Add early stopping to double ensemble model, add example #1375
+104
−2
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Existing double ensemble model does not implement capability to leverage validation set and do early stopping. Added such capability while remaining the default behavior unchanged.
Description
Added early_stopping_round option to double ensemble model.
Motivation and Context
#1208
The fixed epoch for sub model might make them overfit or underfit, depends on the dataset. Using validation set for early stopping can make sub model more robust.
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Pipeline test:

Your own tests:

Run with early stopping:
Run with default params:

Types of changes