research for my masters thesis on reinforcement learning using FinRL. I'm mainly using the Copy_of_FinRL_Ensemble_StockTrading_ICAIF_2020.ipynb file and tweaking the parameters slightly. Unfortunately, I'm having issues getting reproducible results. I already set Seeds and my results are reproducible until I restart the Jupyter Notebook Kernel. From there, everything is completely mixed up again.
I looked this issue up on the web and came accross Hashseeds. I tried different methods implementing them but none of it changed the outcome. At this point I think the issue must be somewhere else, but I have no idea what to look out for anymore.
Thanks in advance for your help!
stability in RL is an important issue, which is not well solved now.
stability in RL is an important issue, which is not well solved now.
Yeah, that's something I already came across 😢
I was just thinking as I could narrow it down to the Kernel restart, maybe theres something I can do that I didnt think about yet.
Would be cool to be able to compare all my results to each other. If thats not possible, I might just do smaller chunks of tests for each parameter only compare them
I have tried this multiple times and I have not faced issues with the reproducibility of the test set. Why does seed matter for the testing set ? It matters only for model training I think. Please let me know if I am wrong
