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lwwang1995
2020-11-11 11:35:17 +08:00
parent ad6c2e759f
commit e2d89f44fb
1 changed files with 0 additions and 11 deletions
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qlib/contrib/model/pytorch_gru.py
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@@ -170,16 +170,6 @@ class GRU(Model):
x_train, y_train = df_train["feature"], df_train["label"] x_train, y_train = df_train["feature"], df_train["label"]
x_valid, y_valid = df_valid["feature"], df_valid["label"] x_valid, y_valid = df_valid["feature"], df_valid["label"]
x_train.to_pickle('~/x_train_init.pkl')
y_train.to_pickle('~/y_train_init.pkl')
x_train = x_train.fillna(0)
y_train = y_train.fillna(0)
x_valid = x_valid.fillna(0)
y_valid = y_valid.fillna(0)
x_train.to_pickle('~/x_train.pkl')
y_train.to_pickle('~/y_train.pkl')
# Lightgbm need 1D array as its label # Lightgbm need 1D array as its label
save_path = create_save_path(save_path) save_path = create_save_path(save_path)
stop_steps = 0 stop_steps = 0
@@ -286,7 +276,6 @@ class GRU(Model):
raise ValueError("model is not fitted yet!") raise ValueError("model is not fitted yet!")
x_test = dataset.prepare("test", col_set="feature") x_test = dataset.prepare("test", col_set="feature")
x_test = x_test.fillna(0)
index = x_test.index index = x_test.index
x_test = torch.from_numpy(x_test.values).float() x_test = torch.from_numpy(x_test.values).float()