Inconsistent workflow definition in examples/highfreq/workflow_config_High_Freq_Tree_Alpha158.yaml
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Description
The data_handler_config define label as : ["Ref($close, -2) / Ref($close, -1) - 1"] . However the model objective is binary:
model:
class: "HFLGBModel"
module_path: "qlib.contrib.model.highfreq_gdbt_model"
kwargs:
objective: 'binary'
I think either change the label as 0/1 or change model objective as 'l2' might be reasonable.
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Research direction
Start with examples/highfreq/workflow_config_High_Freq_Tree_Alpha158.yaml and inspect how HFLGBModel handles the configured label and objective. Confirm the intended pairing between the return-valued label and binary or l2 training, then update the example configuration and verify that the workflow runs with consistent settings.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100