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Fix alstm models and the corresponding yaml documents #1575

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Description

To make it possible to pass parameter of rnn_type. Otherwise, whatever rnn_type you choose, the code will adopt the default type --GRU model. This is an ALSTM model, instead of A-GRU model

Motivation and Context

To make it possible to pass parameter of rnn_type

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • [√] Fix bugs
  • Add new feature
  • Update documentation

change the rnn_type from GRU to LSTM as it should be
change the rnn_type from GRU to LSTM as its should be
Update workflow_config_alstm_Alpha360.yaml
Update workflow_config_alstm_Alpha158.yaml
To make it possible to pass parameter of rnn_type. Otherwise, whatever rnn_type you choose, the  code will adopt the default type --GRU model. This is an ALSTM model, instead of A-GRU model
To make it possible to pass parameter of rnn_type. Otherwise, whatever rnn_type you choose, the  code will adopt the default type --GRU model. This is an ALSTM model, instead of A-GRU model
@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Jun 29, 2023
@hellowordma
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@Fivele-Li
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Hi, I think there are three points that need to be looked at.

  1. GRU is also a type of LSTM structure, so it is correct to set "rnn_type: GRU" in the YAML file from this perspective.
  2. The "rnn_type" setting in the YAML file was not used, so it is fine to add input parameters to ALSTM. Further more, You can run a test based on the method in README.md, and if the results are better than the current ones, you can replace "GRU" with "LSTM" in the YAML file.
  3. Please check the issues reported by Pytest.

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