mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-12 15:26:54 +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:
@@ -153,7 +153,6 @@ class IGMTF(Model):
|
||||
raise ValueError("unknown loss `%s`" % self.loss)
|
||||
|
||||
def metric_fn(self, pred, label):
|
||||
|
||||
mask = torch.isfinite(label)
|
||||
|
||||
if self.metric == "ic":
|
||||
@@ -201,7 +200,6 @@ class IGMTF(Model):
|
||||
return train_hidden, train_hidden_day
|
||||
|
||||
def train_epoch(self, x_train, y_train, train_hidden, train_hidden_day):
|
||||
|
||||
x_train_values = x_train.values
|
||||
y_train_values = np.squeeze(y_train.values)
|
||||
|
||||
@@ -222,7 +220,6 @@ class IGMTF(Model):
|
||||
self.train_optimizer.step()
|
||||
|
||||
def test_epoch(self, data_x, data_y, train_hidden, train_hidden_day):
|
||||
|
||||
# prepare training data
|
||||
x_values = data_x.values
|
||||
y_values = np.squeeze(data_y.values)
|
||||
@@ -254,7 +251,6 @@ class IGMTF(Model):
|
||||
evals_result=dict(),
|
||||
save_path=None,
|
||||
):
|
||||
|
||||
df_train, df_valid = dataset.prepare(
|
||||
["train", "valid"],
|
||||
col_set=["feature", "label"],
|
||||
|
||||
Reference in New Issue
Block a user