PyTorch Linear Regression
PyTorch gives more control over training choices than scikit-learn. PyTorch accumulates gradients by default, so gradients must be zeroed each epoch. The model uses one lag input to predict close log return with a single linear layer. Hube…
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PyTorch gives more control over training choices than scikit-learn. PyTorch accumulates gradients by default, so gradients must be zeroed each epoch. The model uses one lag input to predict close log return with a single linear layer. Huber loss is recommended because it combines smooth small-error behavior with robustness to outliers. Saving the model state dictionary enables reloading for deployment without retraining.