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Fix models.

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lwwang1995
2020-12-06 22:43:52 +08:00
committed by you-n-g
parent 412c9eee2e
commit 8d42092a7e
9 changed files with 45 additions and 48 deletions
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16
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -164,8 +164,8 @@ class ALSTM(Model):
self.ALSTM_model.train()
for data in data_loader:
feature = data[:,:,0:-1].to(self.device)
label = data[:,-1,-1].to(self.device)
feature = data[:, :, 0:-1].to(self.device)
label = data[:, -1, -1].to(self.device)
pred = self.ALSTM_model(feature.float())
loss = self.loss_fn(pred, label)
@@ -184,9 +184,9 @@ class ALSTM(Model):
for data in data_loader:
feature = data[:,:,0:-1].to(self.device)
feature = data[:, :, 0:-1].to(self.device)
# feature[torch.isnan(feature)] = 0
label = data[:,-1,-1].to(self.device)
label = data[:, -1, -1].to(self.device)
pred = self.ALSTM_model(feature.float())
loss = self.loss_fn(pred, label)
@@ -203,12 +203,12 @@ class ALSTM(Model):
evals_result=dict(),
verbose=True,
save_path=None,
):
):
dl_train = dataset.prepare("train", data_key=DataHandlerLP.DK_L)
dl_valid = dataset.prepare("valid", data_key=DataHandlerLP.DK_L)
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_train.config(fillna_type="ffill+bfill") # process nan brought by dataloader
dl_valid.config(fillna_type="ffill+bfill") # process nan brought by dataloader
train_loader = DataLoader(dl_train, batch_size=self.batch_size, shuffle=True, num_workers=self.n_jobs)
valid_loader = DataLoader(dl_valid, batch_size=self.batch_size, shuffle=False, num_workers=self.n_jobs)
@@ -268,7 +268,7 @@ class ALSTM(Model):
for data in test_loader:
feature = data[:,:,0:-1].to(self.device)
feature = data[:, :, 0:-1].to(self.device)
with torch.no_grad():
if self.use_gpu: