Add a new method to benchmarks: DoubleEnsemble #286
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Derek-Wds
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Feb 24, 2021
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LGTM! 😄
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you-n-g
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Mar 1, 2021
| - [SFM based on pytorch (Liheng Zhang, et al. 2017)](qlib/contrib/model/pytorch_sfm.py) | ||
| - [TFT based on tensorflow (Bryan Lim, et al. 2019)](examples/benchmarks/TFT/tft.py) | ||
| - [TabNet based on pytorch (Sercan O. Arik, et al. 2019)](qlib/contrib/model/pytorch_tabnet.py) | ||
| - [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. 2020)](qlib/contrib/model/double_ensemble.py) |
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Could you update your model results here ?
https://github.com/microsoft/qlib/tree/main/examples/benchmarks
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The results are up to date now.
| **kwargs | ||
| ): | ||
| self.base = base # "gbm" or "mlp", specifically, we use lgbm for "gbm" | ||
| self.k = k |
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Please give more details about the parameters.
Give it a full name at least
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OK. The new names are "base_model" and "num_models".
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@meng-ustc |
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Add a new method to benchmarks: DoubleEnsemble
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
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