mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-09 22:10:56 +08:00
Merge
This commit is contained in:
@@ -63,13 +63,14 @@ Besides `provider_uri` and `region`, `qlib.init` has other parameters. The follo
|
||||
If Qlib fails to connect redis via `redis_host` and `redis_port`, cache mechanism will not be used! Please refer to `Cache <../component/data.html#cache>`_ for details.
|
||||
- `exp_manager`
|
||||
Type: dict, optional parameter, the setting of `experiment manager` to be used in qlib. Users can specify an experiment manager class, as well as the tracking URI for all the experiments. However, please be aware that we only support input of a dictionary in the following style for `exp_manager`. For more information about `exp_manager`, users can refer to `Recorder: Experiment Management <../component/recorder.html>`_.
|
||||
::
|
||||
.. code-block:: Python
|
||||
|
||||
{
|
||||
# For example, if you want to set your tracking_uri to a <specific folder>, you can initialize qlib below
|
||||
qlib.init(provider_uri=provider_uri, region=REG_CN, exp_manager= {
|
||||
"class": "MLflowExpManager",
|
||||
"module_path": "qlib.workflow.expm",
|
||||
"kwargs": {
|
||||
"uri": "python_execution_path/mlruns",
|
||||
"default_exp_name": "Experiment",
|
||||
}
|
||||
}
|
||||
})
|
||||
|
||||
@@ -5,7 +5,7 @@ Custom Model Integration
|
||||
Introduction
|
||||
===================
|
||||
|
||||
``Qlib``'s `Model Zoo` includes models such as ``LightGBM``, ``MLP``, ``LSTM``, etc.. These models are treated as the baselines of ``Interday Model``. In addition to the default models ``Qlib`` provide, users can integrate their own custom models into ``Qlib``.
|
||||
``Qlib``'s `Model Zoo` includes models such as ``LightGBM``, ``MLP``, ``LSTM``, etc.. These models are examples of ``Interday Model``. In addition to the default models ``Qlib`` provide, users can integrate their own custom models into ``Qlib``.
|
||||
|
||||
Users can integrate their own custom models according to the following steps.
|
||||
|
||||
@@ -87,6 +87,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
|
||||
.. code-block:: Python
|
||||
|
||||
def finetune(self, dataset: DatasetH, num_boost_round=10, verbose_eval=20):
|
||||
# Based on existing model and finetune by train more rounds
|
||||
dtrain, _ = self._prepare_data(dataset)
|
||||
self.model = lgb.train(
|
||||
self.params,
|
||||
@@ -101,7 +102,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
|
||||
Configuration File
|
||||
=======================
|
||||
|
||||
The configuration file is described in detail in the `Workflow <../component/workflow.html#complete-example>`_ document. In order to integrate the custom model into ``Qlib``, users need to modify the "model" field in the configuration file.
|
||||
The configuration file is described in detail in the `Workflow <../component/workflow.html#complete-example>`_ document. In order to integrate the custom model into ``Qlib``, users need to modify the "model" field in the configuration file. The configuration describes which models to use and how we can initialize it.
|
||||
|
||||
- Example: The following example describes the `model` field of configuration file about the custom lightgbm model mentioned above, where `module_path` is the module path, `class` is the class name, and `args` is the hyperparameter passed into the __init__ method. All parameters in the field is passed to `self._params` by `\*\*kwargs` in `__init__` except `loss = mse`.
|
||||
|
||||
|
||||
Reference in New Issue
Block a user