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Fix code and docs for issues (#853)
* Docs for model and strategy * add some docs about workflow and online * safe_load yaml * DDG-DA paper link and comments for code
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@@ -124,9 +124,47 @@ Configuration File
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===================
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Let's get into details of ``qrun`` in this section.
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Before using ``qrun``, users need to prepare a configuration file. The following content shows how to prepare each part of the configuration file.
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The design logic of the configuration file is very simple. It predefines fixed workflows and provide this yaml interface to users to define how to initialize each component.
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It follow the design of `init_instance_by_config <https://github.com/microsoft/qlib/blob/2aee9e0145decc3e71def70909639b5e5a6f4b58/qlib/utils/__init__.py#L264>`_ . It defines the initialization of each component of Qlib, which typically include the class and the initialization arguments.
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For example, the following yaml and code are equivalent.
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.. code-block:: YAML
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model:
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class: LGBModel
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module_path: qlib.contrib.model.gbdt
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kwargs:
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loss: mse
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colsample_bytree: 0.8879
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learning_rate: 0.0421
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subsample: 0.8789
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lambda_l1: 205.6999
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lambda_l2: 580.9768
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max_depth: 8
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num_leaves: 210
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num_threads: 20
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.. code-block:: python
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from qlib.contrib.model.gbdt import LGBModel
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kwargs = {
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"loss": "mse" ,
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"colsample_bytree": 0.8879,
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"learning_rate": 0.0421,
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"subsample": 0.8789,
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"lambda_l1": 205.6999,
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"lambda_l2": 580.9768,
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"max_depth": 8,
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"num_leaves": 210,
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"num_threads": 20,
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}
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LGBModel(kwargs)
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Qlib Init Section
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--------------------
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