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Update pytorch_sfm.py

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Haoyu Wang
2020-11-27 10:11:59 +08:00
committed by GitHub
parent 6fb19eb58d
commit 11564f6457
1 changed files with 1 additions and 14 deletions
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15
qlib/contrib/model/pytorch_sfm.py
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@@ -102,8 +102,7 @@ class SFM_Model(nn.Module):
i = self.inner_activation( i = self.inner_activation(
x_i + torch.matmul(h_tm1 * B_U[0], self.U_i) x_i + torch.matmul(h_tm1 * B_U[0], self.U_i)
) # not sure whether I am doing in the right unsquuze )
ste = self.inner_activation(x_ste + torch.matmul(h_tm1 * B_U[0], self.U_ste)) ste = self.inner_activation(x_ste + torch.matmul(h_tm1 * B_U[0], self.U_ste))
fre = self.inner_activation(x_fre + torch.matmul(h_tm1 * B_U[0], self.U_fre)) fre = self.inner_activation(x_fre + torch.matmul(h_tm1 * B_U[0], self.U_fre))
@@ -183,10 +182,6 @@ class SFM(Model):
output dimension output dimension
lr : float lr : float
learning rate learning rate
lr_decay : float
learning rate decay
lr_decay_steps : int
learning rate decay steps
optimizer : str optimizer : str
optimizer name optimizer name
GPU : str GPU : str
@@ -208,8 +203,6 @@ class SFM(Model):
early_stop=20, early_stop=20,
eval_steps=5, eval_steps=5,
loss="mse", loss="mse",
lr_decay=0.96,
lr_decay_steps=100,
optimizer="gd", optimizer="gd",
GPU="0", GPU="0",
seed=0, seed=0,
@@ -232,8 +225,6 @@ class SFM(Model):
self.batch_size = batch_size self.batch_size = batch_size
self.early_stop = early_stop self.early_stop = early_stop
self.eval_steps = eval_steps self.eval_steps = eval_steps
self.lr_decay = lr_decay
self.lr_decay_steps = lr_decay_steps
self.optimizer = optimizer.lower() self.optimizer = optimizer.lower()
self.loss = loss self.loss = loss
self.device = "cuda:%d" % (GPU) if torch.cuda.is_available() else "cpu" self.device = "cuda:%d" % (GPU) if torch.cuda.is_available() else "cpu"
@@ -254,8 +245,6 @@ class SFM(Model):
"\nbatch_size : {}" "\nbatch_size : {}"
"\nearly_stop : {}" "\nearly_stop : {}"
"\neval_steps : {}" "\neval_steps : {}"
"\nlr_decay : {}"
"\nlr_decay_steps : {}"
"\noptimizer : {}" "\noptimizer : {}"
"\nloss_type : {}" "\nloss_type : {}"
"\nvisible_GPU : {}" "\nvisible_GPU : {}"
@@ -273,8 +262,6 @@ class SFM(Model):
batch_size, batch_size,
early_stop, early_stop,
eval_steps, eval_steps,
lr_decay,
lr_decay_steps,
optimizer.lower(), optimizer.lower(),
loss, loss,
GPU, GPU,