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Fix processor bug and format

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Jactus
2020-11-11 14:24:04 +08:00
parent e2d89f44fb
commit 52c0c4b7a8
8 changed files with 114 additions and 101 deletions
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4
qlib/contrib/model/xgboost.py
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@@ -41,14 +41,14 @@ class XGBModel(Model):
y_train_1d, y_valid_1d = np.squeeze(y_train.values), np.squeeze(y_valid.values)
else:
raise ValueError("XGBoost doesn't support multi-label training")
dtrain = xgb.DMatrix(x_train.values, label=y_train_1d)
dvalid = xgb.DMatrix(x_valid.values, label=y_valid_1d)
self.model = xgb.train(
self._params,
dtrain=dtrain,
num_boost_round=num_boost_round,
evals=[(dtrain, 'train'), (dvalid, 'valid')],
evals=[(dtrain, "train"), (dvalid, "valid")],
early_stopping_rounds=early_stopping_rounds,
verbose_eval=verbose_eval,
evals_result=evals_result,