fulifeng/Temporal_Relational_Stock_Ranking

rank loss func bug

Opened this issue · 4 comments

MLightM commented

rank loss should be ''..... - tf.multiply(pre_pw_dif, gt_pw_dif) ...‘’, '-' is missing when define the loss in rank_lstm.py

fulifeng commented

Come on! Please check the difference when we calculate: pre_pw_dif and gt_pw_dif

  • 👍1
MLightM commented

Come on! Please check the difference when we calculate: pre_pw_dif and gt_pw_dif

oh... yes, you are right, thanks!

wjhmike95 commented

why do you use "mean" to reduce rank loss instead of "sum" which is from loss equation in the essay?

ownnaruto commented

Is this loss really useful？I try so many times, just find that the results without rank loss are much better!