microsoft / microsoft/qlib

The Graph Related Models are broken

Open
#1,460 2 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

bug
Dominant language
Python
Stars
48.7k
Forks
7.7k
PR merge metrics
No merged PRs in 30d

Description

🐛 Bug Description

Due to the rearranging of the data in memory,
the TSDataSampler based Graph-based models will not work properly now.
Because the grouping by day mechanism is broken.

To Reproduce

Run this model.
https://github.com/microsoft/qlib/blob/main/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml

Expected Behavior

Screenshot

Environment

Note: User could run cd scripts && python collect_info.py all under project directory to get system information
and paste them here directly.

  • Qlib version:
  • Python version:
  • OS (Windows, Linux, MacOS):
  • Commit number (optional, please provide it if you are using the dev version):

Additional Notes

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by running examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml and inspecting how TSDataSampler groups data by day. Compare that behavior with the data rearrangement referenced in pull request 1342. Done means the TSDataSampler-based graph models run correctly and their day grouping is restored.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
30/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.