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Merge pull request #457 from zhupr/fix_XGBoost_predict_error

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fix XGBoost predict error
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you-n-g
2021-06-02 16:14:18 +08:00
committed by GitHub
parent 4ff0c4fb0f b2fe2385d5
commit 64896745d0
1 changed files with 1 additions and 1 deletions
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qlib/contrib/model/xgboost.py
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@@ -62,7 +62,7 @@ class XGBModel(Model, FeatureInt):
if self.model is None:
raise ValueError("model is not fitted yet!")
x_test = dataset.prepare(segment, col_set="feature", data_key=DataHandlerLP.DK_I)
return pd.Series(self.model.predict(xgb.DMatrix(x_test.values)), index=x_test.index)
return pd.Series(self.model.predict(xgb.DMatrix(x_test)), index=x_test.index)
def get_feature_importance(self, *args, **kwargs) -> pd.Series:
"""get feature importance