formatting

This commit is contained in:
Dr. Kashif Rasul
2020-01-14 11:57:46 +01:00
parent a1fe683254
commit 53bb87e952
+12 -22
View File
@@ -48,21 +48,18 @@ class TempFlowEstimator(PTSEstimator):
cell_type: str = "LSTM",
num_parallel_samples: int = 100,
dropout_rate: float = 0.1,
cardinality: List[int] = [1],
embedding_dimension: int = 5,
flow_type = "RealNVP",
n_blocks = 3,
hidden_size = 100,
n_hidden = 2,
flow_type="RealNVP",
n_blocks=3,
hidden_size=100,
n_hidden=2,
conditioning_length: int = 200,
scaling: bool = True,
pick_incomplete: bool = False,
lags_seq: Optional[List[int]] = None,
time_features: Optional[List[TimeFeature]] = None,
**kwargs,
) -> None:
super().__init__(trainer=trainer, **kwargs)
@@ -108,16 +105,10 @@ class TempFlowEstimator(PTSEstimator):
def create_transformation(self) -> Transformation:
return Chain(
[
AsNumpyArray(
field=FieldName.TARGET,
expected_ndim=2,
),
AsNumpyArray(field=FieldName.TARGET, expected_ndim=2,),
# maps the target to (1, T)
# if the target data is uni dimensional
ExpandDimArray(
field=FieldName.TARGET,
axis=None,
),
ExpandDimArray(field=FieldName.TARGET, axis=None,),
AddObservedValuesIndicator(
target_field=FieldName.TARGET,
output_field=FieldName.OBSERVED_VALUES,
@@ -158,8 +149,7 @@ class TempFlowEstimator(PTSEstimator):
f"past_{FieldName.TARGET}": f"past_{FieldName.TARGET}_cdf",
f"future_{FieldName.TARGET}": f"future_{FieldName.TARGET}_cdf",
}
)
),
]
)
@@ -180,8 +170,8 @@ class TempFlowEstimator(PTSEstimator):
scaling=self.scaling,
flow_type=self.flow_type,
n_blocks=self.n_blocks,
hidden_size = self.hidden_size,
n_hidden = self.n_hidden,
hidden_size=self.hidden_size,
n_hidden=self.n_hidden,
conditioning_length=self.conditioning_length,
).to(device)
@@ -207,10 +197,10 @@ class TempFlowEstimator(PTSEstimator):
scaling=self.scaling,
flow_type=self.flow_type,
n_blocks=self.n_blocks,
hidden_size = self.hidden_size,
n_hidden = self.n_hidden,
hidden_size=self.hidden_size,
n_hidden=self.n_hidden,
conditioning_length=self.conditioning_length,
num_parallel_samples=self.num_parallel_samples
num_parallel_samples=self.num_parallel_samples,
).to(device)
copy_parameters(trained_network, prediction_network)