训练gbdt模型时的一些疑惑

[moesakura]

❓ Questions and Help

在训练gbdt模型的时候 准备数据的代码: https://github.com/microsoft/qlib/blob/main/qlib/contrib/model/gbdt.py#L37 data_key=DataHandlerLP.DK_L会让y(df["label"])全是NaN

然后训练的时候得到如下日志 [20] train's rmse: 0 valid's rmse: 0 [40] train's rmse: 0 valid's rmse: 0 [60] train's rmse: 0 valid's rmse: 0 [80] train's rmse: 0 valid's rmse: 0 [100]train's rmse: 0 valid's rmse: 0

如果移除data_key [20] train's rmse: 5.25546 valid's rmse: 3.89697 [40] train's rmse: 5.25546 valid's rmse: 3.89697 [60] train's rmse: 5.25546 valid's rmse: 3.89697 [80] train's rmse: 5.25546 valid's rmse: 3.89697 [100]train's rmse: 5.25546 valid's rmse: 3.89697 就不是0了

请问一下这里的train's rmse: 0 valid's rmse: 0 是因为我的模型参数没设置对呢? 还是受到data_key的影响了?

[SunsetWolf]

Hi, @moesakura Thank you for your attention to qlib, I tried to reproduce the problem but was unsuccessful, could you provide me with your yml file, it would be very helpful to reproduce the problem.