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不能正确运行LSTM例子
❓ Questions and Help
运行 qrun qlib/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml
[37672:MainThread](2024-01-16 23:57:08,420) INFO - qlib.LSTM - [pytorch_lstm_ts.py:244] - training...
[37672:MainThread](2024-01-16 23:57:08,420) INFO - qlib.LSTM - [pytorch_lstm_ts.py:248] - Epoch0:
[37672:MainThread](2024-01-16 23:57:08,421) INFO - qlib.LSTM - [pytorch_lstm_ts.py:249] - training...
[37672:MainThread](2024-01-16 23:58:09,626) INFO - qlib.LSTM - [pytorch_lstm_ts.py:251] - evaluating...
[37672:MainThread](2024-01-16 23:59:58,968) INFO - qlib.LSTM - [pytorch_lstm_ts.py:254] - train nan, valid nan
train 和 valid 都是nan
排查了一下 发现是
qlib\contrib\model\pytorch_lstm_ts.py +184
pred = self.LSTM_model(feature.float())
pred 全是Nan
请问是我的问题还是有什么奇怪的bug
我也是,很奇怪
多跑几轮就好了 前几轮都是Nan 跑10轮差不多 耐心~
貌似是catboost的问题,去掉这个我的就能work了。。。
I also encountered the same issue. There was no problem when running LightGBM158 in the example file, but both ALSTM and KRNN resulted in train nan and valid nan issues.