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FactorVAE

Reproduce AAAI22-FactorVAE

Install / Use

/learn @ytliu74/FactorVAE
About this skill

Quality Score

0/100

Supported Platforms

Universal

README

Reproduce AAAI22-FactorVAE

Known Issues

  1. In factor_encoder.py, the PortfolioLayer misrepresent the paper's idea of "a portfolio set". The current version only use "one portfolio" instead of "a set of".
  2. Dataset now is not consistent with the paper due to some personal reason.
  3. In feature_extractor.py, the latent feature, which is the GRU's output, seems quirky.
View on GitHub
GitHub Stars70
CategoryDevelopment
Updated1mo ago
Forks14

Languages

Python

Security Score

80/100

Audited on Jan 28, 2026

No findings