Comments (4)
That's a good shoot! Have you assessed the impact on final results?
from alphagen.
I obtained similar results. But omit alpha*loss_l1 may be bad idea?
from alphagen.
Thank you for your insightful suggestion. We'll make a decision after further evaluations.
from alphagen.
After careful assessment, we have found that l1 regularization has such a significant impact on the stability of the model that we cannot adopt this optimization as default. However, we have implemented it as an optional feature. Thank you for your contribution to this project, once again.
from alphagen.
Related Issues (20)
- gp.py
- ERROR - qlib.workflow - [utils.py:41] - An exception has been raised[ValueError: can't find a freq from [] that can resample to day!]. HOT 4
- 数据复权处似乎有误
- 训练中证全指时内存不足该如何解决 HOT 1
- 为什么PPO最后生成的因子个数和我设置的pool的大小不一致? HOT 2
- 请问class CSRank(UnaryOperator)是用来生成截面因子的算子吗? HOT 2
- 因子size较小时的test ic和test rank ic效果太好的问题 HOT 7
- 内存占用过高,运行时间过长问题 HOT 5
- 请问dso中的tf版本多少? HOT 2
- 能否将qlib的算子全部替换为alphagen的算子? HOT 1
- bug:单标的数据维度不对
- [Feat] 单因子挖掘 HOT 2
- 请问跑这个需要多少计算资源?
- 关于环境问题 HOT 1
- An exception has been raised[RuntimeError: Trying to create tensor with negative dimension -93: [-93, 300]].
- How to reproduce the experimental results in the paper?
- csi300.txt时效问题
- 关于IC值过高,回测效果却很一般 HOT 3
- 运行backtest.py的时候发现模型只交易一次
- Corr计算问题
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