-
Notifications
You must be signed in to change notification settings - Fork 2.6k
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Add a new method to benchmarks: DoubleEnsemble #286
Conversation
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
@@ -232,6 +232,7 @@ Here is a list of models built on `Qlib`. | |||
- [SFM based on pytorch (Liheng Zhang, et al. 2017)](qlib/contrib/model/pytorch_sfm.py) | |||
- [TFT based on tensorflow (Bryan Lim, et al. 2019)](examples/benchmarks/TFT/tft.py) | |||
- [TabNet based on pytorch (Sercan O. Arik, et al. 2019)](qlib/contrib/model/pytorch_tabnet.py) | |||
- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. 2020)](qlib/contrib/model/double_ensemble.py) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Could you update your model results here ?
https://github.com/microsoft/qlib/tree/main/examples/benchmarks
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
The results are up to date now.
**kwargs | ||
): | ||
self.base = base # "gbm" or "mlp", specifically, we use lgbm for "gbm" | ||
self.k = k |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Please give more details about the parameters.
Give it a full name at least
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
OK. The new names are "base_model" and "num_models".
@meng-ustc |
Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Types of changes