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