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Support Reweighter for HighFreq Model (#908)

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you-n-g
2022-02-07 21:45:53 +08:00
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parent d496cf7476
commit 3274e16c95
1 changed files with 0 additions and 2 deletions
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qlib/contrib/model/highfreq_gdbt_model.py
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@@ -111,7 +111,6 @@ class HFLGBModel(ModelFT, LightGBMFInt):
early_stopping_rounds=50, early_stopping_rounds=50,
verbose_eval=20, verbose_eval=20,
evals_result=dict(), evals_result=dict(),
**kwargs
): ):
dtrain, dvalid = self._prepare_data(dataset) dtrain, dvalid = self._prepare_data(dataset)
self.model = lgb.train( self.model = lgb.train(
@@ -123,7 +122,6 @@ class HFLGBModel(ModelFT, LightGBMFInt):
early_stopping_rounds=early_stopping_rounds, early_stopping_rounds=early_stopping_rounds,
verbose_eval=verbose_eval, verbose_eval=verbose_eval,
evals_result=evals_result, evals_result=evals_result,
**kwargs
) )
evals_result["train"] = list(evals_result["train"].values())[0] evals_result["train"] = list(evals_result["train"].values())[0]
evals_result["valid"] = list(evals_result["valid"].values())[0] evals_result["valid"] = list(evals_result["valid"].values())[0]