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