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Update LightGBM alpha158 csi500 result (#1199)
* Update the arguments of LightGBModel * update README table Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
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@@ -35,13 +35,13 @@ task:
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module_path: qlib.contrib.model.gbdt
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kwargs:
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loss: mse
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colsample_bytree: 0.8879
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learning_rate: 0.2
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subsample: 0.8789
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colsample_bytree: 0.9
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learning_rate: 0.1
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subsample: 0.9
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lambda_l1: 205.6999
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lambda_l2: 580.9768
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max_depth: 8
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num_leaves: 210
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num_leaves: 250
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num_threads: 20
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dataset:
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class: DatasetH
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