StockPredict / core /trainer.py
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import torch
import torch.nn as nn
import torch.optim as optim
from sklearn.model_selection import train_test_split
import numpy as np
from utils import compute_metrics
def train_model(model, X, y, epochs=20, lr=0.001, test_size=0.2, batch_size=64, verbose=False):
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
model = model.to(device)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=test_size, shuffle=False)
X_train_tensor = torch.Tensor(X_train).to(device)
y_train_tensor = torch.Tensor(y_train).to(device)
X_test_tensor = torch.Tensor(X_test).to(device)
y_test_tensor = torch.Tensor(y_test).to(device)
if len(X_train_tensor.shape) == 2:
X_train_tensor = X_train_tensor.unsqueeze(-1)
X_test_tensor = X_test_tensor.unsqueeze(-1)
criterion = nn.MSELoss()
optimizer = optim.Adam(model.parameters(), lr=lr)
losses = []
for epoch in range(epochs):
model.train()
optimizer.zero_grad()
output = model(X_train_tensor)
loss = criterion(output, y_train_tensor)
loss.backward()
optimizer.step()
model.eval()
with torch.no_grad():
val_output = model(X_test_tensor)
val_loss = criterion(val_output, y_test_tensor)
losses.append((loss.item(), val_loss.item()))
if verbose and epoch % 5 == 0:
print(f"Epoch {epoch} - Train Loss: {loss.item():.4f}, Test Loss: {val_loss.item():.4f}")
model.eval()
with torch.no_grad():
preds = model(X_test_tensor).cpu().numpy()
true_vals = y_test_tensor.cpu().numpy()
metrics = compute_metrics(true_vals, preds)
return model, metrics, preds, true_vals, losses