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训练gbdt模型时的一些疑惑 #2041

@moesakura

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@moesakura

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在训练gbdt模型的时候
准备数据的代码:
https://github.com/microsoft/qlib/blob/main/qlib/contrib/model/gbdt.py#L37
data_key=DataHandlerLP.DK_L会让y(df["label"])全是NaN

然后训练的时候得到如下日志
[20] train's rmse: 0 valid's rmse: 0
[40] train's rmse: 0 valid's rmse: 0
[60] train's rmse: 0 valid's rmse: 0
[80] train's rmse: 0 valid's rmse: 0
[100]train's rmse: 0 valid's rmse: 0

如果移除data_key
[20] train's rmse: 5.25546 valid's rmse: 3.89697
[40] train's rmse: 5.25546 valid's rmse: 3.89697
[60] train's rmse: 5.25546 valid's rmse: 3.89697
[80] train's rmse: 5.25546 valid's rmse: 3.89697
[100]train's rmse: 5.25546 valid's rmse: 3.89697
就不是0了

请问一下这里的train's rmse: 0 valid's rmse: 0
是因为我的模型参数没设置对呢?
还是受到data_key的影响了?

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