From d13c9ae01869a31f123285a792b674694f844370 Mon Sep 17 00:00:00 2001 From: D-X-Y <280835372@qq.com> Date: Sun, 7 Mar 2021 11:25:53 +0000 Subject: [PATCH] Avoid dividing zero in model.double_ensemble --- qlib/contrib/model/double_ensemble.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/contrib/model/double_ensemble.py b/qlib/contrib/model/double_ensemble.py index a340489c2..541f74e99 100644 --- a/qlib/contrib/model/double_ensemble.py +++ b/qlib/contrib/model/double_ensemble.py @@ -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()