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Method train_submodel

qlib/contrib/model/double_ensemble.py:105–124  ·  view source on GitHub ↗
(self, df_train, df_valid, weights, features)

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103 features = self.feature_selection(df_train, loss_values)
104
105 def train_submodel(self, df_train, df_valid, weights, features):
106 dtrain, dvalid = self._prepare_data_gbm(df_train, df_valid, weights, features)
107 evals_result = dict()
108
109 callbacks = [lgb.log_evaluation(20), lgb.record_evaluation(evals_result)]
110 if self.early_stopping_rounds:
111 callbacks.append(lgb.early_stopping(self.early_stopping_rounds))
112 self.logger.info("Training with early_stopping...")
113
114 model = lgb.train(
115 self.params,
116 dtrain,
117 num_boost_round=self.epochs,
118 valid_sets=[dtrain, dvalid],
119 valid_names=["train", "valid"],
120 callbacks=callbacks,
121 )
122 evals_result["train"] = list(evals_result["train"].values())[0]
123 evals_result["valid"] = list(evals_result["valid"].values())[0]
124 return model
125
126 def _prepare_data_gbm(self, df_train, df_valid, weights, features):
127 x_train, y_train = df_train["feature"].loc[:, features], df_train["label"]

Callers 1

fitMethod · 0.95

Calls 4

_prepare_data_gbmMethod · 0.95
valuesMethod · 0.80
infoMethod · 0.45
trainMethod · 0.45

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