microsoft / microsoft/qlib

qlib可以支持string 特征吗?

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enhancement
Dominant language
Python
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Description

🌟 Feature Description

对于字符串特征直接存储字符串的原始值。不需要预编码成整数。

Motivation

  1. Application scenario
    对于深度模型来说,直接把字符串映射到一个emb,应该会比把字符串编码成整数再映射到emb,会省一些内存。对于一些新闻文本来说,直接由模型来学习文本向量会更加端到端。目前的qlib似乎不支持string类型的特征。这个是否能够添加支持。

Contributor guide

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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

The issue names no files, tests, or entry points. First clarify which Qlib feature-storage and model-input paths must accept raw strings, then inspect the existing feature representation and encoding flow. Done means string-valued features are supported end to end and the relevant behavior is covered by tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
28/100

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