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Dr.李
alpha-mind
Commits
8b4ed382
Commit
8b4ed382
authored
Mar 22, 2018
by
Dr.李
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fixed exception type miss match
parent
ae80d282
Changes
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neutralize.py
alphamind/data/neutralize.py
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alphamind/data/neutralize.py
View file @
8b4ed382
...
@@ -53,7 +53,7 @@ def neutralize(x: np.ndarray,
...
@@ -53,7 +53,7 @@ def neutralize(x: np.ndarray,
else
:
else
:
try
:
try
:
b
=
ls_fit
(
x
,
y
,
weights
)
b
=
ls_fit
(
x
,
y
,
weights
)
except
Value
Error
:
except
np
.
linalg
.
linalg
.
LinAlg
Error
:
b
=
ls_fit_pinv
(
x
,
y
,
weights
)
b
=
ls_fit_pinv
(
x
,
y
,
weights
)
res
=
ls_res
(
x
,
y
,
b
)
res
=
ls_res
(
x
,
y
,
b
)
...
@@ -72,7 +72,7 @@ def _sub_step(x, y, w, curr_idx, res) -> Tuple[np.ndarray, np.ndarray]:
...
@@ -72,7 +72,7 @@ def _sub_step(x, y, w, curr_idx, res) -> Tuple[np.ndarray, np.ndarray]:
curr_x
,
curr_y
,
curr_w
=
x
[
curr_idx
],
y
[
curr_idx
],
w
[
curr_idx
]
curr_x
,
curr_y
,
curr_w
=
x
[
curr_idx
],
y
[
curr_idx
],
w
[
curr_idx
]
try
:
try
:
b
=
ls_fit
(
curr_x
,
curr_y
,
curr_w
)
b
=
ls_fit
(
curr_x
,
curr_y
,
curr_w
)
except
Value
Error
:
except
np
.
linalg
.
linalg
.
LinAlg
Error
:
b
=
ls_fit_pinv
(
curr_x
,
curr_y
,
curr_w
)
b
=
ls_fit_pinv
(
curr_x
,
curr_y
,
curr_w
)
res
[
curr_idx
]
=
ls_res
(
curr_x
,
curr_y
,
b
)
res
[
curr_idx
]
=
ls_res
(
curr_x
,
curr_y
,
b
)
return
curr_x
,
b
return
curr_x
,
b
...
...
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