mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
Black(new version) Format
This commit is contained in:
@@ -130,7 +130,7 @@ class TRAModel(Model):
|
||||
|
||||
if prob is not None:
|
||||
P = sinkhorn(-L, epsilon=0.01) # sample assignment matrix
|
||||
lamb = self.lamb * (self.rho ** self.global_step)
|
||||
lamb = self.lamb * (self.rho**self.global_step)
|
||||
reg = prob.log().mul(P).sum(dim=-1).mean()
|
||||
loss = loss - lamb * reg
|
||||
|
||||
@@ -547,7 +547,7 @@ def evaluate(pred):
|
||||
score = pred.score
|
||||
label = pred.label
|
||||
diff = score - label
|
||||
MSE = (diff ** 2).mean()
|
||||
MSE = (diff**2).mean()
|
||||
MAE = (diff.abs()).mean()
|
||||
IC = score.corr(label)
|
||||
return {"MSE": MSE, "MAE": MAE, "IC": IC}
|
||||
|
||||
Reference in New Issue
Block a user