From 0e8b94a552f1c457cfa6cd2c1bb3b87ebb3fb279 Mon Sep 17 00:00:00 2001 From: Wendi Li Date: Tue, 15 Feb 2022 09:27:51 +0800 Subject: [PATCH] Update README.md (#915) Add the memory and disk requirement of DDG-DA. --- examples/benchmarks_dynamic/DDG-DA/README.md | 15 +++++++++------ 1 file changed, 9 insertions(+), 6 deletions(-) diff --git a/examples/benchmarks_dynamic/DDG-DA/README.md b/examples/benchmarks_dynamic/DDG-DA/README.md index e113c7e937..9ad4690280 100644 --- a/examples/benchmarks_dynamic/DDG-DA/README.md +++ b/examples/benchmarks_dynamic/DDG-DA/README.md @@ -4,16 +4,16 @@ This is the implementation of `DDG-DA` based on `Meta Controller` component prov Please refer to the paper for more details: *DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation* [[arXiv](https://arxiv.org/abs/2201.04038)] -## Background +# Background In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known as concept drift. To handle concept drift, previous methods first detect when/where the concept drift happens and then adapt models to fit the distribution of the latest data. However, there are still many cases that some underlying factors of environment evolution are predictable, making it possible to model the future concept drift trend of the streaming data, while such cases are not fully explored in previous work. Therefore, we propose a novel method `DDG-DA`, that can effectively forecast the evolution of data distribution and improve the performance of models. Specifically, we first train a predictor to estimate the future data distribution, then leverage it to generate training samples, and finally train models on the generated data. -## Dataset +# Dataset The data in the paper are private. So we conduct experiments on Qlib's public dataset. Though the dataset is different, the conclusion remains the same. By applying `DDG-DA`, users can see rising trends at the test phase both in the proxy models' ICs and the performances of the forecasting models. -## Run the Code +# Run the Code Users can try `DDG-DA` by running the following command: ```bash python workflow.py run_all @@ -24,7 +24,10 @@ The default forecasting models are `Linear`. Users can choose other forecasting python workflow.py --forecast_model="gbdt" run_all ``` - -## Results - +# Results The results of related methods in Qlib's public dataset can be found [here](../) + +# Requirements +Here is the minimal hardware requirements to run the ``workflow.py`` of DDG-DA. +* Memory: 45G +* Disk: 4G