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Move save_path to get_or_create_path, and fix bugs in sfm / tabnet

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D-X-Y
2021-03-11 12:52:26 +00:00
parent 0ef7c8e0e6
commit b99de068f8
12 changed files with 47 additions and 41 deletions
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6
qlib/contrib/model/pytorch_sfm.py
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@@ -13,7 +13,7 @@ import logging
from ...utils import (
unpack_archive_with_buffer,
save_multiple_parts_file,
create_save_path,
get_or_create_path,
drop_nan_by_y_index,
)
from ...log import get_module_logger, TimeInspector
@@ -380,6 +380,7 @@ class SFM(Model):
x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"]
save_path = get_or_create_path(save_path)
stop_steps = 0
train_loss = 0
best_score = -np.inf
@@ -412,7 +413,10 @@ class SFM(Model):
if stop_steps >= self.early_stop:
self.logger.info("early stop")
break
self.logger.info("best score: %.6lf @ %d" % (best_score, best_epoch))
self.sfm_model.load_state_dict(best_param)
torch.save(best_param, save_path)
if self.device != "cpu":
torch.cuda.empty_cache()