This commit is contained in:
Dr. Kashif Rasul
2021-01-02 11:02:18 +01:00
parent eeeb96335a
commit 637fa6d2ab
8 changed files with 15 additions and 11 deletions
+1 -1
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@@ -1 +1 @@
from .loader import TransformedIterableDataset
from .loader import TransformedIterableDataset
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@@ -1 +1 @@
from .datasets import dataset_recipes
from .datasets import dataset_recipes
+2 -1
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@@ -47,6 +47,7 @@ class FourierDateFeatures(TimeFeature):
steps = [x * 2.0 * np.pi / num_values for x in values]
return np.vstack([np.cos(steps), np.sin(steps)])
def fourier_time_features_from_frequency(freq_str: str) -> List[TimeFeature]:
offset = to_offset(freq_str)
multiple, granularity = offset.n, offset.name
@@ -66,4 +67,4 @@ def fourier_time_features_from_frequency(freq_str: str) -> List[TimeFeature]:
feature_classes: List[TimeFeature] = [
FourierDateFeatures(freq=freq) for freq in features[granularity]
]
return feature_classes
return feature_classes
+1 -1
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@@ -32,7 +32,7 @@ from pts import Trainer
from pts.model.utils import get_module_forward_input_names
from pts.feature import (
fourier_time_features_from_frequency,
lags_for_fourier_time_features_from_frequency
lags_for_fourier_time_features_from_frequency,
)
from pts.model import PyTorchEstimator
from pts.modules import LowRankMultivariateNormalOutput
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@@ -26,7 +26,7 @@ from gluonts.transform import (
from pts import Trainer
from pts.feature import (
fourier_time_features_from_frequency,
lags_for_fourier_time_features_from_frequency
lags_for_fourier_time_features_from_frequency,
)
from pts.model.utils import get_module_forward_input_names
from pts.model import PyTorchEstimator
@@ -10,7 +10,7 @@ from gluonts.torch.modules.distribution_output import DistributionOutput
from gluonts.torch.support.util import copy_parameters
from gluonts.torch.model.predictor import PyTorchPredictor
from gluonts.model.predictor import Predictor
from gluonts.transform import (
from gluonts.transform import (
Transformation,
Chain,
InstanceSplitter,
@@ -205,7 +205,7 @@ class TransformerEstimator(PyTorchEstimator):
def create_predictor(
self,
transformation: Transformation,
trained_network:TransformerTrainingNetwork,
trained_network: TransformerTrainingNetwork,
device: torch.device,
) -> Predictor:
@@ -3,8 +3,7 @@ from typing import List, Optional, Tuple
import torch
import torch.nn as nn
from gluonts.core.component import
from gluonts.core.component import validated
from pts.modules import RealNVP, MAF, FlowOutput, MeanScaler, NOPScaler
+6 -2
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@@ -35,7 +35,11 @@ def weighted_average(
"""
if weights is not None:
weighted_tensor = torch.where(weights != 0, x * weights, torch.zeros_like(x))
sum_weights = torch.clamp(weights.sum(dim=dim) if dim else weights.sum(), min=1.0)
return (weighted_tensor.sum(dim=dim) if dim else weighted_tensor.sum())/ sum_weights
sum_weights = torch.clamp(
weights.sum(dim=dim) if dim else weights.sum(), min=1.0
)
return (
weighted_tensor.sum(dim=dim) if dim else weighted_tensor.sum()
) / sum_weights
else:
return x.mean(dim=dim)