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seq_len and other fixes

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wassname
2022-11-23 12:02:22 +08:00
parent fc1a605b01
commit cb27d2ded3
10 changed files with 488 additions and 374 deletions
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experiments/configs/hp_search/Stocks.gin
+5 -5
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@@ -7,7 +7,7 @@ build.variables_dict = {
# 'ForecastDataset.features': ['m', 'h', 'd'],
'deeptime3.base_learner': ['Ridge', 'None', 'Transformer'],
'deeptime3.inr': ['INR', 'INRPlus2'],
'deeptime3.encoder': ['inception', ],
'deeptime3.encoder': ['inception', 'lstm', 'mlp', 'lstm2', 'transformer', 'transformer2', 'none'],
# 'deeptime3.dropout': [0.0, 0.1, 0.3, 0.5,],
}
@@ -28,11 +28,11 @@ train.clip = 10.
Checkpoint.patience = 7
deeptime3.layer_size = 32
deeptime3.layer_size = 256
deeptime3.inr_layers = 5
deeptime3.dropout = 0.3
deeptime3.dropout = 0.1
deeptime3.base_learner = 'Ridge'
deeptime3.n_fourier_feats = 2048
deeptime3.n_fourier_feats = 4096
deeptime3.scales = [0.01, 0.1, 1, 5, 10, 20, 50, 100]
ForecastDataset.data_path = 'stocks/OXY_2019.csv.gz'
@@ -44,4 +44,4 @@ ForecastDataset.time_features = []
ForecastDataset.normalise_time_features = True
ForecastDataset.features = 'M2S'
ForecastDataset.horizon_len = 46
ForecastDataset.lookback_mult = 2
ForecastDataset.lookback_mult = 3
experiments/forecast.py
+7 -2
View File
@@ -2,6 +2,7 @@ import os
from os.path import join
import math
import logging
import json
from typing import Callable, Optional, Union, Dict, Tuple
import gin
@@ -31,8 +32,11 @@ class ForecastExperiment(Experiment):
val_set, val_loader = get_data(flag='val')
test_set, test_loader = get_data(flag='test')
dim_size=train_set.data_x.shape[1]
seq_len = train_set[0][1].shape
model = get_model(model_type,
dim_size=train_set.data_x.shape[1],
dim_size=dim_size,
seq_len=seq_len,
datetime_feats=train_set.timestamps.shape[-1]).to(default_device())
checkpoint = Checkpoint(self.root)
@@ -43,7 +47,8 @@ class ForecastExperiment(Experiment):
val_metrics = validate(model, loader=val_loader, report_metrics=True)
test_metrics = validate(model, loader=test_loader, report_metrics=True,
save_path=self.root if save_vals else None)
np.save(join(self.root, 'metrics.npy'), {'val': val_metrics, 'test': test_metrics})
# np.save(join(self.root, 'metrics.npy'), {'val': val_metrics, 'test': test_metrics})
json.dump({'val': val_metrics, 'test': test_metrics}, open(join(self.root, 'metrics.npy', 'w')))
val_metrics = {f'ValMetric/{k}': v for k, v in val_metrics.items()}
test_metrics = {f'TestMetric/{k}': v for k, v in test_metrics.items()}