liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 16:56:54 +08:00
Code Activity

add get_feature_importance to model interpret

Browse Source
This commit is contained in:
zhupr
2021-05-27 14:18:17 +08:00
parent 114162693f
commit 0a4e241608
8 changed files with 419 additions and 265 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
qlib/contrib/model/gbdt.py
View File

@@ -8,9 +8,10 @@ from typing import Text, Union
from ...model.base import ModelFT
from ...data.dataset import DatasetH
from ...data.dataset.handler import DataHandlerLP
from ...model.interpret.base import LightGBMFInt
class LGBModel(ModelFT):
class LGBModel(ModelFT, LightGBMFInt):
"""LightGBM Model"""
def __init__(self, loss="mse", **kwargs):
@@ -33,8 +34,8 @@ class LGBModel(ModelFT):
else:
raise ValueError("LightGBM doesn't support multi-label training")
dtrain = lgb.Dataset(x_train.values, label=y_train)
dvalid = lgb.Dataset(x_valid.values, label=y_valid)
dtrain = lgb.Dataset(x_train, label=y_train)
dvalid = lgb.Dataset(x_valid, label=y_valid)
return dtrain, dvalid
def fit(