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qlib/examples/benchmarks/GeneralPtNN
cyncyw c9ed050ef0 Ptnn4both datatypes and alignment tests (#1827)
* Init model for both dataset

* Remove some deprecated code

* Add model template;

* We must align with previous results

* We choose another mode as the initial version

* Almost success to run GRU

* Successfully run training

* Passed general_nn test

* gru test

* Alignment test passed

* comment

* fix readme & minor errors

* general nn updates & benchmarks

* Update examples/benchmarks/GeneralPtNN/workflow_config_gru2mlp.yaml

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Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-11 17:59:18 +08:00
..

Introduction

What is GeneralPtNN

  • Fix previous design that fail to support both Time-series and tabular data
  • Now you can just replace the Pytorch model structure to run a NN model.

We provide an example to demonstrate the effectiveness of the current design.

  • workflow_config_gru.yaml align with previous results GRU(Kyunghyun Cho, et al.)
    • workflow_config_gru2mlp.yaml to demonstrate we can convert config from time-series to tabular data with minimal changes
      • You only have to change the net & dataset class to make the conversion.
  • workflow_config_mlp.yaml achieved similar functionality with MLP

TODO

  • We will align existing models to current design.

  • The result of workflow_config_mlp.yaml is different with the result of MLP since GeneralPtNN has a different stopping method compared to previous implementations. Specificly, GeneralPtNN controls training according to epoches, whereas previous methods controlled by max_steps.