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Fix tft

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Jactus
2020-11-28 10:50:39 +08:00
parent d820d5b8f6
commit eaa9f1a80d
2 changed files with 1 additions and 4 deletions
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2
README.md
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@@ -201,9 +201,7 @@ Here is a list of models built on `Qlib`.
- [LSTM based on pytorcn](qlib/contrib/model/pytorch_lstm.py) - [LSTM based on pytorcn](qlib/contrib/model/pytorch_lstm.py)
- [ALSTM based on pytorcn](qlib/contrib/model/pytorch_alstm.py) - [ALSTM based on pytorcn](qlib/contrib/model/pytorch_alstm.py)
- [GATs based on pytorch](qlib/contrib/model/pytorch_gats.py) - [GATs based on pytorch](qlib/contrib/model/pytorch_gats.py)
- [TabNet based on pytorch](qlib/contrib/model/tabnet.py)
- [SFM based on pytorch](qlib/contrib/model/pytorch_sfm.py) - [SFM based on pytorch](qlib/contrib/model/pytorch_sfm.py)
- [HATs based on pytorch](qlib/contrib/model/pytorch_hats.py)
- [TFT based on tensorflow](examples/benchmarks/TFT/tft.py) - [TFT based on tensorflow](examples/benchmarks/TFT/tft.py)
Your PR of new Quant models is highly welcomed. Your PR of new Quant models is highly welcomed.

3
examples/benchmarks/TFT/tft.py
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@@ -233,9 +233,8 @@ class TFTModel(ModelFT):
tf.keras.backend.set_session(default_keras_session) tf.keras.backend.set_session(default_keras_session)
predict = format_score(p90_forecast, "pred", 0) # self.label_shift predict = format_score(p90_forecast, "pred", 0) # self.label_shift
label = format_score(targets, "label", 0)
# ===========================Predicting Process=========================== # ===========================Predicting Process===========================
return predict, label return predict
def finetune(self, dataset: DatasetH): def finetune(self, dataset: DatasetH):
""" """