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@@ -18,45 +18,10 @@ Base Class & Interface
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The base class provides the following interfaces:
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- `__init__(**kwargs)`
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- Initialization.
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- `fit(self, dataset, **kwargs)`
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- Train model.
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- Parameter:
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- `dataset`, ``Qlib``'s ``DatasetH`` type. For more information about ``DatasetH``, users can refer to the related document: `Qlib Dataset <../component/data.html#dataset>`_.
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The `dataset` is passed into the `model`'s method because there are some unique data preprocessing procedures for each, we want to give each model maximum flexibility to handle the data that is suitable for their own.
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The following code example shows how to retrieve `x_train`, `y_train` and `w_train` from the `dataset`:
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.. code-block:: Python
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# get features and labels
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df_train, df_valid = dataset.prepare(
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["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
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)
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x_train, y_train = df_train["feature"], df_train["label"]
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x_valid, y_valid = df_valid["feature"], df_valid["label"]
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# get weights
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try:
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wdf_train, wdf_valid = dataset.prepare(["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L)
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w_train, w_valid = wdf_train["weight"], wdf_valid["weight"]
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except KeyError as e:
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w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)
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w_valid = pd.DataFrame(np.ones_like(y_valid.values), index=y_valid.index)
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- `predict(self, dataset, **kwargs)`
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- Predict test data.
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- Parameter:
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- `dataset`, ``Qlib``'s ``DatasetH`` type. The usage is similar to the example above.
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- Returns:
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- Predic results with type: `pandas.Series`.
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- `finetune(self, dataset, **kwargs)`
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- Finetune the model.
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- Parameter:
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- `dataset`, ``Qlib``'s ``DatasetH`` type. The usage is similar to the example above.
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.. autoclass:: qlib.model.base.Model
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:members:
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``Qlib`` also provides a base class `qlib.model.base.ModelFT <../reference/api.html#qlib.model.base.ModelFT>`_, which includes the method for finetuning the model.
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For other interfaces such as `finetune`, please refer to `Model API <../reference/api.html#module-qlib.model.base>`_.
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