This commit is contained in:
Dr. Kashif Rasul
2019-12-09 15:29:54 +01:00
parent dd4f095711
commit c5f8dc5d57
+1 -21
View File
@@ -94,7 +94,6 @@ def backtest_metrics(
0.9)),
num_samples: int = 100,
logging_file: Optional[str] = None,
use_symbol_block_predictor: bool = False,
):
"""
Parameters
@@ -111,8 +110,6 @@ def backtest_metrics(
Number of samples to use when generating sample-based forecasts.
logging_file
If specified, information of the backtest is redirected to this file.
use_symbol_block_predictor
Use a :class:`SymbolBlockPredictor` during testing.
Returns
-------
@@ -145,23 +142,6 @@ def backtest_metrics(
serialize_message(logger, estimator_key, forecaster)
assert train_dataset is not None
predictor = forecaster.train(train_dataset)
if isinstance(forecaster, PTSEstimator) and isinstance(
predictor, PTSPredictor):
inference_data_loader = InferenceDataLoader(
dataset=test_dataset,
transform=predictor.input_transform,
batch_size=forecaster.trainer.batch_size,
ctx=forecaster.trainer.ctx,
dtype=forecaster.dtype,
)
if forecaster.trainer.hybridize:
predictor.hybridize(batch=next(iter(inference_data_loader)))
if use_symbol_block_predictor:
predictor = predictor.as_symbol_block_predictor(
batch=next(iter(inference_data_loader)))
else:
predictor = forecaster
@@ -201,7 +181,7 @@ class BacktestInformation(NamedTuple):
# @staticmethod
# def make_from_log_contents(log_contents):
# messages = dict(re.findall(r"gluonts\[(.*)\]: (.*)", log_contents))
# messages = dict(re.findall(r"pts\[(.*)\]: (.*)", log_contents))
# # avoid to fail if a key is missing for instance in the case a run did
# # not finish so that we can still get partial information