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Update R and workflow

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This commit is contained in:
Jactus
2020-11-16 15:49:50 +08:00
parent c06914eb39
commit 42867264f3
13 changed files with 301 additions and 275 deletions
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24
qlib/contrib/model/pytorch_nn.py
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@@ -161,7 +161,7 @@ class DNNModelPytorch(Model):
try:
wdf_train, wdf_valid = dataset.prepare(["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L)
w_train, w_valid = wdf_train["weight"], wdf_valid["weight"]
except:
except KeyError as e:
w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)
w_valid = pd.DataFrame(np.ones_like(y_valid.values), index=y_valid.index)
@@ -287,20 +287,6 @@ class DNNModelPytorch(Model):
preds = self.dnn_model(x_test).detach().numpy()
return pd.Series(np.squeeze(preds), index=x_test_pd.index)
def score(self, x_test, y_test, w_test=None):
# Remove rows from x, y and w, which contain Nan in any columns in y_test.
df_test = dataset.prepare("test", col_set=["feature", "label"])
x_test, y_test = df_test["feature"], df_test["label"]
x_test, y_test, w_test = drop_nan_by_y_index(x_test, y_test, w_test)
preds = self.predict(x_test)
try:
df_test = dataset.prepare("test", col_set=["weight"])
w_test = df_test["weight"]
w_test_weight = w_test.values
except:
w_test_weight = None
return self._scorer(y_test.values, preds, sample_weight=w_test_weight)
def save(self, filename, **kwargs):
with save_multiple_parts_file(filename) as model_dir:
model_path = os.path.join(model_dir, os.path.split(model_dir)[-1])
@@ -318,14 +304,6 @@ class DNNModelPytorch(Model):
self.dnn_model.load_state_dict(torch.load(_model_path))
self._fitted = True
def finetune(self, dataset, w_train=None, w_valid=None, **kwargs):
df_train, df_valid = dataset.prepare(
["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
)
x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"]
self.fit(x_train, y_train, x_valid, y_valid, w_train=w_train, w_valid=w_valid, **kwargs)
class AverageMeter(object):
"""Computes and stores the average and current value"""