qlib
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Fix alstm models and the corresponding yaml documents
Description
To make it possible to pass parameter of rnn_type. Otherwise, whatever rnn_type you choose, the code will adopt the default type --GRU model. This is an ALSTM model, instead of A-GRU model
Motivation and Context
To make it possible to pass parameter of rnn_type
How Has This Been Tested?
- [ ] Pass the test by running:
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
. - [ ] If you are adding a new feature, test on your own test scripts.
Screenshots of Test Results (if appropriate):
- Pipeline test:
- Your own tests:
Types of changes
- [√] Fix bugs
- [ ] Add new feature
- [ ] Update documentation
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Hi, I think there are three points that need to be looked at.
- GRU is also a type of LSTM structure, so it is correct to set "rnn_type: GRU" in the YAML file from this perspective.
- The "rnn_type" setting in the YAML file was not used, so it is fine to add input parameters to ALSTM. Further more, You can run a test based on the method in README.md, and if the results are better than the current ones, you can replace "GRU" with "LSTM" in the YAML file.
- Please check the issues reported by Pytest.