-
Notifications
You must be signed in to change notification settings - Fork 5.3k
Make the DNN model compatible with CPU & Update the Estimator doc #49
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
Conversation
| - If region == ``qlib.config.REG_CN``, 'qlib' will be initialized in US-stock mode. | ||
| - If region == ``qlib.config.REG_US``, 'qlib' will be initialized in china-stock mode. | ||
| - If `region` == "us", ``Qlib`` will be initialized in US-stock mode. | ||
| - If `region` == "cn", ``Qlib`` will be initialized in china-stock mode. |
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 concerete value in is upper case here
I think change all of them to lower case will be better
| input_dim, | ||
| output_dim, | ||
| layers=(256, 256, 128), | ||
| layers=(256, 512, 768, 1024, 768, 512, 256, 128, 64), |
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.
Will the change of NN structure affects the performance greatly?
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.
Yes
qlib/contrib/model/pytorch_nn.py
Outdated
|
|
||
| self._fitted = False | ||
| self.dnn_model.cuda() | ||
|
|
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.
PEP8: too many blanks
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.
@Derek-Wds It seems that we have run the pep8 checker but the errors are not raised.

We use black with max line width set to 120 as our pep8 checker.
| layers = [input_dim] + list(layers) | ||
| dnn_layers = [] | ||
| drop_input = nn.Dropout(0.1) | ||
| drop_input = nn.Dropout(0.05) |
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.
Will these changes of structure affect the NN performance greatly?
Update Experiment2Feedback interface
Description
This pr aims to make the DNN model compatible with CPU and update the
Estimatordoc.Motivation and Context
The pr is related to #47
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Types of changes