diff --git a/examples/workflow_by_code_gats.py b/examples/workflow_by_code_gats.py index 984c1755a..20f3ae552 100644 --- a/examples/workflow_by_code_gats.py +++ b/examples/workflow_by_code_gats.py @@ -61,9 +61,9 @@ if __name__ == "__main__": "d_feat": 6, "hidden_size": 64, "num_layers": 2, - "dropout": 0.0, + "dropout": 0.7, "n_epochs": 200, - "lr": 1e-3, + "lr": 1e-4, "early_stop": 20, "metric": "loss", "loss": "mse", diff --git a/examples/workflow_by_code_hats.py b/examples/workflow_by_code_hats.py index 192d97ee3..64bc860b4 100644 --- a/examples/workflow_by_code_hats.py +++ b/examples/workflow_by_code_hats.py @@ -58,11 +58,11 @@ if __name__ == "__main__": "d_feat": 6, "hidden_size": 64, "num_layers": 2, - "dropout": 0.6, + "dropout": 0.7, "n_epochs": 200, - "lr": 1e-3, + "lr": 1e-4, "early_stop": 20, - "metric": "IC", + "metric": "loss", "loss": "mse", "base_model": "LSTM", "seed": 0, diff --git a/qlib/contrib/model/pytorch_gats.py b/qlib/contrib/model/pytorch_gats.py index 5d2dbd9a4..d951f1873 100755 --- a/qlib/contrib/model/pytorch_gats.py +++ b/qlib/contrib/model/pytorch_gats.py @@ -43,13 +43,13 @@ class GAT(Model): d_feat=6, hidden_size=64, num_layers=2, - dropout=0.0, + dropout=0.7, n_epochs=200, - lr=0.001, - metric="IC", + lr=0.0001, + metric="loss", early_stop=20, loss="mse", - base_model="GRU", + base_model="LSTM", with_pretrain=True, optimizer="adam", GPU="0", @@ -174,7 +174,7 @@ class GAT(Model): def train_epoch(self, x_train, y_train): x_train_values = x_train.values - y_train_values = np.squeeze(y_train.values) * 100 + y_train_values = np.squeeze(y_train.values) self.GAT_model.train() # organize the train data into daily inter as daily batches diff --git a/qlib/contrib/model/pytorch_hats.py b/qlib/contrib/model/pytorch_hats.py index bdb68be28..1eff35203 100644 --- a/qlib/contrib/model/pytorch_hats.py +++ b/qlib/contrib/model/pytorch_hats.py @@ -52,11 +52,11 @@ class HATS(Model): num_layers=2, dropout=0.5, n_epochs=200, - lr=0.01, - metric="IC", + lr=0.0001, + metric="loss", early_stop=20, loss="mse", - base_model="GRU", + base_model="LSTM", with_pretrain=True, optimizer="adam", GPU="0", @@ -180,7 +180,7 @@ class HATS(Model): def train_epoch(self, x_train, y_train): x_train_values = x_train.values - y_train_values = np.squeeze(y_train.values) * 100 + y_train_values = np.squeeze(y_train.values) self.HATS_model.train() diff --git a/qlib/contrib/model/pytorch_lstm.py b/qlib/contrib/model/pytorch_lstm.py index be43d3698..22cc21e7f 100755 --- a/qlib/contrib/model/pytorch_lstm.py +++ b/qlib/contrib/model/pytorch_lstm.py @@ -46,7 +46,7 @@ class LSTM(Model): dropout=0.0, n_epochs=200, lr=0.001, - metric="IC", + metric="loss", batch_size=2000, early_stop=20, loss="mse", @@ -154,7 +154,7 @@ class LSTM(Model): def train_epoch(self, x_train, y_train): x_train_values = x_train.values - y_train_values = np.squeeze(y_train.values) * 100 + y_train_values = np.squeeze(y_train.values) self.lstm_model.train()