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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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you-n-g
2022-01-17 13:57:44 +08:00
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commit 7f274b1e4e
7 changed files with 55 additions and 2 deletions

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@@ -124,9 +124,47 @@ Configuration File
===================
Let's get into details of ``qrun`` in this section.
Before using ``qrun``, users need to prepare a configuration file. The following content shows how to prepare each part of the configuration file.
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.
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.
For example, the following yaml and code are equivalent.
.. code-block:: YAML
model:
class: LGBModel
module_path: qlib.contrib.model.gbdt
kwargs:
loss: mse
colsample_bytree: 0.8879
learning_rate: 0.0421
subsample: 0.8789
lambda_l1: 205.6999
lambda_l2: 580.9768
max_depth: 8
num_leaves: 210
num_threads: 20
.. code-block:: python
from qlib.contrib.model.gbdt import LGBModel
kwargs = {
"loss": "mse" ,
"colsample_bytree": 0.8879,
"learning_rate": 0.0421,
"subsample": 0.8789,
"lambda_l1": 205.6999,
"lambda_l2": 580.9768,
"max_depth": 8,
"num_leaves": 210,
"num_threads": 20,
}
LGBModel(kwargs)
Qlib Init Section
--------------------