Update nn.py

dsman1823 · Apr 10, 2024 · 207ab70 · 207ab70
1 parent 85bbedc
commit 207ab70
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/deepdowmine/nn.py b/deepdowmine/nn.py
@@ -121,7 +121,7 @@ def forward(self, x):
         ) 
         x_cov = x_cov.reshape(n_samples, 20, 5)
 
-        covmat = self.covariance_layer(x_cov, shrinkage_strategy="diagonal")
+        covmat = self.covariance_layer(x_cov)
 
         exp_rets = torch.tanh(
             self.linear(x_exp_rets)