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update dnn

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This commit is contained in:
bxdd
2020-11-27 13:00:14 +08:00
parent 52c7076917
commit a144a9c3c6
4 changed files with 36 additions and 19 deletions
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27
examples/benchmarks/DNN/workflow_config_dnn.yaml
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@@ -10,15 +10,30 @@ data_handler_config: &data_handler_config
instruments: *market
infer_processors: [
{
"class" : "CSZFillna",
"kwargs":{"fields_group": "feature"}
"class" : "DropCol",
"kwargs":{"col_list": ["VWAP0"]}
},
{
"class" : "Fillna",
"kwargs":{"fields_group": "feature"}
"class" : "CSZFillna",
"kwargs":{"fields_group": "feature"}
}
]
learn_processors: ["DropnaLabel", {"class": "CSZScoreNorm", "kwargs": {"fields_group": "label"}}]
learn_processors: [
{
"class" : "DropCol",
"kwargs":{"col_list": ["VWAP0"]}
},
{
"class" : "DropnaProcessor",
"kwargs":{"fields_group": "feature"}
},
"DropnaLabel",
{
"class": "CSZScoreNorm",
"kwargs": {"fields_group": "label"}
}
]
process_type: "independent"
port_analysis_config: &port_analysis_config
strategy:
@@ -42,7 +57,7 @@ task:
module_path: qlib.contrib.model.pytorch_nn
kwargs:
loss: mse
input_dim: 158
input_dim: 157
output_dim: 1
lr: 0.002
lr_decay: 0.96