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Black(new version) Format
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@@ -130,7 +130,7 @@ class TRAModel(Model):
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if prob is not None:
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P = sinkhorn(-L, epsilon=0.01) # sample assignment matrix
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lamb = self.lamb * (self.rho ** self.global_step)
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lamb = self.lamb * (self.rho**self.global_step)
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reg = prob.log().mul(P).sum(dim=-1).mean()
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loss = loss - lamb * reg
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@@ -547,7 +547,7 @@ def evaluate(pred):
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score = pred.score
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label = pred.label
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diff = score - label
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MSE = (diff ** 2).mean()
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MSE = (diff**2).mean()
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MAE = (diff.abs()).mean()
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IC = score.corr(label)
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return {"MSE": MSE, "MAE": MAE, "IC": IC}
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@@ -21,7 +21,7 @@ class TestClass(unittest.TestCase):
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provider_uri = "~/.qlib/qlib_data/yahoo_cn_1min"
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qlib.init(
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provider_uri=provider_uri,
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mem_cache_size_limit=1024 ** 3 * 2,
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mem_cache_size_limit=1024**3 * 2,
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mem_cache_type="sizeof",
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kernels=1,
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expression_provider={"class": "LocalExpressionProvider", "kwargs": {"time2idx": False}},
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