Update mlp results and add doc

README.md

@@ -215,7 +215,7 @@ All the models listed above are runnable with ``Qlib``. Users can find the confi
 - User can use the script [`run_all_model.py`](examples/run_all_model.py) listed in the `examples` folder to run a model. Here is an example of the specific shell command to be used: `python run_all_model.py --models=lightgbm`, where the `--models` arguments can take any number of models listed above(the available models can be found  in [benchmarks](examples/benchmarks/)). For more use cases, please refer to the file's [docstrings](examples/run_all_model.py).
 
 ## Run multiple models
-`Qlib` also provides a script [`run_all_model.py`](examples/run_all_model.py) which can run multiple models for several iterations. (**Note**: the script only supprots *Linux* now. Other OS will be supported in the future.)
+`Qlib` also provides a script [`run_all_model.py`](examples/run_all_model.py) which can run multiple models for several iterations. (**Note**: the script only support *Linux* for now. Other OS will be supported in the future. Besides, it doesn't support parrallel running the same model for multiple times as well, and this will be fixed in the future development too.)
 
 The script will create a unique virtual environment for each model, and delete the environments after training. Thus, only experiment results such as `IC` and `backtest` results will be generated and stored.
 

examples/benchmarks/README.md

@@ -24,7 +24,7 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
 | CatBoost | Alpha158 | 0.0503±0.00 | 0.3586±0.00| 0.0483±0.00 | 0.3667±0.00 | 0.1080±0.00 | 1.1567±0.00| -0.0787±0.00 |
 | XGBoost | Alpha158 | 0.0481±0.00 | 0.3659±0.00| 0.0495±0.00 | 0.4033±0.00 | 0.1111±0.00 | 1.2915±0.00| -0.0893±0.00 |
 | LightGBM | Alpha158 | 0.0475±0.00 | 0.3979±0.00| 0.0485±0.00 | 0.4123±0.00 | 0.1143±0.00 | 1.2744±0.00| -0.0800±0.00 |
-| MLP | Alpha158 | 0.0321±0.00 | 0.2493±0.04| 0.0408±0.00 | 0.3134±0.03 | 0.0661±0.03 | 0.7884±0.39| -0.1038±0.03 |
+| MLP | Alpha158 | 0.0363±0.00 | 0.2770±0.02| 0.0421±0.00 | 0.3167±0.01 | 0.0856±0.01 | 1.0397±0.12| -0.1134±0.01 |
 | TFT | Alpha158 (with selected 10 features) | 0.0287±0.00 | 0.1663±0.01| 0.0016±0.00 | 0.0095±0.02 | 0.0205±0.02 | 0.1758±0.19| -0.1990±0.04 |
 | GRU | Alpha158 (with selected 20 features) | 0.0313±0.00 | 0.2427±0.01 | 0.0416±0.00 | 0.3370±0.01 | 0.0335±0.01 | 0.4808±0.22 | -0.1112±0.03 |
 | LSTM | Alpha158 (with selected 20 features) | 0.0337±0.01 | 0.2562±0.05 | 0.0427±0.01 | 0.3392±0.04 | 0.0269±0.06 | 0.3385±0.74 | -0.1285±0.04 |

examples/run_all_model.py

@@ -194,7 +194,8 @@ def gen_and_save_md_table(metrics, dataset):
 def run(times=1, models=None, dataset="Alpha360", exclude=False):
     """
     Please be aware that this function can only work under Linux. MacOS and Windows will be supported in the future.
-    Any PR to enhance this method is highly welcomed.
+    Any PR to enhance this method is highly welcomed. Besides, this script doesn't support parrallel running the same model
+    for multiple times, and this will be fixed in the future development.
 
     Parameters:
     -----------