liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-17 17:34:35 +08:00
Code Activity

revise settings

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

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()