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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@@ -52,36 +52,22 @@ TRAINING_TYPE = "regression"
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# 排除的因子列表
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EXCLUDED_FACTORS = [
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# 'GTJA_alpha016',
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# 'volatility_20',
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# 'current_ratio',
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# 'GTJA_alpha001',
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# 'GTJA_alpha141',
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# 'GTJA_alpha129',
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# 'GTJA_alpha164',
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# 'amivest_liq_20',
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# 'GTJA_alpha012',
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# 'debt_to_equity',
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# 'turnover_deviation',
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# 'GTJA_alpha073',
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# 'GTJA_alpha043',
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# 'GTJA_alpha032',
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# 'GTJA_alpha028',
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# 'GTJA_alpha090',
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# 'GTJA_alpha108',
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# 'GTJA_alpha105',
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# 'GTJA_alpha091',
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# 'GTJA_alpha119',
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# 'GTJA_alpha104',
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# 'GTJA_alpha163',
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# 'GTJA_alpha157',
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# 'cost_skewness',
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# 'GTJA_alpha176',
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# 'chip_transition',
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# 'amount_skewness_20',
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# 'GTJA_alpha148',
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# 'mean_median_dev',
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# 'downside_illiq_20',
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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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# 模型参数配置
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