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Add "mse" metric option to ALSTM.metric_fn (#1810)

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raikiriww
2024-06-19 17:31:47 +08:00
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parent 155c17f8ff
commit 73ec0f4003
1 changed files with 4 additions and 0 deletions
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4
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -160,6 +160,10 @@ class ALSTM(Model):
if self.metric in ("", "loss"): if self.metric in ("", "loss"):
return -self.loss_fn(pred[mask], label[mask]) return -self.loss_fn(pred[mask], label[mask])
elif self.metric == "mse":
mask = ~torch.isnan(label)
weight = torch.ones_like(label)
return -self.mse(pred[mask], label[mask], weight[mask])
raise ValueError("unknown metric `%s`" % self.metric) raise ValueError("unknown metric `%s`" % self.metric)