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Add "mse" metric option to ALSTM.metric_fn #1810

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merged 1 commit into from
Jun 19, 2024
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raikiriww
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Enhance the metric_fn method of the ALSTM class to include the "mse" metric option.

Description

Add "mse" metric option to ALSTM.metric_fn

Motivation and Context

#1780 (comment)

User can choose "mse" metric to evaluate the model

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
    image

  2. Your own tests:
    Use the file qlib/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml for testing. Set task -> model -> kwargs -> metric to mse and set n_jobs to 5 due to the memory limit of my computer.
    image

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Jun 19, 2024
@you-n-g you-n-g merged commit 73ec0f4 into microsoft:main Jun 19, 2024
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you-n-g commented Jun 19, 2024

Thanks for your great effort!

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2 participants