Python for Finance Cookbook

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In this section, we would like to mention a few interesting and useful characteristics of CNNs.

The stochastic aspect of training neural networks: The inherent aspect of training neural networks is their stochasticity – there is a random component to it. That is why we should not judge the skill of the model based on a single evaluation. Given that the network is feasible to train multiple times, we can do so and aggregate the performance evaluation metrics. Alternatively, we can set the random seed (as we did in the recipes of this chapter), which guarantees (to a given extent) that training the same network multiple times will result in the same weights. In the previous recipe, we used torch.manual_seed(42) to make the results ...