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update mlp model

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This commit is contained in:
bxdd
2020-12-09 00:08:32 +08:00
committed by you-n-g
parent a8ac56a82f
commit 2873813562
2 changed files with 4 additions and 4 deletions
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2
examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml
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@@ -65,7 +65,7 @@ task:
lr_decay_steps: 100 lr_decay_steps: 100
optimizer: adam optimizer: adam
max_steps: 8000 max_steps: 8000
batch_size: 4096 batch_size: 8192
GPU: 0 GPU: 0
dataset: dataset:
class: DatasetH class: DatasetH

6
qlib/contrib/model/pytorch_nn.py
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@@ -50,7 +50,7 @@ class DNNModelPytorch(Model):
self, self,
input_dim, input_dim,
output_dim, output_dim,
layers=(256, 512, 768, 512, 256, 128, 64), layers=(256,),
lr=0.001, lr=0.001,
max_steps=300, max_steps=300,
batch_size=2000, batch_size=2000,
@@ -126,9 +126,9 @@ class DNNModelPytorch(Model):
self.dnn_model = Net(input_dim, output_dim, layers, loss=self.loss_type) self.dnn_model = Net(input_dim, output_dim, layers, loss=self.loss_type)
if optimizer.lower() == "adam": if optimizer.lower() == "adam":
self.train_optimizer = optim.Adam(self.dnn_model.parameters(), lr=self.lr) self.train_optimizer = optim.Adam(self.dnn_model.parameters(), lr=self.lr, weight_decay=2e-4)
elif optimizer.lower() == "gd": elif optimizer.lower() == "gd":
self.train_optimizer = optim.SGD(self.dnn_model.parameters(), lr=self.lr) self.train_optimizer = optim.SGD(self.dnn_model.parameters(), lr=self.lr, weight_decay=2e-4)
else: else:
raise NotImplementedError("optimizer {} is not supported!".format(optimizer)) raise NotImplementedError("optimizer {} is not supported!".format(optimizer))