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Avoid dividing zero in model.double_ensemble

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D-X-Y
2021-03-07 11:25:53 +00:00
parent 73b7107ee8
commit d13c9ae018
1 changed files with 1 additions and 1 deletions
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qlib/contrib/model/double_ensemble.py
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@@ -184,7 +184,7 @@ class DEnsembleModel(Model):
/ M
)
loss_feat = self.get_loss(y_train.values.squeeze(), pred.values)
g.loc[i_f, "g_value"] = np.mean(loss_feat - loss_values) / np.std(loss_feat - loss_values)
g.loc[i_f, "g_value"] = np.mean(loss_feat - loss_values) / (np.std(loss_feat - loss_values) + 1e-7)
x_train_tmp.loc[:, feat] = x_train.loc[:, feat].copy()
# one column in train features is all-nan # if g['g_value'].isna().any()