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Update training setting.
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@@ -43,13 +43,13 @@ class GAT(Model):
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d_feat=6,
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hidden_size=64,
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num_layers=2,
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dropout=0.7,
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dropout=0.0,
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n_epochs=200,
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lr=0.0001,
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metric="loss",
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lr=0.001,
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metric="",
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early_stop=20,
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loss="mse",
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base_model="LSTM",
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base_model="GRU",
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with_pretrain=True,
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optimizer="adam",
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GPU="0",
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@@ -148,17 +148,12 @@ class GAT(Model):
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def metric_fn(self, pred, label):
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mask = torch.isfinite(label)
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if self.metric == "IC":
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return self.cal_ic(pred[mask], label[mask])
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if self.metric == "" or self.metric == "loss": # use loss
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return -self.loss_fn(pred[mask], label[mask])
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raise ValueError("unknown metric `%s`" % self.metric)
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def cal_ic(self, pred, label):
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return torch.mean(pred * label)
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def get_daily_inter(self, df, shuffle=False):
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# organize the train data into daily inter as daily batches
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daily_count = df.groupby(level=0).size().values
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