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https://github.com/wassname/pytorch-ts.git
synced 2026-08-11 11:24:31 +08:00
get args takes in in_feature argument
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@@ -53,7 +53,7 @@ class DeepARNetwork(nn.Module):
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# TODO
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# self.target_shape = distr_output.event_shape
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self.proj_distr_args = distr_output.get_args_proj()
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self.proj_distr_args = distr_output.get_args_proj(num_cells)
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self.embedder = FeatureEmbedder(cardinalities=cardinality,
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embedding_dims=embedding_dimension)
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@@ -5,7 +5,7 @@ import numpy as np
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import torch
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import torch.nn as nn
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import torch.nn.functional as F
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from torch.distributions import *
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from torch.distributions import Distribution, StudentT, TransformedDistribution, AffineTransform
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from .lambda_layer import LambdaLayer
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@@ -47,9 +47,9 @@ class Output(ABC):
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def dtype(self, dtype: np.dtype):
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self._dtype = dtype
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def get_args_proj(self, prefix: Optional[str] = None) -> ArgProj:
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def get_args_proj(self, in_features: int, prefix: Optional[str] = None) -> ArgProj:
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return ArgProj(
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in_features=self.in_features,
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in_features=in_features,
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args_dim=self.args_dim,
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domain_map=LambdaLayer(self.domain_map),
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prefix=prefix,
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@@ -85,3 +85,7 @@ class StudentTOutput(DistributionOutput):
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scale = F.softplus(scale)
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df = 2.0 + F.softplus(df)
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return df.squeeze(-1), loc.squeeze(-1), scale.squeeze(-1)
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@property
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def event_shape(self) -> Tuple:
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return ()
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@@ -27,8 +27,7 @@ def maximum_likelihood_estimate_sgd(distr_output: DistributionOutput,
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init_biases: List[np.ndarray] = None,
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num_epochs: int = 5,
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learning_rate: float = 1e-2):
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distr_output.in_features = 1
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arg_proj = distr_output.get_args_proj()
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arg_proj = distr_output.get_args_proj(in_features=1)
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if init_biases is not None:
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for param, bias in zip(arg_proj.proj, init_biases):
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