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RNN always gets mean scaled values

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This commit is contained in:
Dr. Kashif Rasul
2020-01-15 15:49:09 +01:00
parent 6ee817ab72
commit 7fd92875fe
1 changed files with 4 additions and 7 deletions
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pts/model/tempflow/tempflow_network.py
+4 -7
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@@ -73,10 +73,7 @@ class TempFlowTrainingNetwork(nn.Module):
num_embeddings=self.target_dim, embedding_dim=self.embed_dim
)
if scaling:
self.scaler = MeanScaler(keepdim=True)
else:
self.scaler = NOPScaler(keepdim=True)
self.scaler = MeanScaler(keepdim=True)
@staticmethod
def get_lagged_subsequences(
@@ -468,6 +465,8 @@ class TempFlowPredictionNetwork(TempFlowTrainingNetwork):
repeated_past_target_cdf = repeat(past_target_cdf)
repeated_time_feat = repeat(time_feat)
repeated_scale = repeat(scale)
if self.scaling:
self.flow.scale = repeated_scale
repeated_target_dimension_indicator = repeat(target_dimension_indicator)
if self.cell_type == "LSTM":
@@ -496,9 +495,7 @@ class TempFlowPredictionNetwork(TempFlowTrainingNetwork):
unroll_length=1,
)
distr_args = self.distr_args(rnn_outputs=rnn_outputs,)
if self.scaling:
self.flow.scale = repeated_scale
distr_args = self.distr_args(rnn_outputs=rnn_outputs)
# (batch_size, 1, target_dim)
new_samples = self.flow.sample(cond=distr_args)