Merge pull request #457 from zhupr/fix_XGBoost_predict_error

fix XGBoost predict error
microsoft · Jun 2, 2021 · 6489674 · 6489674
2 parents 4ff0c4f + b2fe238
commit 6489674
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/qlib/contrib/model/xgboost.py b/qlib/contrib/model/xgboost.py
@@ -62,7 +62,7 @@ def predict(self, dataset: DatasetH, segment: Union[Text, slice] = "test"):
         if self.model is None:
             raise ValueError("model is not fitted yet!")
         x_test = dataset.prepare(segment, col_set="feature", data_key=DataHandlerLP.DK_I)
-        return pd.Series(self.model.predict(xgb.DMatrix(x_test.values)), index=x_test.index)
+        return pd.Series(self.model.predict(xgb.DMatrix(x_test)), index=x_test.index)
 
     def get_feature_importance(self, *args, **kwargs) -> pd.Series:
         """get feature importance