Add "mse" metric option to ALSTM.metric_fn #1810
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Enhance the metric_fn method of the ALSTM class to include the "mse" metric option.
Description
Add "mse" metric option to ALSTM.metric_fn
Motivation and Context
#1780 (comment)
User can choose "mse" metric to evaluate the model
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Pipeline test:
Your own tests:
Use the file qlib/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml for testing. Set
task -> model -> kwargs -> metrictomseand set n_jobs to 5 due to the memory limit of my computer.Types of changes