diff --git a/qlib/contrib/model/pytorch_gru.py b/qlib/contrib/model/pytorch_gru.py index 4cc7f9852..2dd8464e2 100755 --- a/qlib/contrib/model/pytorch_gru.py +++ b/qlib/contrib/model/pytorch_gru.py @@ -28,14 +28,10 @@ class GRU(Model): Parameters ---------- - input_dim : int - input dimension - output_dim : int - output dimension - layers : tuple - layer sizes - lr : float - learning rate + d_feat : int + input dimension for each time step + metric: str + the evaluate metric used in early stop optimizer : str optimizer name GPU : str @@ -112,10 +108,6 @@ class GRU(Model): ) ) - if loss not in {"mse", "binary"}: - raise NotImplementedError("loss {} is not supported!".format(loss)) - self._scorer = mean_squared_error if loss == "mse" else roc_auc_score - self.gru_model = GRUModel( d_feat=self.d_feat, hidden_size=self.hidden_size, num_layers=self.num_layers, dropout=self.dropout ) @@ -251,7 +243,6 @@ class GRU(Model): # train self.logger.info("training...") self._fitted = True - # return for step in range(self.n_epochs): self.logger.info("Epoch%d:", step) diff --git a/qlib/contrib/model/pytorch_lstm.py b/qlib/contrib/model/pytorch_lstm.py index 8b8454380..adb895247 100755 --- a/qlib/contrib/model/pytorch_lstm.py +++ b/qlib/contrib/model/pytorch_lstm.py @@ -28,20 +28,17 @@ class LSTM(Model): Parameters ---------- - input_dim : int - input dimension - output_dim : int - output dimension - layers : tuple - layer sizes - lr : float - learning rate + d_feat : int + input dimension for each time step + metric: str + the evaluate metric used in early stop optimizer : str optimizer name GPU : str the GPU ID(s) used for training """ + def __init__( self, d_feat=6, @@ -112,10 +109,6 @@ class LSTM(Model): ) ) - if loss not in {"mse", "binary"}: - raise NotImplementedError("loss {} is not supported!".format(loss)) - self._scorer = mean_squared_error if loss == "mse" else roc_auc_score - self.lstm_model = LSTMModel( d_feat=self.d_feat, hidden_size=self.hidden_size, num_layers=self.num_layers, dropout=self.dropout ) @@ -251,7 +244,6 @@ class LSTM(Model): # train self.logger.info("training...") self._fitted = True - # return for step in range(self.n_epochs): self.logger.info("Epoch%d:", step)