microsoft / microsoft/qlib

GAT模型val_loss_epoch一直在上升

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bug
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Python
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Description

训练参数如下:
d_feat: 20
hidden_size: 64
num_layers: 2
dropout: 0.7
n_epochs: 200
lr: 1e-4
early_stop: 200
metric: loss
loss: mse
base_model: LSTM
model_path: "/root/autodl-tmp/qlib/examples/benchmarks/LSTM/csi300_lstm_ts.pkl"
GPU: 0

训练结果,200个epochloss下降到0.94左右,请问这个loss下降是否正常?降到多少才算合理?:
截屏2023-05-04 21 47 43
截屏2023-05-04 21 47 10
截屏2023-05-04 21 46 48

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Research direction

Start with the LSTM benchmark configuration associated with examples/benchmarks/LSTM/csi300_lstm_ts.pkl, using the reported training parameters and attached loss plots as context. Compare the training and validation behavior and trace how the loss metric is recorded. Done means determining whether the rising val_loss is expected or indicates a configuration or training issue, then documenting the evidence.

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Assessment

Tech stack
python
Domain
fintech-quant, machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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