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Method fit

qlib/model/base.py:25–60  ·  view source on GitHub ↗

Learn model from the base model .. note:: The attribute names of learned model should `not` start with '_'. So that the model could be dumped to disk. The following code example shows how to retrieve `x_train`, `y_train` and `w_train` from the `dat

(self, dataset: Dataset, reweighter: Reweighter)

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23 """Learnable Models"""
24
25 def fit(self, dataset: Dataset, reweighter: Reweighter):
26 """
27 Learn model from the base model
28
29 .. note::
30
31 The attribute names of learned model should `not` start with '_'. So that the model could be
32 dumped to disk.
33
34 The following code example shows how to retrieve `x_train`, `y_train` and `w_train` from the `dataset`:
35
36 .. code-block:: Python
37
38 # get features and labels
39 df_train, df_valid = dataset.prepare(
40 ["train", "valid"], col_set=["feature", "label"], data_key=DataHandlerLP.DK_L
41 )
42 x_train, y_train = df_train["feature"], df_train["label"]
43 x_valid, y_valid = df_valid["feature"], df_valid["label"]
44
45 # get weights
46 try:
47 wdf_train, wdf_valid = dataset.prepare(["train", "valid"], col_set=["weight"],
48 data_key=DataHandlerLP.DK_L)
49 w_train, w_valid = wdf_train["weight"], wdf_valid["weight"]
50 except KeyError as e:
51 w_train = pd.DataFrame(np.ones_like(y_train.values), index=y_train.index)
52 w_valid = pd.DataFrame(np.ones_like(y_valid.values), index=y_valid.index)
53
54 Parameters
55 ----------
56 dataset : Dataset
57 dataset will generate the processed data from model training.
58
59 """
60 raise NotImplementedError()
61
62 @abc.abstractmethod
63 def predict(self, dataset: Dataset, segment: Union[Text, slice] = "test") -> object:

Callers 4

train_multisegFunction · 0.45
train_mseFunction · 0.45
trainFunction · 0.45
test_both_datasetMethod · 0.45

Calls

no outgoing calls

Tested by 4

train_multisegFunction · 0.36
train_mseFunction · 0.36
trainFunction · 0.36
test_both_datasetMethod · 0.36