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mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 00:36:55 +08:00

Update black formatter

This commit is contained in:
Jactus
2020-11-11 09:34:10 +08:00
parent 1a8ef55dc7
commit 722655ad13
15 changed files with 111 additions and 114 deletions

View File

@@ -9,17 +9,17 @@ from ...data.dataset.handler import DataHandlerLP
class CatBoostModel(Model):
"""CatBoost Model"""
"""CatBoost Model"""
def __init__(self, loss="RMSE", **kwargs):
# There are more options
if loss not in {"RMSE", "Logloss"}:
raise NotImplementedError
self._params = {"loss_function": loss}
self._params.update(kwargs)
self.model = None
def __init__(self, loss="RMSE", **kwargs):
# There are more options
if loss not in {"RMSE", "Logloss"}:
raise NotImplementedError
self._params = {"loss_function": loss}
self._params.update(kwargs)
self.model = None
def fit(
def fit(
self,
dataset: DatasetH,
num_boost_round=1000,
@@ -27,48 +27,42 @@ class CatBoostModel(Model):
verbose_eval=20,
evals_result=dict(),
**kwargs
):
df_train, df_valid = dataset.prepare(
["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
):
df_train, df_valid = dataset.prepare(
["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
)
x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"]
x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"]
# CatBoost needs 1D array as its label
if y_train.values.ndim == 2 and y_train.values.shape[1] == 1:
y_train_1d, y_valid_1d = np.squeeze(y_train.values), np.squeeze(y_valid.values)
else:
raise ValueError("CatBoost doesn't support multi-label training")
# CatBoost needs 1D array as its label
if y_train.values.ndim == 2 and y_train.values.shape[1] == 1:
y_train_1d, y_valid_1d = np.squeeze(y_train.values), np.squeeze(y_valid.values)
else:
raise ValueError("CatBoost doesn't support multi-label training")
train_pool = Pool(data = x_train, label = y_train_1d)
valid_pool = Pool(data = x_valid, label = y_valid_1d)
train_pool = Pool(data=x_train, label=y_train_1d)
valid_pool = Pool(data=x_valid, label=y_valid_1d)
#Initialize the catboost model
self._params['iterations'] = num_boost_round
self._params['early_stopping_rounds'] = early_stopping_rounds
self._params['verbose_eval'] = verbose_eval
self._params['task_type'] = "GPU" if get_gpu_device_count() > 0 else "CPU"
self.model = CatBoost(self._params, **kwargs)
# Initialize the catboost model
self._params["iterations"] = num_boost_round
self._params["early_stopping_rounds"] = early_stopping_rounds
self._params["verbose_eval"] = verbose_eval
self._params["task_type"] = "GPU" if get_gpu_device_count() > 0 else "CPU"
self.model = CatBoost(self._params, **kwargs)
#train the model
self.model.fit(
train_pool,
eval_set = valid_pool,
use_best_model = True,
**kwargs
)
evals_result = self.model.get_evals_result()
evals_result["train"] = list(evals_result["learn"].values())[0]
evals_result["valid"] = list(evals_result["validation"].values())[0]
# train the model
self.model.fit(train_pool, eval_set=valid_pool, use_best_model=True, **kwargs)
evals_result = self.model.get_evals_result()
evals_result["train"] = list(evals_result["learn"].values())[0]
evals_result["valid"] = list(evals_result["validation"].values())[0]
def predict(self, dataset):
if self.model is None:
raise ValueError("model is not fitted yet!")
x_test = dataset.prepare("test", col_set="feature")
return pd.Series(self.model.predict(np.squeeze(x_test.values)), index=x_test.index)
def predict(self, dataset):
if self.model is None:
raise ValueError("model is not fitted yet!")
x_test = dataset.prepare("test", col_set="feature")
return pd.Series(self.model.predict(np.squeeze(x_test.values)), index=x_test.index)
if __name__ == '__main__':
cat = CatBoostModel()
if __name__ == "__main__":
cat = CatBoostModel()

View File

@@ -159,9 +159,7 @@ class DNNModelPytorch(Model):
x_valid, y_valid = df_valid["feature"], df_valid["label"]
try:
wdf_train, wdf_valid = dataset.prepare(
["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L
)
wdf_train, wdf_valid = dataset.prepare(["train", "valid"], col_set=["weight"], data_key=DataHandlerLP.DK_L)
w_train, w_valid = wdf_train["weight"], wdf_valid["weight"]
except:
w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)