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added KRNN and Sandwich models and their example results based on Alpha360 #1414

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Merged
merged 23 commits into from
May 26, 2023
Merged

added KRNN and Sandwich models and their example results based on Alpha360 #1414

merged 23 commits into from
May 26, 2023

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yaxuan999
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@yaxuan999 yaxuan999 commented Jan 10, 2023 •
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Description

Motivation and Context

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

@github-actions github-actions bot added documentation Improvements or additions to documentation waiting for triage Cannot auto-triage, wait for triage. labels Jan 10, 2023
@yaxuan999
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@microsoft-github-policy-service agree [company="MSRA"]

@yaxuan999
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@microsoft-github-policy-service agree company="MSRA"

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Contributor License Agreement installed

@yaxuan999 yaxuan999 closed this Mar 29, 2023
@yaxuan999 yaxuan999 reopened this Mar 29, 2023
@yaxuan999
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@microsoft-github-policy-service agree company="MSRA"

@yaxuan999 yaxuan999 closed this Mar 30, 2023
@yaxuan999 yaxuan999 reopened this Mar 31, 2023
you-n-g
you-n-g requested changes Apr 14, 2023
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qlib/contrib/model/pytorch_krnn.py
return y


class KRNNEncoderBase(nn.Module):
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Why we have 2 same KRNNEncoderBase in the code?

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changed

qlib/contrib/model/pytorch_krnn.py
return hids


class CNNKRNNEncoder(nn.Module):
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CNNKRNNEncoder have two similar version as well.
Please merge them

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changed

@you-n-g you-n-g merged commit efffb28 into microsoft:main May 26, 2023
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@you-n-g you-n-g you-n-g requested changes

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@yaxuan999 @you-n-g