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mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 06:20:57 +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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@@ -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: