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Add RMSE for contrib.workflow.record_temp and unit tests

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D-X-Y
2021-03-16 22:55:28 +08:00
parent d4aa681652
commit 88b0871c12
2 changed files with 7 additions and 2 deletions
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qlib/contrib/workflow/record_temp.py
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@@ -36,12 +36,13 @@ class SignalMseRecord(SignalRecord):
mse = mean_squared_error(pred.values[masks], label[masks])
metrics = {
"MSE": mse,
"RMSE": np.sqrt(mse)
}
objects = {"mse.pkl": mse}
objects = {"mse.pkl": mse, "rmse.pkl": np.sqrt(mse)}
self.recorder.log_metrics(**metrics)
self.recorder.save_objects(**objects, artifact_path=self.get_path())
pprint(metrics)
def list(self):
paths = [self.get_path("mse.pkl")]
paths = [self.get_path("mse.pkl"), self.get_path("rmse.pkl")]
return paths