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factorvae's Introduction

Reproduce AAAI22-FactorVAE

Known Issues

  1. In factor_encoder.py, the PortfolioLayer misrepresent the paper's idea of "a portfolio set". The current version only use "one portfolio" instead of "a set of".
  2. Dataset now is not consistent with the paper due to some personal reason.
  3. In feature_extractor.py, the latent feature, which is the GRU's output, seems quirky.

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factorvae's Issues

复现结果

您好,非常感谢您的repo,想问一下您在实验的时候能复现论文的结果吗,在我这边模型效果差异比较大,不知道您有没有遇到

Input training data

Good morning!

I am having an issue with providing data for the dataset generator. What format should the data be in, and what files will I need to do this? I am excited to be able to reproduce the results from the paper.

Thank you!

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