question about HIST pretrain model LSTM?

[LiuHao-THU]

hello, I have a question about the pre-train checkpoints in HIST.

when I train HIST Model with or without pre-train checkpoints model_lstm_csi300.pkl, the performance with pre-train checkpoints is much better than the model without it.

so how can I generate LSTM pre-train checkpoints? just train with the same settings using LSTM?

step1. Train LSTM and save checkpoints step2. Train HIST using previous LSTM init HIST's self.rnn

?

[you-n-g]

@Wentao-Xu Could you please help to answer this question?

[Wentao-Xu]

Yes, you can generate LSTM pre-train checkpoints and train with the same settings using LSTM. The training process is same as the steps you mentioned.

[github-actions[bot]]

This issue is stale because it has been open for three months with no activity. Remove the stale label or comment on the issue otherwise this will be closed in 5 days

[280777510]

@Wentao-Xu model_lstm_csi300.pkl

Dear author,How do I generate this file(microsoft/qlib/blob/main/examples/benchmarks/LSTM/model_lstm_csi300.pkl) by myself?