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fix(model): add pretrain toggle to HIST model #2170

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fix(model): add pretrain toggle to HIST model #2170

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39 changes: 21 additions & 18 deletions qlib/contrib/model/pytorch_hist.py
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Original file line number Diff line number Diff line change
Expand Up @@ -59,6 +59,7 @@ def __init__(
optimizer="adam",
GPU=0,
seed=None,
pretrain=True,
**kwargs,
):
# Set logger.
Expand All @@ -82,6 +83,7 @@ def __init__(
self.stock_index = stock_index
self.device = torch.device("cuda:%d" % (GPU) if torch.cuda.is_available() and GPU >= 0 else "cpu")
self.seed = seed
self.pretrain = pretrain

self.logger.info(
"HIST parameters setting:"
Expand Down Expand Up @@ -277,24 +279,25 @@ def fit(
evals_result["valid"] = []

# load pretrained base_model
if self.base_model == "LSTM":
pretrained_model = LSTMModel()
elif self.base_model == "GRU":
pretrained_model = GRUModel()
else:
raise ValueError("unknown base model name `%s`" % self.base_model)

if self.model_path is not None:
self.logger.info("Loading pretrained model...")
pretrained_model.load_state_dict(torch.load(self.model_path))

model_dict = self.HIST_model.state_dict()
pretrained_dict = {
k: v for k, v in pretrained_model.state_dict().items() if k in model_dict # pylint: disable=E1135
}
model_dict.update(pretrained_dict)
self.HIST_model.load_state_dict(model_dict)
self.logger.info("Loading pretrained model Done...")
if self.pretrain:
if self.base_model == "LSTM":
pretrained_model = LSTMModel()
elif self.base_model == "GRU":
pretrained_model = GRUModel()
else:
raise ValueError("unknown base model name `%s`" % self.base_model)

if self.model_path is not None:
self.logger.info("Loading pretrained model...")
pretrained_model.load_state_dict(torch.load(self.model_path))

model_dict = self.HIST_model.state_dict()
pretrained_dict = {
k: v for k, v in pretrained_model.state_dict().items() if k in model_dict # pylint: disable=E1135
}
model_dict.update(pretrained_dict)
self.HIST_model.load_state_dict(model_dict)
self.logger.info("Loading pretrained model Done...")

# train
self.logger.info("training...")
Expand Down