liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 09:11:00 +08:00
Code Activity

Enhance pytorch nn (#917)

Browse Source 
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
This commit is contained in:
you-n-g
2022-02-15 19:22:48 +08:00
committed by GitHub
parent 0e8b94a552
commit 60d45ad770
13 changed files with 281 additions and 139 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
qlib/contrib/meta/data_selection/utils.py
View File

@@ -9,6 +9,9 @@ from torch import nn
class ICLoss(nn.Module):
def forward(self, pred, y, idx, skip_size=50):
"""forward.
FIXME:
- Some times it will be a slightly different from the result from `pandas.corr()`
- It may be caused by the precision problem of model;
:param pred:
:param y: