{"id":1302,"date":"2024-08-11T09:10:00","date_gmt":"2024-08-11T01:10:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1302"},"modified":"2024-08-08T16:51:31","modified_gmt":"2024-08-08T08:51:31","slug":"%e5%85%a8%e6%96%b0%e9%87%91%e8%9e%8d%e8%b5%84%e4%ba%a7%e4%bb%b7%e6%a0%bc%e8%bf%90%e5%8a%a8%e8%b5%b0%e5%8a%bf%e9%a2%84%e6%b5%8b%e6%a1%86%e6%9e%b6lara","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/08\/11\/%e5%85%a8%e6%96%b0%e9%87%91%e8%9e%8d%e8%b5%84%e4%ba%a7%e4%bb%b7%e6%a0%bc%e8%bf%90%e5%8a%a8%e8%b5%b0%e5%8a%bf%e9%a2%84%e6%b5%8b%e6%a1%86%e6%9e%b6lara\/","title":{"rendered":"\u5168\u65b0\u91d1\u878d\u8d44\u4ea7\u4ef7\u683c\u8fd0\u52a8\u8d70\u52bf\u9884\u6d4b\u6846\u67b6LARA"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/666.jpg\" alt=\"\" class=\"wp-image-1299\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u4ef7\u683c\u8d70\u52bf\u9884\u6d4b\u65e8\u5728\u6839\u636e\u5f53\u524d\u5e02\u573a\u4fe1\u606f\u9884\u6d4b\u91d1\u878d\u8d44\u4ea7\u8d8b\u52bf\uff0c\u76ee\u524d\u5927\u591a\u6570\u73b0\u6709\u7684\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\u90fd\u4e0e\u6781\u4f4e\u7684\u4fe1\u566a\u6bd4\u548c\u91d1\u878d\u6570\u636e\u7684\u968f\u673a\u6027\u4f5c\u6597\u4e89\uff0c\u7ecf\u5e38\u5c06\u566a\u58f0\u8bef\u8ba4\u4e3a\u771f\u5b9e\u7684\u4ea4\u6613\u4fe1\u53f7\uff0c\u800c\u6ca1\u6709\u4ed4\u7ec6\u9009\u62e9\u6f5c\u5728\u7684\u4f18\u8d28\u7684\u6837\u672c\u3002<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u6587\u63d0\u51fa\u4e86\u4e00\u4e2a\u65b0\u7684\u4ef7\u683c\u8fd0\u52a8\u9884\u6d4b\u6846\u67b6LARA\uff0c<\/mark>\u5b83\u6709\u4e24\u4e2a\u4e3b\u8981\u7ec4\u6210\u90e8\u5206\uff1a\u4f4d\u7f6e\u611f\u77e5\u6ce8\u610f(LA-Attention)\u548c\u8fed\u4ee3\u7ec6\u5316\u6807\u8bb0(RA-Labeling)\u3002\u5728\u4e09\u4e2a\u73b0\u5b9e\u4e16\u754c\u91d1\u878d\u5e02\u573a\uff1a\u80a1\u7968\u3001\u52a0\u5bc6\u8d27\u5e01\u548cetf\u7684\u4e00\u7cfb\u5217\u5b9e\u9a8c\u4e2d\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">LARA\u5728\u7684\u8868\u73b0\u660e\u663e\u4f18\u4e8e\u51e0\u79cd\u57fa\u4e8e\u673a\u5668\u5b66\u4e60\u7684\u65b9\u6cd5\u3002<\/mark><\/pre>\n<\/blockquote>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u201c<\/strong>Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling<strong>\u201d<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-10.png\" alt=\"\" class=\"wp-image-1300\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u7b80\u4ecb<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u8fd0\u52a8\u9884\u6d4b\u5728\u91cf\u5316\u91d1\u878d\u4e2d\u662f\u4e00\u4e2a\u5173\u952e\u4e14\u5177\u6709\u6311\u6218\u6027\u7684\u4efb\u52a1\u3002\u4f20\u7edf\u7684\u6709\u6548\u5e02\u573a\u5047\u8bf4\u8ba4\u4e3a\u5e02\u573a\u4fe1\u606f\u6548\u7387\u9ad8\uff0c\u4ef7\u683c\u53d8\u52a8\u5e94\u8be5\u662f\u4e0d\u53ef\u9884\u6d4b\u7684\u3002\u7136\u800c\uff0c\u5b9e\u8df5\u4e2d\u5b8c\u7f8e\u7684\u6548\u7387\u662f\u4e0d\u53ef\u80fd\u5b9e\u73b0\u7684\uff0c\u56e0\u4e3a\u5b58\u5728\u4fe1\u606f\u4e0d\u5bf9\u79f0\u548c\u4ea4\u6613\u8005\u4e4b\u95f4\u7684\u201c\u566a\u97f3\u201d\u884c\u4e3a\u3002\u673a\u5668\u5b66\u4e60\u5728\u5bfb\u6c42\u201c\u51fb\u8d25\u5e02\u573a\u201d\u548c\u83b7\u5f97\u8d85\u989d\u56de\u62a5\u65b9\u9762\u53d8\u5f97\u8d8a\u6765\u8d8a\u6d41\u884c\uff0c\u5e76\u53d6\u5f97\u4e86\u4ee4\u4eba\u671f\u5f85\u7684\u7ed3\u679c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5229\u7528\u673a\u5668\u5b66\u4e60\u6280\u672f\u8fdb\u884c\u91d1\u878d\u9884\u6d4b\u7684\u4e24\u4e2a\u4e3b\u8981\u6b65\u9aa4\uff1a\u6316\u6398\u4e0e\u8d44\u4ea7\u56de\u62a5\u76f8\u5173\/\u9884\u6d4b\u7684\u6709\u6548\u56e0\u7d20\uff0c\u5e76\u5c06\u8fd9\u4e9b\u56e0\u7d20\u4f5c\u4e3a\u7279\u5f81\u8f93\u5165\u5230\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u4e2d\u751f\u6210\u4ea4\u6613\u4fe1\u53f7\u3002\u7136\u800c\uff0c\u91d1\u878d\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u7684\u4fe1\u566a\u6bd4\u6781\u4f4e\uff0c\u5bb9\u6613\u51fa\u73b0\u8fc7\u62df\u5408\u7684\u60c5\u51b5\u3002\u56e0\u6b64\uff0c\u672c\u6587\u63d0\u51fa\u4e86\u4e00\u79cd\u66f4\u52a0\u6709\u6548\u548c\u7a33\u5065\u7684\u65b9\u6cd5\uff0c\u5373\u4e13\u6ce8\u4e8e\u5177\u6709\u6f5c\u5728\u53ef\u9884\u6d4b\u6027\u548c\u76c8\u5229\u6027\u7684\u7279\u5b9a\u6837\u672c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u9ad8\u566a\u58f0\u6570\u636e\u4e0b\u8fdb\u884c\u4ef7\u683c\u8fd0\u52a8\u9884\u6d4b\u7684\u4e24\u4e2a\u6280\u672f\u6311\u6218\uff0c\u672c\u6587\u9488\u5bf9\u8fd9\u4e24\u4e2a\u6311\u6218\u63d0\u51fa\u4e86\u5bf9\u5e94\u7684\u89e3\u51b3\u65b9\u6848\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6311\u62181\uff1a\u5982\u4f55\u6709\u6548\u63d0\u53d6\u6f5c\u5728\u6709\u5229\u53ef\u56fe\u7684\u6837\u672c\uff1f<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5c40\u90e8\u611f\u77e5\u6ce8\u610f\u529b\uff08LA-Attention\uff09\u5305\u62ec\u5ea6\u91cf\u5b66\u4e60\u6a21\u5757\u548c\u5b9a\u4f4d\u6a21\u5757\u3002\u5ea6\u91cf\u5b66\u4e60\u6a21\u5757\u7528\u4e8e\u6784\u5efa\u66f4\u597d\u7684\u5ea6\u91cf\uff0c\u5b9a\u4f4d\u6a21\u5757\u5219\u7528\u4e8e\u660e\u786e\u63d0\u53d6\u6f5c\u5728\u6709\u5229\u6837\u672c\u3002\u5ea6\u91cf\u5b66\u4e60\u6a21\u5757\u901a\u8fc7\u5b66\u4e60\u66f4\u517c\u5bb9\u7684\u8ddd\u79bb\u5ea6\u91cf\u6765\u8f85\u52a9\u5b9a\u4f4d\u6a21\u5757\u3002\u5b9a\u4f4d\u6a21\u5757\u65e8\u5728\u901a\u8fc7\u5c40\u90e8\u6574\u5408\u6807\u7b7e\u4fe1\u606f\u6765\u63d0\u53d6\u6f5c\u5728\u6709\u5229\u6837\u672c\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6311\u62182\uff1a\u5982\u4f55\u81ea\u9002\u5e94\u5730\u4f18\u5316\u6f5c\u5728\u76c8\u5229\u6837\u672c\u7684\u6807\u7b7e\uff1f<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6709\u4e24\u79cd\u65b9\u6cd5\u6765\u63d0\u9ad8\u91d1\u878d\u5e02\u573a\u9884\u6d4b\u6a21\u578b\u7684\u6027\u80fd\u3002\u7b2c\u4e00\u79cd\u662fLA-Attention\u65b9\u6cd5\uff0c\u901a\u8fc7\u5173\u6ce8\u6807\u7b7e\u4fe1\u606f\u6765\u63d0\u53d6\u6f5c\u5728\u7684\u6709\u5229\u6837\u672c\uff0c\u5e76\u6784\u5efa\u66f4\u51c6\u786e\u7684\u5206\u7c7b\u5668\u3002\u7b2c\u4e8c\u79cd\u662fRA-Labeling\u65b9\u6cd5\uff0c\u901a\u8fc7\u591a\u4e2a\u9884\u6d4b\u5668\u8fed\u4ee3\u5730\u7ec6\u5316\u6f5c\u5728\u6709\u5229\u6837\u672c\u7684\u566a\u58f0\u6807\u7b7e\uff0c\u5e76\u5c06\u591a\u4e2a\u9884\u6d4b\u5668\u7ed3\u5408\u8d77\u6765\u63d0\u9ad8\u6a21\u578b\u7684\u6cdb\u5316\u80fd\u529b\u3002\u5b9e\u9a8c\u7ed3\u679c\u8868\u660e\uff0cLARA\u65b9\u6cd5\u5728\u4e09\u4e2a\u771f\u5b9e\u91d1\u878d\u5e02\u573a\u4e0a\u663e\u8457\u4f18\u4e8e\u5176\u4ed6\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u76f8\u5173\u5de5\u4f5c<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u4ef7\u683c\u8d70\u52bf\u9884\u6d4b\u3002<\/strong>\u57fa\u4e8e\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\u7684\u4ef7\u683c\u8d70\u52bf\u9884\u6d4b\u6709\u4e24\u4e2a\u4e3b\u8981\u7684\u7814\u7a76\u65b9\u5411\u3002(1)\u4e13\u6ce8\u4e8e\u901a\u8fc7\u5f15\u5165\u989d\u5916\u7684\u8d22\u52a1\u6570\u636e\u6e90\u6765\u6539\u8fdb\u9884\u6d4b\u3002(2)\u5f00\u53d1\u4e13\u95e8\u7684\u9884\u6d4b\u6a21\u578b\u4ee5\u63d0\u9ad8\u9884\u6d4b\u7cbe\u5ea6\u3002\u5c3d\u7ba1\u5728\u4ef7\u683c\u8fd0\u52a8\u9884\u6d4b\u65b9\u9762\u505a\u51fa\u4e86\u8d8a\u6765\u8d8a\u591a\u7684\u52aa\u529b\uff0c\u4f46\u5728\u4e00\u4e2a\u6781\u5176\u5608\u6742\u7684\u5e02\u573a\u4e2d\uff0c\u5f88\u5c11\u6709\u4eba\u660e\u786e\u5730\u5c06\u8f85\u52a9\u6807\u7b7e\u4fe1\u606f\u7eb3\u5165\u5176\u4e2d\u3002\u6211\u4eec\u63d0\u51fa\u4e86\u4e24\u6b65LA-Attention\u6765\u6709\u6548\u5730\u63d0\u53d6\u6f5c\u5728\u7684\u6709\u5229\u53ef\u56fe\u7684\u6837\u672c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u5904\u7406\u6807\u7b7e\u566a\u97f3\u3002<\/strong>\u5728\u8bb8\u591a\u73b0\u5b9e\u4e16\u754c\u7684\u5e94\u7528\u4e2d\uff0c\u4f7f\u7528\u566a\u58f0\u6807\u7b7e\u8fdb\u884c\u5b66\u4e60\u662f\u4e00\u4e2a\u5171\u540c\u7684\u6311\u6218\u3002SEAL(\u81ea\u8fdb\u5316\u5e73\u5747\u6807\u7b7e)\u65e8\u5728\u89e3\u51b3\u5b9e\u4f8b\u4f9d\u8d56\u7684\u6807\u7b7e\u566a\u58f0\u3002\u9664\u4e86\u6807\u8bb0\u65b9\u6cd5\u5916\uff0c\u8fd8\u53ef\u4ee5\u901a\u8fc7\u7279\u5f81\u5411\u91cf(FINE)\u8fc7\u6ee4\u566a\u58f0\u5b9e\u4f8b\uff0c\u6216\u8005\u901a\u8fc7\u5206\u6790\u4e24\u4e2a\u6a21\u578b\u4e4b\u95f4\u7684\u9884\u6d4b\u503c\u6765\u52a8\u6001\u9009\u62e9\u8bad\u7ec3\u6837\u672c\u3002\u7136\u800c\uff0c\u5728\u91cf\u5316\u6295\u8d44\u7684\u80cc\u666f\u4e0b\uff0c\u7531\u4e8e\u6781\u7aef\u7684\u566a\u58f0\u6c34\u5e73\uff0c\u8fd9\u4e9b\u65b9\u6cd5\u53ef\u80fd\u4e0d\u591f\u3002\u7b80\u5355\u7684\u6807\u7b7e\u4fee\u6539\u6216\u566a\u58f0\u6837\u54c1\u53bb\u9664\u53ef\u80fd\u4f1a\u65e0\u610f\u4e2d\u589e\u52a0\u4e0d\u786e\u5b9a\u6027\u6216\u6d88\u9664\u6f5c\u5728\u7684\u76c8\u5229\u673a\u4f1a\u3002\u76f8\u6bd4\u4e4b\u4e0b\uff0c\u6211\u4eec\u7684RA-Labeling\u65b9\u6cd5\u65e8\u5728\u81ea\u9002\u5e94\u5730\u7ec6\u5316\u6f5c\u5728\u6709\u5229\u53ef\u56fe\u6837\u672c\u7684\u566a\u58f0\u6807\u7b7e\uff0c\u4ee5\u6784\u5efa\u566a\u58f0-robsut\u6a21\u578b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-7.webp\" alt=\"\" class=\"wp-image-1301\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u9884\u5907\u77e5\u8bc6<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u95ee\u9898\u7684\u8bbe\u7f6e\u3002<\/strong>\u8003\u8651\u8d44\u4ea7\u4ea4\u6613\u4ef7\u683c\u5728T\u65f6\u95f4\u6b65\u957f\u7684\u65f6\u95f4\u5e8f\u5217Price t\u3002\u6211\u4eec\u91c7\u7528\u56fa\u5b9a\u65f6\u95f4\u8303\u56f4\u7684\u65b9\u6cd5\u6765\u5b9a\u4e49\u8d44\u4ea7\u4ef7\u683c\u8d8b\u52bf\u3002\u6807\u7b7eyt\u8868\u793a\u8d44\u4ea7\u4ef7\u683c\u5728\u4e00\u6bb5\u65f6\u95f4\u5185\u7684\u56de\u62a5\u2206\u662f\u5426\u8d85\u8fc7\u67d0\u4e2a\u9884\u5b9a\u4e49\u7684\u9608\u503c\u03bb\u3002\u5bf9\u4e8e\u957f\u671f\u9884\u6d4b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-1-1.webp\" alt=\"\" class=\"wp-image-1302\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u5bf9\u4e8e\u77ed\u671f\u9884\u6d4b\uff0c\u5982\u679cPrice t+\u2206\/Price t-1 &lt; -\u03bb\uff0c\u6211\u4eec\u8bbe\u6807\u7b7e1\uff0c\u5426\u5219\u8bbe\u6807\u7b7e0\u3002\u5728\u8bad\u7ec3\u6b65\u9aa4t\uff0c\u57fa\u4e8e\u622a\u81f3\u65f6\u95f4t\u7684\u4ef7\u683c\u548c\u91cf\u7684\u4fe1\u606f\u8ba1\u7b97\u7279\u5f81\u5411\u91cfx\uff0c\u5176\u6807\u7b7ey={0,1}\u3002\u6211\u4eec\u5c06\u8bad\u7ec3\u96c6\u8868\u793a\u4e3aX\u4e0e\u5b83\u7684\u6807\u7b7ey\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u76ee\u6807\u3002<\/strong>\u4ef7\u683c\u8d70\u52bf\u9884\u6d4b\u65e8\u5728\u5efa\u7acb\u4e00\u4e2a(\u4e8c\u5143)\u53c2\u6570\u5316\u5206\u7c7b\u5668f\u03b8\uff0c\u5176\u4e2df\u03b8(Xt)=Pr(Yt=1)\u8868\u793a\u4ef7\u683c\u8d8b\u52bfYt\u662f\u5426\u8d85\u8fc7\u9884\u5b9a\u4e49\u9608\u503c\u03bb\u7684\u6982\u7387\u3002\u4e3a\u4e86\u9632\u6b62\u91d1\u878d\u6570\u636e\u7684\u6570\u636e\u6cc4\u9732\u95ee\u9898\uff0cf\u03b8(xt)\u4ec5\u6839\u636e\u622a\u81f3t\u7684\u4ef7\u683c\u4fe1\u606f\u5bf9\u524d\u2206\u6b65(t+\u2206)\u7684\u8d44\u4ea7\u4ef7\u683c\u8d8b\u52bfyt\u8fdb\u884c\u9884\u6d4b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u9ad8px\u6837\u672c\u3002<\/strong>\u6211\u4eec\u5047\u8bbe\u9884\u6d4b\u6807\u7b7eyt~Bernoulli(p xt)\u7684\u6761\u4ef6\u662f\u5df2\u77e5\u4fe1\u606fxt\u5728\u7b2ct\u4e2a\u65f6\u95f4\u6b65\u957f\u3002\u8fd9\u610f\u5473\u7740\u6211\u4eec\u4ee5\u57fa\u4e8e\u5f53\u524d\u5e02\u573a\u6761\u4ef6\u7684\u6982\u7387p xt\u89c2\u5bdf\u5230\u6b63\u7c7b\u3002p xt\u8d8a\u5927\uff0c\u8868\u660e\u8d44\u4ea7\u4ef7\u683c\u7684\u8d8b\u52bf\u8d8a\u5f3a\uff0c\u4e0d\u786e\u5b9a\u6027\u8d8a\u4f4e\uff0c\u56e0\u6b64\u5728\u8fd9\u4e2a\u65f6\u95f4\u6b65\u957f\u7684\u9884\u6d4b\u66f4\u53ef\u9760\u3002\u4e3a\u4e86\u505a\u51fa\u66f4\u51c6\u786e\u7684\u9884\u6d4b\uff0c\u6211\u4eec\u6536\u96c6\u5177\u6709\u9ad8p xt\u7684\u6837\u672c\uff0c\u5176\u4e2dp xt\u5927\u4e8e\u7ed9\u5b9a\u9608\u503c(thres)\u3002\u7136\u800c\uff0c\u4e0d\u53ef\u80fd\u4ece\u8f93\u5165\u6570\u636e\u4e2d\u83b7\u5f97\u786e\u5207\u7684\u6f5c\u5728\u6982\u7387p xt\uff0c\u56e0\u4e3a\u6211\u4eec\u53ea\u80fd\u5728\u4e00\u4e2a\u7279\u5b9a\u7684\u65f6\u95f4\u6b65\u957f\u89c2\u5bdf\u5230\u5206\u5e03yt~Bernoulli(p xt)\u7684\u4e00\u4e2a\u6837\u672c\u3002\u56e0\u6b64\uff0c\u6211\u4eec\u5f15\u5165\u4f4d\u7f6e\u611f\u77e5\u6ce8\u610f\u6765\u7ed9\u51fap xt\u7684\u8fd1\u4f3c\u4f30\u8ba1\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09<\/strong>\u3001<strong>LARA<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">LARA\u6846\u67b6\u5305\u62ec\u4e24\u4e2a\u4e3b\u8981\u7ec4\u4ef6\uff1a\u5c40\u90e8\u611f\u77e5\u6ce8\u610f\u529b\uff08LAAttention\uff09\u548c\u8fed\u4ee3\u7ec6\u5316\u6807\u8bb0\uff08RALabeling\uff09\u3002LARA\u7684\u5173\u952e\u601d\u60f3\u662f\u4ece\u5608\u6742\u7684\u5e02\u573a\u4e2d\u63d0\u53d6\u6f5c\u5728\u6709\u5229\u6837\u672c\u3002LAAttention\u63d0\u53d6\u5177\u6709\u9ad8\u6f5c\u529b\u7684\u6837\u672c\uff0c\u800cRALabeling\u5219\u7ec6\u5316\u5608\u6742\u6837\u672c\u7684\u6807\u7b7e\uff0c\u4ee5\u63d0\u5347\u9884\u6d4b\u5668\u7684\u6027\u80fd\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-2-1-1024x287.webp\" alt=\"\" class=\"wp-image-1303\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.1 \u4f4d\u7f6e\u611f\u77e5\u6ce8\u610f\u529b(LA-Attention)<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-3-2.webp\" alt=\"\" class=\"wp-image-1304\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">LA-Attention\u65b9\u6cd5\u5206\u4e3a\u8bad\u7ec3\u548c\u6d4b\u8bd5\u4e24\u4e2a\u9636\u6bb5\u3002\u5728\u8bad\u7ec3\u9636\u6bb5\uff0c\u6211\u4eec\u9996\u5148\u63d0\u53d6\u5177\u6709\u9ad8p xt\u7684\u6837\u672c\uff0c\u6ee1\u8db3p xt &gt; thres(thres\u8868\u793a\u4e00\u4e2a\u6837\u672c\u4ea7\u751f\u6b63\u7c7b\u7684\u671f\u671b\u6982\u7387)\u3002\u7136\u540e\u6839\u636e\u76f8\u5e94\u7684\u76d1\u7763\u635f\u5931\u5728\u8fd9\u4e9b\u9009\u62e9\u7684\u6837\u672c\u4e0a\u8bad\u7ec3\u4e00\u4e2a\u66f4\u9c81\u68d2\u7684\u6a21\u578b\u3002\u5728\u6d4b\u8bd5\u9636\u6bb5\uff0c\u6211\u4eec\u9996\u5148\u6839\u636ep xt &gt; thres\u7684\u51c6\u5219\u6536\u96c6\u9ad8p xt\u7684\u6837\u672c\uff0c\u7136\u540e\u53ea\u5bf9\u8fd9\u4e9b\u9009\u62e9\u7684\u6837\u672c\u8fdb\u884c\u9884\u6d4b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-4-1.webp\" alt=\"\" class=\"wp-image-1305\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.2  \u5b9a\u4f4d\u6a21\u5757<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u8bbe\u8ba1\u4e86\u4e00\u4e2a\u9488\u5bf9\u6570\u636e\u96c6\u4e2d\u5176\u4ed6\u89c2\u6d4b\u6837\u672c\u7684\u5b9a\u4f4d\u6a21\u5757\uff0c\u4ee5\u83b7\u5f97px\u7684\u8fd1\u4f3c\u4f30\u8ba1p xt\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u4e00\u822c\u7684\u6ce8\u610f\u673a\u5236\u4e2d\uff0c\u6a21\u578b\u5141\u8bb8\u6bcf\u4e2a\u6837\u672c\u5173\u6ce8\u5176\u4ed6\u6bcf\u4e2a\u6837\u672c\u3002\u76f4\u89c2\u4e0a\uff0c\u67e5\u8be2\u6837\u672c\u7684\u8fd1\u90bb\u6bd4\u8fdc\u8fd1\u90bb\u5177\u6709\u66f4\u5927\u7684\u76f8\u4f3c\u6027\u3002\u6211\u4eec\u5c06\u5c40\u90e8\u6027\u7ed3\u6784\u6ce8\u5165\u5230\u6a21\u5757\u4e2d\uff0c\u901a\u8fc7\u6267\u884c\u63a9\u7801\u5173\u6ce8\u65b9\u6848\uff0c\u53ea\u5173\u6ce8xt\u7684\u90bb\u5c45N(xt)\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-5-1.webp\" alt=\"\" class=\"wp-image-1306\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u63d0\u51fa\u4e86\u4e24\u79cd\u65b9\u6848\u6765\u5b9a\u4e49\u5b9a\u4f4d\u6a21\u5757\u4e2d\u7684\u90bb\u5c45N(x t)\uff1a1)\u67e5\u8be2\u70b9\u7684k\u4e2a\u6700\u8fd1\u90bb\u5c45(K-Neighbor)\uff1b2)\u4e2d\u7b49\u534a\u5f84\u5185\u7684k\u8fd1\u90bb(R-Neighbor)\u3002\u6b64\u5916\uff0c\u5b58\u5728\u51e0\u4e2a\u5408\u7406\u7684\u76f8\u4f3c\u5ea6\u6307\u6807\u6765\u5b9e\u73b0Eq.(3)\u4e2d\u7684\u5173\u6ce8\u6743\u91cd\u3002\u6211\u4eec\u63a8\u8350\u4e24\u79cd\u5b9e\u7528\u7684\u65b9\u6cd5\uff1a1)\u76f8\u540c\u7684\u6743\u91cd\uff1b2)\u9a6c\u6c0f\u8ddd\u79bb\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-6-2.webp\" alt=\"\" class=\"wp-image-1307\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.3 \u5ea6\u91cf\u5b66\u4e60\u6a21\u5757<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u9700\u8981\u5bf9\u5d4c\u5165\u7a7a\u95f4\u4e0a\u7684\u6570\u636e\u8868\u793a\u4e4b\u95f4\u7684\u8ddd\u79bb\u8fdb\u884c\u5408\u7406\u7684\u6d4b\u91cf\uff0c\u4ee5\u9009\u62e9\u5177\u6709\u9ad8p x t\u7684\u6837\u672c\u3002\u6211\u4eec\u91c7\u7528\u5ea6\u91cf\u5b66\u4e60\u6280\u672f\u51cf\u8f7b\u4e86\u4eba\u5de5\u5bfb\u627e\u5408\u9002\u8ddd\u79bb\u5ea6\u91cf\u7684\u538b\u529b\uff0c\u589e\u5f3a\u4e86LARA\u7684\u7075\u6d3b\u6027\u3002\u5ea6\u91cf\u5b66\u4e60\u7684\u76ee\u6807\u662f\u5b66\u4e60\u4e00\u4e2a\u9a6c\u6c0f\u8ddd\u79bb\u5ea6\u91cfM\uff0c\u5c06\u76f8\u4f3c\u7684\u6837\u672c\u62c9\u8fd1\uff0c\u5c06\u4e0d\u76f8\u4f3c\u7684\u6837\u672c\u63a8\u5f00\u3002\u4e00\u4e2a\u76f4\u63a5\u7684\u89e3\u51b3\u65b9\u6848\u662f\u6700\u5c0f\u5316\u540c\u4e00\u7c7b\u4e2d\u6837\u672c\u7684\u4e0d\u76f8\u4f3c\u6027\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-7-1.webp\" alt=\"\" class=\"wp-image-1309\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-8-1.webp\" alt=\"\" class=\"wp-image-1310\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.4<\/strong> <strong>\u8fed\u4ee3\u7ec6\u5316\u6807\u6ce8(RA-Labeling)<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-9.webp\" alt=\"\" class=\"wp-image-1311\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f17\u6240\u5468\u77e5\uff0c\u4ef7\u683c\u8d70\u52bf\u5f88\u96be\u9884\u6d4b\uff0c\u56e0\u4e3a\u91d1\u878d\u5e02\u573a\u662f\u590d\u6742\u7684\u52a8\u6001\u7cfb\u7edf\u3002\u6211\u4eec\u89c2\u5bdf\u5230\uff0c\u590d\u6742\u7684\u91d1\u878d\u5e02\u573a\u6709\u65f6\u4f1a\u8bef\u5bfc\u673a\u5668\u5b66\u4e60\u7cfb\u7edf\u4ea7\u751f\u76f8\u53cd\u7684\u9884\u6d4b\u7ed3\u679c\uff0c\u800c\u4e14\u7f6e\u4fe1\u5ea6\u6781\u9ad8\u3002\u8fd9\u79cd\u6709\u566a\u58f0\u7684\u6837\u672c\u963b\u788d\u4e86\u4ef7\u683c\u8d70\u52bf\u9884\u6d4b\u4e2d\u7684\u6a21\u578b\u6cdb\u5316\u3002\u56e0\u6b64\uff0cLARA\u5e94\u8be5\u5bf9\u6f5c\u5728\u76c8\u5229\u6837\u672c\u7684\u566a\u58f0\u6807\u7b7e\u5177\u6709\u9c81\u68d2\u6027\uff0c\u6211\u4eec\u91c7\u7528\u4e86\u5f15\u5165\u7684\u6807\u7b7e\u7ffb\u65b0\u6280\u672f\u6765\u5b66\u4e60\u566a\u58f0\u9c81\u68d2\u9884\u6d4b\u6a21\u578b\u3002\u5f62\u5f0f\u4e0a\uff0c\u7ed9\u5b9a\u8bad\u7ec3\u6570\u636eX\uff0c\u6211\u4eec\u7684\u65b9\u6cd5\u4ee5\u8fed\u4ee3\u7684\u65b9\u5f0f\u8fd0\u884c\uff0c\u5f97\u5230\u81ea\u9002\u5e94\u7ec6\u5316\u6807\u7b7eyk\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u5c06\u7b2ck\u8f6e\u8bad\u7ec3\u597d\u7684\u9884\u6d4b\u5668\u548c\u7b2ck\u8f6e\u6837\u672cj\u7684\u5f53\u524d\u9884\u6d4b\u5206\u522b\u8868\u793a\u4e3af\u03b8k\u548cf\u03b8k(x j)\u3002\u7ffb\u65b0\u540e\u7684\u6807\u7b7eyj k+1\u53ef\u4ee5\u901a\u8fc7\u5f53\u524d\u6807\u7b7eyj k\u548c\u76f8\u5173\u9884\u6d4bf\u03b8k(x j)\u7684\u51f8\u7ec4\u5408\u6765\u83b7\u5f97\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-10.webp\" alt=\"\" class=\"wp-image-1312\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u4f7f\u7528\u6307\u6570\u79fb\u52a8\u5e73\u5747\u6765\u51cf\u8f7b\u566a\u58f0\u6837\u672c\u7684\u6b20\u9884\u6d4b\u6807\u7b7e\u7684\u635f\u5bb3\uff0c\u56e0\u6b64\u7f6e\u4fe1\u5ea6\u5206\u6570\u03b1j k\u662f\u81ea\u9002\u5e94\u8bad\u7ec3\u65b9\u6848\u4e2d\u7684\u5173\u952e\u53c2\u6570\u3002\u6211\u4eec\u5efa\u8bae\u6839\u636e\u5f53\u524d\u6b65\u9aa4\u7684\u8bad\u7ec3\u635f\u5931\u6765\u66f4\u65b0\u03b1j k\uff0c\u4ee5\u7f13\u89e3\u5728\u566a\u58f0\u6837\u672c\u4e0b\u4f7f\u7528\u77ac\u65f6\u9884\u6d4b\u7684\u4e0d\u7a33\u5b9a\u6027\u95ee\u9898\u3002\u7b2ck\u6b65\u65f6\u6837\u672cxj\u7684\u03b1j k\u7684\u8ba1\u7b97\u516c\u5f0f\u4e3a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-11.webp\" alt=\"\" class=\"wp-image-1313\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u4e86\u5f00\u53d1\u4e00\u4e2a\u66f4\u8fde\u8d2f\u7684\u9884\u6d4b\u5668\uff0c\u63d0\u9ad8\u5176\u8bc4\u4f30\u566a\u58f0\u6837\u672c\u4e00\u81f4\u6027\u7684\u80fd\u529b\uff0c\u6211\u4eec\u81ea\u9002\u5e94\u5730\u8bbe\u7f6e\u4e86\u03bbk\u7684\u503c\uff0c\u4ee5\u7c97\u7565\u5730\u8c03\u6574\u8bad\u7ec3\u6570\u636e\u4e2d\u6807\u7b7e\u7684\u6bd4\u4f8b\uff0c\u7528r\u8868\u793a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0e\u4f20\u7edf\u7684\u566a\u58f0\u6807\u6ce8\u65b9\u6cd5\u4e0d\u540c\u6211\u4eec\u8fdb\u4e00\u6b65\u63d0\u51fa\u4e86\u4e00\u79cd\u7ec4\u5408\u65b9\u6cd5\u6765\u6574\u5408\u5b66\u4e60\u5230\u7684\u9884\u6d4b\u5668\u3002\u7ecf\u8fc7K\u6b21\u8fed\u4ee3\u7ec6\u5316\u6807\u8bb0\uff0c\u6211\u4eec\u5f97\u5230K+1\u4e2a\u8fed\u4ee3\u9884\u6d4b\u56e0\u5b50{f\u03b8 0\uff0c\u00b7\u00b7\u00b7\uff0cf\u03b8 K}\u3002\u6211\u4eec\u4f7f\u7528\u4ee5\u4e0b\u4e24\u79cd\u4e0d\u540c\u7684\u7ec4\u5408\u65b9\u6848\u5bf9\u6240\u6709\u9884\u6d4b\u56e0\u5b50\u8fdb\u884c\u6574\u5408\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">(1)C = C Last\uff1a\u6839\u636e\u6700\u540e\u8fed\u4ee3\u7684\u9884\u6d4b\u56e0\u5b50\u8fdb\u884c\u9884\u6d4b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">(2)C = C Vote\uff1a\u5bf9\u6240\u6709\u8fed\u4ee3\u9884\u6d4b\u8005\u8fdb\u884c\u5e73\u5747\u9884\u6d4b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5219\u8f93\u51fa\u9884\u6d4b\u6a21\u578bF\u5b9a\u4e49\u5982\u4e0b:<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-12.webp\" alt=\"\" class=\"wp-image-1314\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u8bf7\u6ce8\u610f\uff0cra\u6807\u7b7e\u53ef\u4ee5\u65e0\u7f1d\u5730\u96c6\u6210\u5230\u73b0\u6709\u7684\u673a\u5668\u5b66\u4e60\u65b9\u6cd5\u4e2d\uff0c\u4ee5\u51cf\u8f7b\u4ece\u566a\u58f0\u6807\u7b7e\u4e2d\u5b66\u4e60\u7684\u8d1f\u9762\u540e\u679c\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u5b9e\u9a8c<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u5728\u4e09\u4e2a\u73b0\u5b9e\u4e16\u754c\u7684\u91d1\u878d\u5e02\u573a\u4e0a\u8fdb\u884c\u4e86\u5e7f\u6cdb\u7684\u5b9e\u9a8c\uff1a\u4e2d\u56fda\u80a1\u3001\u52a0\u5bc6\u8d27\u5e01(OKEx)\u548cetf\uff0c\u4ee5\u9a8c\u8bc1LARA\u7684\u6709\u6548\u6027\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4.1 \u5b9e\u9a8c\u8bbe\u7f6e<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u6570\u636e\u3002<\/strong>\u4eceQlib\u83b7\u53d6CSI300\u80a1\u7968\u7684\u65e5\u5e38\u6570\u636e\uff0c\u4f7f\u7528\u6280\u672f\u548c\u9650\u4ef7\u8ba2\u5355\u56e0\u7d20\u8ba1\u7b97\u8f93\u5165\u7279\u5f81\uff0c\u5c06\u6570\u636e\u5206\u4e3a\u8bad\u7ec3\u3001\u9a8c\u8bc1\u548c\u6d4b\u8bd5\u96c6\u3002\u5bf9\u4e8e\u52a0\u5bc6\u8d27\u5e01\uff0c\u4f7f\u7528BTC\/USDT\u4ea4\u6613\u5bf9\uff0c\u6bcf\u4e2a\u8bb0\u5f55\u662f\u4e00\u4e2a\u5e02\u573a\u5feb\u7167\uff0c\u4f7f\u7528\u6280\u672f\u548c\u9650\u4ef7\u8ba2\u5355\u56e0\u7d20\u8ba1\u7b97\u8f93\u5165\u7279\u5f81\uff0c\u5c06\u6570\u636e\u5206\u4e3a\u8bad\u7ec3\u3001\u9a8c\u8bc1\u548c\u6d4b\u8bd5\u96c6\u3002\u5bf9\u4e8eETF\uff0c\u4f7f\u7528\u56db\u4e2a\u4e2d\u56fd\u4ea4\u6613\u6240\u4ea4\u6613\u7684ETF\u8fdb\u884c\u5b9e\u9a8c\uff0c\u5c06\u6570\u636e\u5206\u4e3a\u8bad\u7ec3\u3001\u9a8c\u8bc1\u548c\u6d4b\u8bd5\u96c6\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u57fa\u7ebf\u3002<\/strong>(1) Qlib\u4e2d\u7684\u91cf\u5316\u6295\u8d44\u65b9\u6cd5\uff1aALSTM\u3001TabNet\u3001Transformer\u3001Adamct\u3001LightGBM\u3001DoubleEnsemble\u3001TCTS\u3002(2)\u65f6\u95f4\u5e8f\u5217\u5206\u6790\u65b9\u6cd5\uff1a\u7531\u4e8e\u6bcf\u65e5\u80a1\u7968\u6570\u636e\u7684\u65f6\u95f4\u6027\u8d28\uff0c\u6211\u4eec\u8fd8\u5b9e\u73b0\u4e86\u51e0\u79cdSOTA\u65f6\u95f4\u5e8f\u5217\u65b9\u6cd5\uff0c\u5305\u62eciTransformer\u3001PatchTST\u3001TimesNet\u3002(3)\u566a\u58f0\u6807\u7b7e\u65b9\u6cd5\uff1aCNLCU\u3001FINE\u3001SEAL\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u6027\u80fd\u6307\u6807\u3002<\/strong>\u6211\u4eec\u4f7f\u7528\u56db\u4e2a\u5e38\u7528\u7684\u8d22\u52a1\u6307\u6807\u6765\u8bc4\u4f30LARA\u7684\u6027\u80fd\uff0c\u5373\u7cbe\u5ea6(PR)\u3001\u8d62-\u4e8f\u6bd4(WLR)\u3001#Transactions\u548c\u5e73\u5747\u56de\u62a5(AR)\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u8bc4\u4f30\u65b9\u5f0f\u3002<\/strong>\u5bf9\u4e8e\u4ea4\u6613\u4fe1\u53f7\uff0c\u6211\u4eec\u91c7\u7528\u9884\u6d4b\u6982\u7387\u6700\u9ad8\u7684100\u52301000\u4e2a\u6837\u672c\u4f5c\u4e3a\u4ea4\u6613\u4fe1\u53f7\u3002\u5bf9\u4e8e\u4ea4\u6613\u7b56\u7565\uff0c\u6211\u4eec\u4e0d\u8bbe\u4ea4\u6613\u4ed3\u4f4d\u9650\u5236\uff0c\u5982\u679c\u6a21\u578b\u7ed9\u51fa\u6b63\u5411\u4fe1\u53f7\uff0c\u6211\u4eec\u5f00\u7acb\u65b0\u7684\u591a\u5934\u4ed3\u4f4d\uff0c\u5e76\u5728\u9884\u6d4b\u65f6\u95f4\u7a97\u53e3\u540e\u5173\u95ed\u8be5\u4ed3\u4f4d\u3002\u7c7b\u4f3c\u5730\uff0c\u6211\u4eec\u5bf9\u8d1f\u5411\u4fe1\u53f7\u5f00\u7acb\u7a7a\u5934\u4ed3\u4f4d\uff0c\u5e76\u5728\u9884\u6d4b\u65f6\u95f4\u7a97\u53e3\u540e\u5173\u95ed\u8be5\u4ed3\u4f4d\u3002\u5bf9\u4e8eLARA\uff0c\u6211\u4eec\u4f7f\u7528LightGBM\u7684\u9ed8\u8ba4\u8d85\u53c2\u6570\u548c\u5ea6\u91cf\u5b66\u4e60\u6a21\u5757\u3002\u5176\u4ed6\u65b9\u6cd5\u4f7f\u7528\u5b83\u4eec\u5728Qlib\u4e0a\u5efa\u8bae\u7684\u53c2\u6570\u6216\u6211\u4eec\u5bf9\u5b83\u4eec\u8fdb\u884c\u7f51\u683c\u641c\u7d22\u3002\u6240\u6709\u5b9e\u9a8c\u90fd\u91cd\u590d5\u6b21\uff0c\u5e76\u62a5\u544a\u5e73\u5747\u7ed3\u679c\u548c\u6807\u51c6\u504f\u5dee\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4.2 \u7ed3\u679c<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b9e\u9a8c\u7ed3\u679c\u8868\u660e\uff0cLARA\u5728\u80a1\u7968\u548c\u52a0\u5bc6\u8d27\u5e01\u65b9\u9762\u7684\u7cbe\u5ea6\u548c\u5e73\u5747\u56de\u62a5\u7387\u90fd\u4f18\u4e8e\u5176\u4ed6\u7ade\u4e89\u5bf9\u624b\uff0c\u4e14\u98ce\u9669\u8f83\u4f4e\u3002\u6b64\u5916\uff0c\u7814\u7a76\u8005\u8fd8\u63a2\u8ba8\u4e86LA-Attention\u5728\u9ad8\u6982\u7387\u6837\u672c\u4e0a\u7684\u6548\u679c\uff0c\u53d1\u73b0\u5728\u8bad\u7ec3\u548c\u6d4b\u8bd5\u9636\u6bb5\u90fd\u4f7f\u7528LA-Attention\u80fd\u591f\u63d0\u9ad8\u6027\u80fd\uff0c\u4f46\u4ec5\u5728\u8bad\u7ec3\u6216\u6d4b\u8bd5\u9636\u6bb5\u4f7f\u7528\u4f1a\u5bfc\u81f4\u6027\u80fd\u4e0b\u964d\u3002\u56e0\u6b64\uff0c\u9700\u8981\u5728\u4e24\u4e2a\u9636\u6bb5\u90fd\u5173\u6ce8\u9ad8\u6982\u7387\u6837\u672c\u4ee5\u6355\u6349\u66f4\u53ef\u9760\u7684\u4ea4\u6613\u673a\u4f1a\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-13-1024x550.webp\" alt=\"\" class=\"wp-image-1317\"\/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-14.webp\" alt=\"\" class=\"wp-image-1318\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4.3 \u5206\u6790<\/strong><\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7ed3\u679c\u8868\u660e\uff0cLARA\u6a21\u578b\u5728\u4e0d\u540c\u4ea4\u6613\u9891\u7387\u4e0b\u7684\u7cbe\u5ea6\u59cb\u7ec8\u4f18\u4e8e\u5176\u4ed6\u6a21\u578b\u3002\u5728\u56de\u6d4b\u7b56\u7565\u7684\u7d2f\u8ba1\u6536\u76ca\u65b9\u9762\uff0cLARA\u6a21\u578b\u4e5f\u59cb\u7ec8\u8868\u73b0\u51fa\u8272\u3002\u6b64\u5916\uff0cLARA\u6a21\u578b\u5728\u4e2d\u56fdA\u80a1\u5e02\u573a\u7684\u4ea4\u6613\u5206\u5e03\u4e2d\uff0c\u80fd\u591f\u6839\u636e\u5e02\u573a\u6307\u6570\u4ef7\u683c\u7684\u6ce2\u52a8\u60c5\u51b5\uff0c\u9009\u62e9\u66f4\u53ef\u9760\u7684\u4ea4\u6613\u673a\u4f1a\u3002\u8fd9\u4e9b\u7ed3\u679c\u8868\u660e\uff0cLARA\u6a21\u578b\u53ef\u4ee5\u6307\u5bfc\u5b9e\u9645\u7684\u91cf\u5316\u6295\u8d44\uff0c\u9009\u62e9\u53ef\u9760\u7684\u4ea4\u6613\u673a\u4f1a\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/08\/640-15-1024x321.webp\" alt=\"\" class=\"wp-image-1319\"\/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001 \u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u672c\u6587\u63d0\u51fa\u4e86LARA\u6846\u67b6\uff0c\u7528\u4e8e\u4ef7\u683c\u53d8\u52a8\u9884\u6d4b\uff0c\u5305\u62ecLA-Attention\u548cRA-Labeling\u4e24\u4e2a\u7ec4\u4ef6\uff0c\u80fd\u591f\u5728\u91d1\u878d\u5e02\u573a\u4e0a\u8868\u73b0\u4f18\u5f02\u3002\u901a\u8fc7\u5b9e\u9a8c\u8bc1\u660eLARA\u80fd\u591f\u6355\u6349\u66f4\u53ef\u9760\u7684\u4ea4\u6613\u673a\u4f1a\uff0c\u4e3a\u66f4\u73b0\u5b9e\u7684AI\u4ea4\u6613\u9884\u6d4b\u573a\u666f\u94fa\u5e73\u9053\u8def\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u8bba\u6587\u6765\u6e90 |<\/strong>&nbsp;<a href=\"https:\/\/arxiv.org\/pdf\/2107.11972\">https:\/\/arxiv.org\/pdf\/2107.11972<\/a><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<br>\u8f6c\u53d1\u8bf7\u6ce8\u660e\u539f\u4f5c\u8005\u548c\u51fa\u5904\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2024\/08\/11\/%e5%85%a8%e6%96%b0%e9%87%91%e8%9e%8d%e8%b5%84%e4%ba%a7%e4%bb%b7%e6%a0%bc%e8%bf%90%e5%8a%a8%e8%b5%b0%e5%8a%bf%e9%a2%84%e6%b5%8b%e6%a1%86%e6%9e%b6lara\/\">Continue reading<span 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