update TSDataSampler refineing the memory layout of data array to speed up NN training #1342
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@microsoft-github-policy-service agree |
you-n-g
reviewed
Nov 11, 2022
qlib/data/dataset/__init__.py
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| return tsds | ||
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| __all__ = ["Optional", "Dataset", "DatasetH"] | ||
| __all__ = ["Optional"] |
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Why do we have to remove "Dataset", "DatasetH"
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it seems to be deleted by some auto format, I think it should not be deleted.
qlib/data/dataset/__init__.py
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| @@ -532,15 +565,21 @@ def __getitem__(self, idx: Union[int, Tuple[object, str], List[int]]): | |||
| # precision problems. It will not cause any problems in my tests at least | |||
| indices = np.nan_to_num(indices.astype(np.float64), nan=self.nan_idx).astype(int) | |||
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| data = self.data_arr[indices] | |||
| if ( | |||
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Will this be safer?
(np.diff(indices) == 1).all()
qianyun210603
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Mar 23, 2023
…ed up NN training (microsoft#1342) * update TSDataSampler * reformat code with black * use pre-commit to reformat the code * Add documents * More docstring * More Safety Co-authored-by: Young <afe.young@gmail.com>
qianyun210603
pushed a commit
to qianyun210603/qlib
that referenced
this pull request
Mar 23, 2023
…ed up NN training (microsoft#1342) * update TSDataSampler * reformat code with black * use pre-commit to reformat the code * Add documents * More docstring * More Safety Co-authored-by: Young <afe.young@gmail.com>
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Description
update TSDataSampler refineing the memory layout of data array to speed up NN training
Motivation and Context
update TSDataSampler refineing the memory layout of data array to speed up NN training
Types of changes