From ef05839f06d2dfe1a20903cf47a34069c0d033d7 Mon Sep 17 00:00:00 2001 From: "Dr. Kashif Rasul" Date: Mon, 18 Nov 2019 16:07:09 +0100 Subject: [PATCH] formatting --- pts/model/deepar/deepar_network.py | 37 +++++++++++------------------- 1 file changed, 14 insertions(+), 23 deletions(-) diff --git a/pts/model/deepar/deepar_network.py b/pts/model/deepar/deepar_network.py index 0d3a413..785b878 100644 --- a/pts/model/deepar/deepar_network.py +++ b/pts/model/deepar/deepar_network.py @@ -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)