1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00

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>
This commit is contained in:
Ning Tang
2022-08-05 16:45:54 +08:00
committed by GitHub
parent 8f1e28c43f
commit 58f9eed3c9
2 changed files with 5 additions and 5 deletions

View File

@@ -35,13 +35,13 @@ task:
module_path: qlib.contrib.model.gbdt
kwargs:
loss: mse
colsample_bytree: 0.8879
learning_rate: 0.2
subsample: 0.8789
colsample_bytree: 0.9
learning_rate: 0.1
subsample: 0.9
lambda_l1: 205.6999
lambda_l2: 580.9768
max_depth: 8
num_leaves: 210
num_leaves: 250
num_threads: 20
dataset:
class: DatasetH