From: Jérôme Benoit Date: Mon, 7 Apr 2025 09:57:22 +0000 (+0200) Subject: refactor(qav3): cleanup predictions smoothing code X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=50892aed6c67f44afb34abea6506a70bfde45d18;p=freqai-strategies.git refactor(qav3): cleanup predictions smoothing code Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 6d18134..d353bee 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -695,8 +695,15 @@ def hp_objective( def smoothed_max(series: pd.Series, temperature=1.0) -> float: - return sp.special.logsumexp(temperature * series.to_numpy()) / temperature + data_array = series.to_numpy() + if data_array.size == 0: + return np.nan + if temperature < 0: + raise ValueError("temperature must be non-negative.") + if temperature == 0: + return data_array.max() + return sp.special.logsumexp(temperature * data_array) / temperature def smoothed_min(series: pd.Series, temperature=1.0) -> float: - return -sp.special.logsumexp(-temperature * series.to_numpy()) / temperature + return -smoothed_max(-series, temperature=temperature)