mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-30 17:41:18 +08:00
* 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 --------- Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
20 lines
1.0 KiB
Markdown
20 lines
1.0 KiB
Markdown
|
|
|
|
# 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.)](../README.md#Alpha158-dataset)
|
|
- `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](../README.md#Alpha158-dataset)
|
|
|
|
# TODO
|
|
|
|
- We will align existing models to current design.
|
|
|
|
- The result of `workflow_config_mlp.yaml` is different with the result of [MLP](../README.md#Alpha158-dataset) 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.
|