From fad1c198562a64464c78fb5816a6e4700a77457f Mon Sep 17 00:00:00 2001 From: robcaulk Date: Sat, 13 May 2023 11:21:43 +0000 Subject: [PATCH] add warnings in the doc for users to better understand the limitations of continual_learning --- docs/freqai-running.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/freqai-running.md b/docs/freqai-running.md index f3ccc546f..47d2ec4b3 100644 --- a/docs/freqai-running.md +++ b/docs/freqai-running.md @@ -131,6 +131,9 @@ You can choose to adopt a continual learning scheme by setting `"continual_learn ???+ danger "Continual learning enforces a constant parameter space" Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis). +???+ danger "Experimental functionality" + Beware that this is currently a naive approach to incremental learning, and it has a high probability of overfitting/getting stuck in local minima while the market moves away from your model. We have the mechanics available in FreqAI primarily for experimental purposes and so that it is ready for more mature approaches to continual learning in chaotic systems like the crypto market. + ## Hyperopt You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):