import pytorch_lightning as pl import torch from gluonts.torch.modules.loss import DistributionLoss, NegativeLogLikelihood from gluonts.torch.util import weighted_average from module import ETSformerModel class ETSformerLightningModule(pl.LightningModule): def __init__( self, model: ETSformerModel, loss: DistributionLoss = NegativeLogLikelihood(), lr: float = 1e-3, weight_decay: float = 1e-8, ) -> None: super().__init__() self.save_hyperparameters() self.model = model self.loss = loss self.lr = lr self.weight_decay = weight_decay def training_step(self, batch, batch_idx: int): """Execute training step""" train_loss = self(batch) self.log( "train_loss", train_loss, on_epoch=True, on_step=False, prog_bar=True, ) return train_loss def validation_step(self, batch, batch_idx: int): """Execute validation step""" with torch.inference_mode(): val_loss = self(batch) self.log("val_loss", val_loss, on_epoch=True, on_step=False, prog_bar=True) return val_loss def configure_optimizers(self): """Returns the optimizer to use""" return torch.optim.Adam( self.model.parameters(), lr=self.lr, weight_decay=self.weight_decay, ) def forward(self, batch): feat_static_cat = batch["feat_static_cat"] feat_static_real = batch["feat_static_real"] past_time_feat = batch["past_time_feat"] past_target = batch["past_target"] future_time_feat = batch["future_time_feat"] future_target = batch["future_target"] past_observed_values = batch["past_observed_values"] future_observed_values = batch["future_observed_values"] etsformer_inputs, scale, _ = self.model.create_network_inputs( feat_static_cat, feat_static_real, past_time_feat, past_target, past_observed_values, future_time_feat, future_target, ) params = self.model.output_params(etsformer_inputs) distr = self.model.output_distribution(params, scale) loss_values = self.loss(distr, future_target) if len(self.model.target_shape) == 0: loss_weights = future_observed_values else: loss_weights, _ = future_observed_values.min(dim=-1, keepdim=False) return weighted_average(loss_values, weights=loss_weights)