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chore: remove hard code input dimension of model pytorch_tcts (#843)

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Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
This commit is contained in:
Jiabao Qu
2022-01-12 19:12:20 +08:00
committed by GitHub
parent edd8badeaf
commit 6f71f8a46b
1 changed files with 3 additions and 2 deletions
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5
qlib/contrib/model/pytorch_tcts.py
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@@ -56,6 +56,7 @@ class TCTS(Model):
loss="mse", loss="mse",
fore_optimizer="adam", fore_optimizer="adam",
weight_optimizer="adam", weight_optimizer="adam",
input_dim=360,
output_dim=5, output_dim=5,
fore_lr=5e-7, fore_lr=5e-7,
weight_lr=5e-7, weight_lr=5e-7,
@@ -83,6 +84,7 @@ class TCTS(Model):
self.device = torch.device("cuda:%d" % (GPU) if torch.cuda.is_available() else "cpu") self.device = torch.device("cuda:%d" % (GPU) if torch.cuda.is_available() else "cpu")
self.use_gpu = torch.cuda.is_available() self.use_gpu = torch.cuda.is_available()
self.seed = seed self.seed = seed
self.input_dim = input_dim
self.output_dim = output_dim self.output_dim = output_dim
self.fore_lr = fore_lr self.fore_lr = fore_lr
self.weight_lr = weight_lr self.weight_lr = weight_lr
@@ -139,7 +141,6 @@ class TCTS(Model):
raise NotImplementedError("mode {} is not supported!".format(self.mode)) raise NotImplementedError("mode {} is not supported!".format(self.mode))
def train_epoch(self, x_train, y_train, x_valid, y_valid): def train_epoch(self, x_train, y_train, x_valid, y_valid):
x_train_values = x_train.values x_train_values = x_train.values
y_train_values = np.squeeze(y_train.values) y_train_values = np.squeeze(y_train.values)
@@ -297,7 +298,7 @@ class TCTS(Model):
dropout=self.dropout, dropout=self.dropout,
) )
self.weight_model = MLPModel( self.weight_model = MLPModel(
d_feat=360 + 3 * self.output_dim + 1, d_feat=self.input_dim + 3 * self.output_dim + 1,
hidden_size=self.hidden_size, hidden_size=self.hidden_size,
num_layers=self.num_layers, num_layers=self.num_layers,
dropout=self.dropout, dropout=self.dropout,