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Merge branch 'main' of https://github.com/you-n-g/qlib into main

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meng-ustc
2020-11-26 20:23:22 +08:00
parent ab98f44345 2fd982a98f
commit 22dc7139da
43 changed files with 358 additions and 1979 deletions
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6
qlib/contrib/model/pytorch_hats.py
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@@ -264,10 +264,12 @@ class HATS(Model):
self.logger.info("Loading pretrained model...")
if self.base_model == "LSTM":
from ...contrib.model.pytorch_lstm import LSTMModel
pretrained_model = LSTMModel()
pretrained_model.load_state_dict(torch.load("benchmarks/LSTM/model_lstm_csi300.pkl"))
elif self.base_model == "GRU":
from ...contrib.model.pytorch_gru import GRUModel
pretrained_model = GRUModel()
pretrained_model.load_state_dict(torch.load("benchmarks/GRU/model_gru_csi300.pkl"))
model_dict = self.HATS_model.state_dict()
@@ -462,7 +464,9 @@ class GraphAttention(nn.Module):
h = self.fcs[k](features)
nbr_h = torch.cat(tuple([h[row] for row in rows]), dim=0)
self_h = torch.cat(tuple([h[mappings[nodes[i]]].repeat(len(row), 1) for (i, row) in enumerate(rows)]), dim=0)
self_h = torch.cat(
tuple([h[mappings[nodes[i]]].repeat(len(row), 1) for (i, row) in enumerate(rows)]), dim=0
)
cat_h = torch.cat((self_h, nbr_h), dim=1)
e = self.leakyrelu(self.a[k](cat_h))