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mirror of https://github.com/microsoft/qlib.git synced 2026-07-14 08:16:54 +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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@@ -56,7 +56,7 @@ class HFLGBModel(ModelFT, LightGBMFInt):
def hf_signal_test(self, dataset: DatasetH, threhold=0.2):
"""
Test the sigal in high frequency test set
Test the signal in high frequency test set
"""
if self.model == None:
raise ValueError("Model hasn't been trained yet")

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@@ -446,7 +446,7 @@ class TabNet(nn.Module):
Args:
n_d: dimension of the features used to calculate the final results
n_a: dimension of the features input to the attention transformer of the next step
n_shared: numbr of shared steps in feature transfomer(optional)
n_shared: numbr of shared steps in feature transformer(optional)
n_ind: number of independent steps in feature transformer
n_steps: number of steps of pass through tabbet
relax coefficient:
@@ -479,7 +479,7 @@ class TabNet(nn.Module):
out = torch.zeros(x.size(0), self.n_d).to(x.device)
for step in self.steps:
x_te, l = step(x, x_a, priors)
out += F.relu(x_te[:, : self.n_d]) # split the feautre from feat_transformer
out += F.relu(x_te[:, : self.n_d]) # split the feature from feat_transformer
x_a = x_te[:, self.n_d :]
sparse_loss.append(l)
return self.fc(out), sum(sparse_loss)

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@@ -232,7 +232,7 @@ class TRAModel(Model):
choice_all.append(pd.DataFrame(choice.detach().cpu().numpy(), index=index))
decay = self.rho ** (self.global_step // 100) # decay every 100 steps
lamb = 0 if is_pretrain else self.lamb * decay
reg = prob.log().mul(P).sum(dim=1).mean() # train router to predict OT assignment
reg = prob.log().mul(P).sum(dim=1).mean() # train router to predict TO assignment
if self._writer is not None and not is_pretrain:
self._writer.add_scalar("training/router_loss", -reg.item(), self.global_step)
self._writer.add_scalar("training/reg_loss", loss.item(), self.global_step)
@@ -663,7 +663,7 @@ 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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@@ -33,5 +33,5 @@ def count_parameters(models_or_parameters, unit="m"):
elif unit == "gb" or unit == "g":
counts /= 2 ** 30
elif unit is not None:
raise ValueError("Unknow unit: {:}".format(unit))
raise ValueError("Unknown unit: {:}".format(unit))
return counts