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revise settings

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This commit is contained in:
Hong Zhang
2020-11-27 00:19:23 +08:00
parent 293c405593
commit 5796363ecf
5 changed files with 16 additions and 16 deletions
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10
qlib/contrib/model/pytorch_gats.py
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@@ -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

8
qlib/contrib/model/pytorch_hats.py
View File

@@ -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()

4
qlib/contrib/model/pytorch_lstm.py
View File

@@ -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()