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improve pretrain

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This commit is contained in:
Dong Zhou
2021-07-28 10:07:35 +08:00
committed by you-n-g
parent 5b7b48e376
commit a7c41b6969
4 changed files with 9 additions and 5 deletions
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3
examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml
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@@ -73,6 +73,7 @@ task:
kwargs: kwargs:
tra_config: *tra_config tra_config: *tra_config
model_config: *model_config model_config: *model_config
model_type: RNN
lr: 1e-3 lr: 1e-3
n_epochs: 100 n_epochs: 100
max_steps_per_epoch: 100 max_steps_per_epoch: 100
@@ -86,7 +87,7 @@ task:
memory_mode: *memory_mode memory_mode: *memory_mode
eval_train: False eval_train: False
eval_test: True eval_test: True
pretrain: False pretrain: True
init_state: init_state:
freeze_model: False freeze_model: False
freeze_predictors: False freeze_predictors: False

6
examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml
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@@ -33,12 +33,13 @@ tra_config: &tra_config
num_states: *num_states num_states: *num_states
hidden_size: 16 hidden_size: 16
tau: 1.0 tau: 1.0
src_info: TPE src_info: LR_TPE
model_config: &model_config model_config: &model_config
input_size: 158 input_size: 158
hidden_size: 256 hidden_size: 256
num_layers: 2 num_layers: 2
rnn_arch: LSTM
use_attn: True use_attn: True
dropout: 0.2 dropout: 0.2
@@ -66,6 +67,7 @@ task:
kwargs: kwargs:
tra_config: *tra_config tra_config: *tra_config
model_config: *model_config model_config: *model_config
model_type: RNN
lr: 1e-3 lr: 1e-3
n_epochs: 100 n_epochs: 100
max_steps_per_epoch: 100 max_steps_per_epoch: 100
@@ -79,7 +81,7 @@ task:
memory_mode: *memory_mode memory_mode: *memory_mode
eval_train: False eval_train: False
eval_test: True eval_test: True
pretrain: False pretrain: True
init_state: init_state:
freeze_model: False freeze_model: False
freeze_predictors: False freeze_predictors: False

3
examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml
View File

@@ -67,6 +67,7 @@ task:
kwargs: kwargs:
tra_config: *tra_config tra_config: *tra_config
model_config: *model_config model_config: *model_config
model_type: RNN
lr: 1e-3 lr: 1e-3
n_epochs: 100 n_epochs: 100
max_steps_per_epoch: 100 max_steps_per_epoch: 100
@@ -80,7 +81,7 @@ task:
memory_mode: *memory_mode memory_mode: *memory_mode
eval_train: False eval_train: False
eval_test: True eval_test: True
pretrain: False pretrain: True
init_state: init_state:
freeze_model: False freeze_model: False
freeze_predictors: False freeze_predictors: False

2
qlib/contrib/model/pytorch_tra.py
View File

@@ -392,7 +392,7 @@ class TRAModel(Model):
self.logger.info("reset TRA") self.logger.info("reset TRA")
self.tra.reset_parameters() # reset both router and predictors self.tra.reset_parameters() # reset both router and predictors
self.optimizer = optim.Adam(self.tra.parameters(), lr=self.lr) # optimize TRA only self.optimizer = optim.Adam(list(self.model.parameters()) + list(self.tra.parameters()), lr=self.lr)
self.logger.info("training...") self.logger.info("training...")
best_score, _ = self._fit(train_set, valid_set, test_set, evals_result, start_epoch=epoch, is_pretrain=False) best_score, _ = self._fit(train_set, valid_set, test_set, evals_result, start_epoch=epoch, is_pretrain=False)