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hats5

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This commit is contained in:
Hong Zhang
2020-11-25 20:55:10 +08:00
parent 515c627659 a371bf757b
commit cb6370ba9b
4 changed files with 13 additions and 12 deletions
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4
examples/benchmarks/CatBoost/workflow_config_catboost.yaml
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@@ -32,7 +32,11 @@ task:
loss: RMSE
learning_rate: 0.0421
subsample: 0.8789
max_depth: 6
num_leaves: 100
thread_count: 20
grow_policy: Lossguide
boostrap_type: Poisson
dataset:
class: DatasetH
module_path: qlib.data.dataset

2
examples/benchmarks/TFT/tft.py
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@@ -232,7 +232,7 @@ class TFTModel(ModelFT):
p90_forecast = self.data_formatter.format_predictions(output_map["p90"])
tf.keras.backend.set_session(default_keras_session)
predict = format_score(p90_forecast, "pred", 0) # self.label_shift
predict = format_score(p90_forecast, "pred", 0) # self.label_shift
label = format_score(targets, "label", 0)
# ===========================Predicting Process===========================
return predict, label