Benchmark metrics#331
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javaThonc wants to merge 8 commits intomicrosoft:mainfrom
javaThonc:benchmark_metrics
Closed
Benchmark metrics#331javaThonc wants to merge 8 commits intomicrosoft:mainfrom javaThonc:benchmark_metrics
javaThonc wants to merge 8 commits intomicrosoft:mainfrom
javaThonc:benchmark_metrics
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you-n-g
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Mar 12, 2021
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| # Copyright (c) Microsoft Corporation. | |||
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| qlib_init: | |||
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| # Copyright (c) Microsoft Corporation. | |||
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| class HFSignalRecord(SignalRecord): | ||
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| | ALSTM (Yao Qin, et al.) | Alpha360 | 0.0493±0.01 | 0.3778±0.06| 0.0585±0.00 | 0.4606±0.04 | 0.0513±0.03 | 0.6727±0.38| -0.1085±0.02 | | ||
| | GATs (Petar Velickovic, et al.) | Alpha360 | 0.0475±0.00 | 0.3515±0.02| 0.0592±0.00 | 0.4585±0.01 | 0.0876±0.02 | 1.1513±0.27| -0.0795±0.02 | | ||
| | DoubleEnsemble (Chuheng Zhang, et al.) | Alpha360 | 0.0407±0.00| 0.3053±0.00 | 0.0490±0.00 | 0.3840±0.00 | 0.0380±0.02 | 0.5000±0.21 | -0.0984±0.02 | | ||
| | SFM (Liheng Zhang, et al.)| Alpha360 | 0.0314±0.00 | 0.2389±0.02| 0.0407±0.00 | 0.3245±0.01 | 0.0127±0.01 | 0.1440±0.07| -0.1631±0.01 | |
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How many experiments have been run before you get this result ?
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I ran it 5 times. I will run the model again and update it.
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@javaThonc Besides, please resolve the conflicts. |
you-n-g
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Aug 16, 2025
* change feedback tpl * feedback tpl changes * fix feedback tpl * fix train.py of feedback tpl * add rf model for feedback tpl * fix CI
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update the effect of Tabnet on Alpha 360/158 dataset and SFM effect on Alpha 360 after fixing the bugs