feat(training): TabM 排序模型架构优化与 Rank-Gauss 标签工程

- TabMSetRank: 将 TabM 输出改为隐藏层特征,经 SetRankHead 交互后通过 final_mlp 输出 Ensemble 排序分
- SetRankHead 引入可学习残差缩放因子(Zero-init)与 Pre-Norm 结构,提升训练稳定性
- TabMRankTask 新增 Rank-Gauss 连续标签变换,支持标准分位数/指数增益/Rank-Gauss 三种标签模式
- 修复 NDCG 评估在负值标签下的计算问题
- 调整实验脚本超参数(dropout、hidden dim、weight decay)及排除因子列表
- 迁移废弃的 torch.cuda.amp 到 torch.amp,并将数据预加载至 GPU 减少循环拷贝
This commit is contained in:
2026-04-05 19:01:08 +08:00
parent 598f6eefd8
commit 1fa4ff9544
7 changed files with 205 additions and 105 deletions

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@@ -54,9 +54,22 @@ N_QUANTILES = 20
# 排除的因子列表
EXCLUDED_FACTORS = [
# 'debt_to_equity',
# 'GTJA_alpha016',
# 'GTJA_alpha141',
"amivest_liq_20",
"atr_price_impact",
"hui_heubel_ratio",
"corwin_schultz_spread_20",
"roll_spread_20",
"gibbs_effective_spread",
"overnight_illiq_20",
"illiq_volatility_20",
"amount_cv_20",
"amount_skewness_20",
"low_vol_days_20",
"liquidity_shock_momentum",
"downside_illiq_20",
"upside_illiq_20",
"illiq_asymmetry_20",
"pastor_stambaugh_proxy"
]