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https://github.com/microsoft/qlib.git
synced 2026-07-19 02:14:33 +08:00
Fix config and format
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@@ -27,7 +27,7 @@ port_analysis_config: &port_analysis_config
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task:
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model:
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class: HATS
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module_path: qlib.contrib.model.pytorch_gats
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module_path: qlib.contrib.model.pytorch_hats
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kwargs:
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d_feat: 6
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hidden_size: 64
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@@ -21,6 +21,7 @@ from ...model.base import Model
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from ...data.dataset import DatasetH
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from ...data.dataset.handler import DataHandlerLP
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class SFM_Model(nn.Module):
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def __init__(self, d_feat=6, output_dim=1, freq_dim=10, hidden_size=64, dropout_W=0.0, dropout_U=0.0, device="cpu"):
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super().__init__()
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@@ -71,7 +72,7 @@ class SFM_Model(nn.Module):
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for ts in range(time_step):
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x = input[:, ts, :]
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if(len(self.states)==0): #hasn't initialized yet
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if len(self.states) == 0: # hasn't initialized yet
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self.init_states(x)
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self.get_constants(x)
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p_tm1 = self.states[0]
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@@ -89,8 +90,9 @@ class SFM_Model(nn.Module):
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x_c = torch.matmul(x * B_W[0], self.W_c) + self.b_c
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x_o = torch.matmul(x * B_W[0], self.W_o) + self.b_o
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i = self.inner_activation(x_i + torch.matmul(h_tm1 * B_U[0], self.U_i)) # not sure whether I am doing in the right unsquuze
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i = self.inner_activation(
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x_i + torch.matmul(h_tm1 * B_U[0], self.U_i)
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) # not sure whether I am doing in the right unsquuze
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ste = self.inner_activation(x_ste + torch.matmul(h_tm1 * B_U[0], self.U_ste))
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fre = self.inner_activation(x_fre + torch.matmul(h_tm1 * B_U[0], self.U_fre))
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@@ -152,13 +154,14 @@ class SFM_Model(nn.Module):
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def get_constants(self, x):
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constants = []
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constants.append([torch.tensor(1.).to(self.device) for _ in range(6)])
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constants.append([torch.tensor(1.).to(self.device) for _ in range(7)])
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constants.append([torch.tensor(1.0).to(self.device) for _ in range(6)])
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constants.append([torch.tensor(1.0).to(self.device) for _ in range(7)])
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array = np.array([float(ii) / self.freq_dim for ii in range(self.freq_dim)])
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constants.append(torch.tensor(array).to(self.device))
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self.states[5:] = constants
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class SFM(Model):
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"""SFM Model
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@@ -221,7 +224,7 @@ class SFM(Model):
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self.lr_decay_steps = lr_decay_steps
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self.optimizer = optimizer.lower()
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self.loss_type = loss
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self.device = 'cuda:%d'%(GPU) if torch.cuda.is_available() else 'cpu'
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self.device = "cuda:%d" % (GPU) if torch.cuda.is_available() else "cpu"
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self.use_gpu = torch.cuda.is_available()
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self.seed = seed
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@@ -277,7 +280,7 @@ class SFM(Model):
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freq_dim=self.freq_dim,
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dropout_W=self.dropout_W,
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dropout_U=self.dropout_U,
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device = self.device
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device=self.device,
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)
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if optimizer.lower() == "adam":
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self.train_optimizer = optim.Adam(self.sfm_model.parameters(), lr=self.lr)
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@@ -303,14 +306,7 @@ class SFM(Model):
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self._fitted = False
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self.sfm_model.to(self.device)
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def fit(
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self,
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dataset: DatasetH,
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evals_result=dict(),
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verbose=True,
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save_path=None,
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**kwargs
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):
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def fit(self, dataset: DatasetH, evals_result=dict(), verbose=True, save_path=None, **kwargs):
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df_train, df_valid = dataset.prepare(
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["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
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@@ -399,7 +395,7 @@ class SFM(Model):
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# update learning rate
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self.scheduler.step(cur_loss_val)
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if self.device != 'cpu':
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if self.device != "cpu":
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torch.cuda.empty_cache()
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def get_loss(self, pred, target, loss_type):
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@@ -432,11 +428,11 @@ class SFM(Model):
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x_batch = torch.from_numpy(x_values[begin:end]).float()
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if self.device != 'cpu':
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if self.device != "cpu":
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x_batch = x_batch.to(self.device)
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with torch.no_grad():
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if self.device != 'cpu':
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if self.device != "cpu":
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pred = self.sfm_model(x_batch).detach().cpu().numpy()
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else:
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pred = self.sfm_model(x_batch).detach().cpu().numpy()
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@@ -461,8 +457,10 @@ class SFM(Model):
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self.sfm_model.load_state_dict(torch.load(_model_path))
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self._fitted = True
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class AverageMeter(object):
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"""Computes and stores the average and current value"""
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def __init__(self):
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self.reset()
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