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Update workflow_config_xgboost.yaml

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Haoyu Wang
2020-11-27 17:16:35 +08:00
committed by GitHub
parent 80b01cb6a6
commit a9c1f8c2a0
1 changed files with 7 additions and 9 deletions
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16
examples/benchmarks/XGBoost/workflow_config_xgboost.yaml
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@@ -30,14 +30,12 @@ task:
module_path: qlib.contrib.model.xgboost module_path: qlib.contrib.model.xgboost
kwargs: kwargs:
eval_metric: rmse eval_metric: rmse
colsample_bytree: 0.5 colsample_bytree: 0.8879
eta: 0.2 eta: 0.0421
gamma: 0.55 max_depth: 8
max_depth: 2 n_estimators: 650
min_child_weight: 1.0 subsample: 0.8789
n_estimators: 647 nthread: 20
subsample: 0.8
nthread: 4
dataset: dataset:
class: DatasetH class: DatasetH
module_path: qlib.data.dataset module_path: qlib.data.dataset
@@ -62,4 +60,4 @@ task:
- class: PortAnaRecord - class: PortAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:
config: *port_analysis_config config: *port_analysis_config