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Training an ML model using Train()

I'm having issues running a model for backtesting. I'm running the code to my model in the Train() which is in Initialize() but I'm still hitting the Initialize() 5 min time limit. Fitting my model requires around 30 mins. I was wandering if anyone could help

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Thanks Tomi - solved in private support by removing the () from the function object. i.e.

self.Train(self.MyMethod) # passes in function to be trained.
self.Train(self.MyMethod()) # invokes the function and returns the result

https://www.quantconnect.com/docs/algorithm-reference/machine-learning#Machine-Learning-Training-Models

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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