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mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 14:56:55 +08:00

Adjust rolling api (#1594)

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
This commit is contained in:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions

View File

@@ -475,7 +475,6 @@ class TemporalFusionTransformer:
embeddings = []
for i in range(num_categorical_variables):
embedding = tf.keras.Sequential(
[
tf.keras.layers.InputLayer([time_steps]),
@@ -680,7 +679,6 @@ class TemporalFusionTransformer:
data_map = {}
for _, sliced in data.groupby(id_col):
col_mappings = {"identifier": [id_col], "time": [time_col], "outputs": [target_col], "inputs": input_cols}
for k in col_mappings:
@@ -954,7 +952,6 @@ class TemporalFusionTransformer:
"""
with tf.variable_scope(self.name):
transformer_layer, all_inputs, attention_components = self._build_base_graph()
outputs = tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(self.output_size * len(self.quantiles)))(