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Update ensemble.py (#560)

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demon143
2021-08-14 18:07:49 +08:00
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parent 3e75cead93
commit 6608a40965
1 changed files with 14 additions and 0 deletions
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qlib/model/ens/ensemble.py
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@@ -105,6 +105,20 @@ class AverageEnsemble(Ensemble):
""" """
def __call__(self, ensemble_dict: dict) -> pd.DataFrame: def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
"""using sample:
from qlib.model.ens.ensemble import AverageEnsemble
pred_res['new_key_name'] = AverageEnsemble()(predict_dict)
Parameters
----------
ensemble_dict : dict
Dictionary you want to ensemble
Returns
-------
pd.DataFrame
The dictionary including ensenbling result
"""
# need to flatten the nested dict # need to flatten the nested dict
ensemble_dict = flatten_dict(ensemble_dict, sep=FLATTEN_TUPLE) ensemble_dict = flatten_dict(ensemble_dict, sep=FLATTEN_TUPLE)
values = list(ensemble_dict.values()) values = list(ensemble_dict.values())