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add weight param (#907)

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aurora5161
2022-02-06 22:34:00 +08:00
committed by GitHub
parent 6a946761cf
commit 5da5cf5175
1 changed files with 2 additions and 2 deletions
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qlib/contrib/model/pytorch_lstm_ts.py
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@@ -138,7 +138,7 @@ class LSTM(Model):
loss = weight * (pred - label) ** 2 loss = weight * (pred - label) ** 2
return torch.mean(loss) return torch.mean(loss)
def loss_fn(self, pred, label): def loss_fn(self, pred, label, weight):
mask = ~torch.isnan(label) mask = ~torch.isnan(label)
if weight is None: if weight is None:
@@ -154,7 +154,7 @@ class LSTM(Model):
mask = torch.isfinite(label) mask = torch.isfinite(label)
if self.metric in ("", "loss"): if self.metric in ("", "loss"):
return -self.loss_fn(pred[mask], label[mask]) return -self.loss_fn(pred[mask], label[mask], weight = None)
raise ValueError("unknown metric `%s`" % self.metric) raise ValueError("unknown metric `%s`" % self.metric)