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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 12:30:57 +08:00
Signed-off-by: unknown <lv.linlang@qq.com>
This commit is contained in:
SunsetWolf
2021-12-31 22:14:47 +08:00
committed by GitHub
parent f59cfe51e0
commit dfc0ed3c01
56 changed files with 92 additions and 92 deletions

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@@ -32,7 +32,7 @@ import abc
import enum
# Type defintions
# Type definitions
class DataTypes(enum.IntEnum):
"""Defines numerical types of each column."""

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@@ -254,9 +254,9 @@ class DistributedHyperparamOptManager(HyperparamOptManager):
param_ranges: Discrete hyperparameter range for random search.
fixed_params: Fixed model parameters per experiment.
root_model_folder: Folder to store optimisation artifacts.
worker_number: Worker index definining which set of hyperparameters to
worker_number: Worker index defining which set of hyperparameters to
test.
search_iterations: Maximum numer of random search iterations.
search_iterations: Maximum number of random search iterations.
num_iterations_per_worker: How many iterations are handled per worker.
clear_serialised_params: Whether to regenerate hyperparameter
combinations.
@@ -330,7 +330,7 @@ class DistributedHyperparamOptManager(HyperparamOptManager):
if os.path.exists(self.serialised_ranges_folder):
df = pd.read_csv(self.serialised_ranges_path, index_col=0)
else:
print("Unable to load - regenerating serach ranges instead")
print("Unable to load - regenerating search ranges instead")
df = self.update_serialised_hyperparam_df()
return df

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@@ -342,7 +342,7 @@ class TFTDataCache:
@classmethod
def contains(cls, key):
"""Retuns boolean indicating whether key is present in cache."""
"""Returns boolean indicating whether key is present in cache."""
return key in cls._data_cache
@@ -1120,10 +1120,10 @@ class TemporalFusionTransformer:
Args:
df: Input dataframe
return_targets: Whether to also return outputs aligned with predictions to
faciliate evaluation
facilitate evaluation
Returns:
Input dataframe or tuple of (input dataframe, algined output dataframe).
Input dataframe or tuple of (input dataframe, aligned output dataframe).
"""
data = self._batch_data(df)

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@@ -295,7 +295,7 @@ class TFTModel(ModelFT):
def to_pickle(self, path: Union[Path, str]):
"""
Tensorflow model can't be dumped directly.
So the data should be save seperatedly
So the data should be save separately
**TODO**: Please implement the function to load the files

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@@ -57,7 +57,7 @@ And here are two ways to run the model:
python example.py --config_file configs/config_alstm.yaml
```
Here we trained TRA on a pretrained backbone model. Therefore we run `*_init.yaml` before TRA's scipts.
Here we trained TRA on a pretrained backbone model. Therefore we run `*_init.yaml` before TRA's scripts.
### Results

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@@ -124,7 +124,7 @@ class TRAModel(Model):
loss = (pred - label).pow(2).mean()
L = (all_preds.detach() - label[:, None]).pow(2)
L -= L.min(dim=-1, keepdim=True).values # normalize & ensure postive input
L -= L.min(dim=-1, keepdim=True).values # normalize & ensure positive input
data_set.assign_data(index, L) # save loss to memory
@@ -165,7 +165,7 @@ class TRAModel(Model):
L = (all_preds - label[:, None]).pow(2)
L -= L.min(dim=-1, keepdim=True).values # normalize & ensure postive input
L -= L.min(dim=-1, keepdim=True).values # normalize & ensure positive input
data_set.assign_data(index, L) # save loss to memory
@@ -484,7 +484,7 @@ class TRA(nn.Module):
"""Temporal Routing Adaptor (TRA)
TRA takes historical prediction erros & latent representation as inputs,
TRA takes historical prediction errors & latent representation as inputs,
then routes the input sample to a specific predictor for training & inference.
Args:

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@@ -150,7 +150,7 @@ class Cut(ElemOperator):
self.l = l
self.r = r
if (self.l is not None and self.l <= 0) or (self.r is not None and self.r >= 0):
raise ValueError("Cut operator l shoud > 0 and r should < 0")
raise ValueError("Cut operator l should > 0 and r should < 0")
super(Cut, self).__init__(feature)

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@@ -298,7 +298,7 @@ class NestedDecisionExecutionWorkflow:
# - Aligning the profit calculation between multiple levels and single levels.
# 2) comparing different backtest
# - Basic test idea:
# - the daily backtest will be similar as multi-level(the data quality makes this gap samller)
# - the daily backtest will be similar as multi-level(the data quality makes this gap smaller)
def check_diff_freq(self):
self._init_qlib()