diff --git a/examples/workflow_by_code_gats.py b/examples/workflow_by_code_gats.py index 3bb4edf08..b5bad31ec 100644 --- a/examples/workflow_by_code_gats.py +++ b/examples/workflow_by_code_gats.py @@ -7,19 +7,16 @@ from pathlib import Path import qlib import pandas as pd from qlib.config import REG_CN -from qlib.contrib.model.pytorch_gats import GAT -from qlib.contrib.data.handler import ALPHA360_Denoise + from qlib.contrib.strategy.strategy import TopkDropoutStrategy from qlib.contrib.evaluate import ( backtest as normal_backtest, risk_analysis, ) from qlib.utils import exists_qlib_data - -# from qlib.model.learner import train_model from qlib.utils import init_instance_by_config -import pickle + if __name__ == "__main__": diff --git a/qlib/contrib/model/pytorch_gats.py b/qlib/contrib/model/pytorch_gats.py index 07af4eda4..fad52e834 100755 --- a/qlib/contrib/model/pytorch_gats.py +++ b/qlib/contrib/model/pytorch_gats.py @@ -28,14 +28,12 @@ class GAT(Model): Parameters ---------- - input_dim : int - input dimension - output_dim : int - output dimension - layers : tuple - layer sizes lr : float learning rate + d_feat : int + input dimensions for each time step + metric : str + the evaluate metric used in early stop optimizer : str optimizer name GPU : str @@ -398,10 +396,6 @@ class GATModel(nn.Module): hidden = self.bn1(hidden) gamma = self.cal_convariance(hidden, hidden) - # gamma = hidden.mm(torch.t(hidden)) - # gamma = self.leaky_relu(gamma) - # gamma = self.softmax(gamma) - # gamma = gamma * (torch.ones(x.shape[0], x.shape[0]).to(device) - torch.diag(torch.ones(x.shape[0])).to(device)) output = gamma.mm(hidden) output = self.fc(output) output = self.bn2(output)