formatting

This commit is contained in:
Dr. Kashif Rasul
2019-11-18 16:07:09 +01:00
parent 5fde331553
commit ef05839f06
+14 -23
View File
@@ -42,26 +42,20 @@ class DeepARNetwork(nn.Module):
self.lags_seq = lags_seq
self.distr_output = distr_output
rnn = {"LSTM": nn.LSTM, "GRU": nn.GRU}[
self.cell_type
]
self.rnn = rnn(
input_size=1,
hidden_size=num_cells,
num_layers=num_layers,
dropout=dropout_rate,
batch_first=True
)
rnn = {"LSTM": nn.LSTM, "GRU": nn.GRU}[self.cell_type]
self.rnn = rnn(input_size=1,
hidden_size=num_cells,
num_layers=num_layers,
dropout=dropout_rate,
batch_first=True)
# TODO
# self.target_shape = distr_output.event_shape
self.proj_distr_args = distr_output.get_args_proj()
self.embedder = FeatureEmbedder(
cardinalities=cardinality,
embedding_dims=embedding_dimension
)
self.embedder = FeatureEmbedder(cardinalities=cardinality,
embedding_dims=embedding_dimension)
if scaling:
self.scaler = MeanScaler(keepdim=True)
@@ -70,10 +64,10 @@ class DeepARNetwork(nn.Module):
@staticmethod
def get_lagged_subsequences(
sequence: torch.Tensor,
sequence_length: int,
indices: List[int],
subsequences_length: int = 1,
sequence: torch.Tensor,
sequence_length: int,
indices: List[int],
subsequences_length: int = 1,
) -> torch.Tensor:
"""
Returns lagged subsequences of a given sequence.
@@ -97,17 +91,14 @@ class DeepARNetwork(nn.Module):
"""
assert max(indices) + subsequences_length <= sequence_length, (
f"lags cannot go further than history length, found lag {max(indices)} "
f"while history length is only {sequence_length}"
)
f"while history length is only {sequence_length}")
assert all(lag_index >= 0 for lag_index in indices)
lagged_values = []
for lag_index in indices:
begin_index = -lag_index - subsequences_length
end_index = -lag_index if lag_index > 0 else None
lagged_values.append(
sequence[:,begin_index:end_index,...]
)
lagged_values.append(sequence[:, begin_index:end_index, ...])
return torch.stack(lagged_values, dim=-1)