freqai config update

config_examples/dryrun_XGBoostRegressorMultiTarget.json

@@ -82,10 +82,11 @@
     "live_retrain_hours": 2,
     "outlier_detection": {
       "method": "IsolationForest",
-      "contamination": 0.1
+      "contamination": 0.15  // 适度提高异常值检测阈值，过滤更多噪声
     },
     "feature_selection": {
-      "method": "recursive_elimination"
+      "method": "recursive_elimination",
+      "feature_number": 20  // 限制特征数量，避免维度爆炸导致过拟合
     },
     "feature_parameters": {
       "include_timeframes": [
@@ -95,36 +96,36 @@
         "4h"
       ],
       "include_corr_pairlist": [
-        "ETH/USDT",
-        "SOL/USDT"
+        "XAUT/USDT"  // 替换为黄金稳定币，补充低波动关联特征
       ],
       "outlier_protection_percentage": 0.1,
       "label_period_candles": 100,
-      "include_shifted_candles": 3,
+      "include_shifted_candles": 2,  // 减少移位蜡烛数，降低特征冗余
       "DI_threshold": 0.5,
       "weight_factor": 0.9,
-      "principal_component_analysis": false,
+      "principal_component_analysis": true,  // 开启PCA降维，减少特征维度
       "use_SVM_to_remove_outliers": true,
       "indicator_periods_candles": [
         10,
         20,
-        50,
-        100
+        50  // 减少指标周期数，避免特征过多
       ],
       "plot_feature_importances": 10
     },
     "data_split_parameters": {
-      "test_size": 0.15,
+      "test_size": 0.2,  // 增大测试集比例，更严格验证模型泛化能力
       "shuffle": false
     },
     "model_training_parameters": {
-      "n_estimators": 400,
-      "learning_rate": 0.01,
-      "max_depth": 8,
-      "min_child_weight": 1,
-      "subsample": 0.8,
-      "colsample_bytree": 0.8,
-      "verbosity": 0
+      "n_estimators": 200,  // 减少树的数量，降低模型复杂度
+      "learning_rate": 0.05,  // 适度提高学习率，加快收敛且避免过拟合
+      "max_depth": 5,  // 降低树深度，核心缓解过拟合
+      "min_child_weight": 3,  // 提高子节点最小权重，避免拟合噪声
+      "subsample": 0.7,  // 降低样本采样率，增强正则化
+      "colsample_bytree": 0.7,  // 降低特征采样率，避免过拟合
+      "verbosity": 0,
+      "reg_alpha": 0.1,  // 新增L1正则化，限制权重
+      "reg_lambda": 1.0  // 新增L2正则化，核心缓解过拟合
     }
   },
   "fee": 0.0008,
@@ -133,4 +134,4 @@
     "listen_ip_address": "0.0.0.0",
     "listen_port": 8080
   }
-}
+}