feat(training): TabM模型量化交易优化

- 新增 CrossSectionSampler 支持截面数据采样(按交易日批处理)
- 新增 EnsembleQuantLoss (Huber + IC) 替代 MSE 作为损失函数
- 重构 TabMModel 支持量化场景:Rank IC 作为验证指标、CosineAnnealingLR学习率调度、梯度裁剪
- 支持 date_col 参数和特征对齐
- 更新实验配置 batch_size 2048 和 weight_decay 等超参数
This commit is contained in:
2026-04-01 00:20:05 +08:00
parent 36a3ccbcc8
commit c143815443
9 changed files with 492 additions and 60 deletions

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@@ -7,5 +7,14 @@ from src.training.components.models.lightgbm import LightGBMModel
from src.training.components.models.lightgbm_lambdarank import LightGBMLambdaRankModel
from src.training.components.models.tabpfn_model import TabPFNModel
from src.training.components.models.tabm_model import TabMModel
from src.training.components.models.cross_section_sampler import CrossSectionSampler
from src.training.components.models.ensemble_quant_loss import EnsembleQuantLoss
__all__ = ["LightGBMModel", "LightGBMLambdaRankModel", "TabPFNModel", "TabMModel"]
__all__ = [
"LightGBMModel",
"LightGBMLambdaRankModel",
"TabPFNModel",
"TabMModel",
"CrossSectionSampler",
"EnsembleQuantLoss",
]