qlib icon indicating copy to clipboard operation
qlib copied to clipboard

Fix alstm models and the corresponding yaml documents

Open hellowordma opened this issue 1 year ago • 2 comments

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 of qlib.
  • [ ] If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • [√] Fix bugs
  • [ ] Add new feature
  • [ ] Update documentation

hellowordma avatar Jun 29 '23 02:06 hellowordma

@hellowordma please read the following Contributor License Agreement(CLA). If you agree with the CLA, please reply with the following information.

@microsoft-github-policy-service agree [company="{your company}"]

Options:

  • (default - no company specified) I have sole ownership of intellectual property rights to my Submissions and I am not making Submissions in the course of work for my employer.
@microsoft-github-policy-service agree
  • (when company given) I am making Submissions in the course of work for my employer (or my employer has intellectual property rights in my Submissions by contract or applicable law). I have permission from my employer to make Submissions and enter into this Agreement on behalf of my employer. By signing below, the defined term “You” includes me and my employer.
@microsoft-github-policy-service agree company="Microsoft"

Contributor License Agreement

@microsoft-github-policy-service agree

hellowordma avatar Jun 29 '23 02:06 hellowordma

Hi, I think there are three points that need to be looked at.

  1. GRU is also a type of LSTM structure, so it is correct to set "rnn_type: GRU" in the YAML file from this perspective.
  2. 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.
  3. Please check the issues reported by Pytest.

Fivele-Li avatar Aug 01 '23 11:08 Fivele-Li