update

examples/workflow_by_code_sfm.py

@@ -1,5 +1,15 @@
-#  Copyright (c) Microsoft Corporation.
-#  Licensed under the MIT License.
+# Copyright (c) Microsoft Corporation.
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+# http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
 
 import sys
 from pathlib import Path
@@ -61,22 +71,22 @@ if __name__ == "__main__":
             "module_path": "qlib.contrib.model.pytorch_sfm",
             "kwargs": {
                 "d_feat": 6,
-                "hidden_size": 64,
-                "output_dim": 1,
-                "freq_dim": 15,
+                "hidden_size": 32,
+                "output_dim" : 16,
+                "freq_dim" : 25,
                 "dropout_W": 0.5,
                 "dropout_U": 0.5,
-                "n_epochs": 10,
+                "n_epochs": 200,
                 "lr": 1e-3,
-                "batch_size": 800,
+                "batch_size": 200,
                 "early_stop": 20,
                 "eval_steps": 5,
                 "loss": "mse",
-                "lr_decay": 0.96,
-                "lr_decay_steps": 100,
-                "optimizer": "gd",
+                "lr_decay" : 0.96,
+                "lr_decay_steps" : 100,
+                "optimizer" : "adam",
                 "GPU": 1,
-                "seed": 0,
+                "seed": 710,
             },
         },
         "dataset": {