Dr. Kashif Rasul
2f65617be0
fix name clash
2020-05-15 13:57:16 +02:00
Dr. Kashif Rasul
cd5b061b9b
fix scaling of mixtures
2020-05-15 13:21:52 +02:00
Dr. Kashif Rasul
af0b129b21
fixed typos
2020-05-15 13:12:44 +02:00
Kashif Rasul and GitHub
085ee835a5
Mixture output ( #13 )
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* get dataset returns shuffled training data by default
* added Gaussian mixture output distribution
* added StudentTMixtureOutput
2020-05-15 13:04:45 +02:00
Dr. Kashif Rasul
86e6828091
NB multiply 2nd moment by scale
2020-05-07 16:20:14 +02:00
Kashif Rasul and GitHub Enterprise
c5fac32bb2
initial lstnet multivariate point forecasting model ( #9 )
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* initial lstnet
* lstnet network
* fixed forward
* fix splitter
* fix prediction
* rename argument to what it is i.e. time_first
* fixed scaling and some default values
* scaler can now take time_first=False tensors
2020-04-17 17:13:44 +02:00
Dr. Kashif Rasul
2d8f6d31f0
revert back change and added comments
2020-04-07 11:05:17 +02:00
Dr. Kashif Rasul
5b57396cea
scale alpha so that sigma scales by scale as well
2020-04-07 09:41:22 +02:00
Dr. Kashif Rasul
f615be41f0
Revert "scale alpha so that the var stays the same"
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This reverts commit 3c6bbf28d7 .
2020-04-06 12:09:38 +02:00
Dr. Kashif Rasul
3c6bbf28d7
scale alpha so that the var stays the same
2020-04-06 11:38:35 +02:00
Dr. Kashif Rasul
192f9d3991
fix typo
2020-03-31 11:04:56 +02:00
Dr. Kashif Rasul
cb012405bf
optimized the imports
2020-03-30 13:01:08 +02:00
Dr. Kashif Rasul
47063478b7
scale alpha by 1/scale so that var scales by scale factor
2020-03-27 11:34:12 +01:00
Dr. Kashif Rasul
55644c4671
added NormalOutput
2020-03-25 13:34:08 +01:00
Dr. Kashif Rasul
6bc281e526
fix scaling of alpha
2020-03-21 17:47:35 +01:00
Vahe Hakobyan and Kashif Rasul
1b123ef152
Model serialization ( #6 )
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* wip: serialization ran successfully
* wip: deserialization ran successfully
2020-03-12 11:32:46 +01:00
Kashif Rasul
6bc8de7edb
call __init__ before registering buffers
2020-03-05 15:37:45 +01:00
Kashif Rasul and GitHub Enterprise
7a16872e26
fix the final log_abs_det_jacobian when scaling ( #3 )
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* fix the final log_abs_det_jacobian
* fix argument name
* subclass from Flow class
* move buffer for base dist to Flow class as well
* formatting
2020-02-26 11:02:16 +01:00
Dr. Kashif Rasul
b311aded13
exchange the forward and inverse in Real NVP
2020-01-22 10:48:45 +01:00
Kashif Rasul
f09153cf5a
fix RealNVP forward and inverse
2020-01-21 22:16:52 +01:00
Dr. Kashif Rasul
ea2466f8a0
add scale variable
2020-01-17 13:14:31 +01:00
Dr. Kashif Rasul
e472f57c1c
fix import
2020-01-17 11:51:45 +01:00
Dr. Kashif Rasul
3b46a293c5
added Masked Linear Layer
2020-01-17 11:47:35 +01:00
Dr. Kashif Rasul
744eb22ec4
added MAF
2020-01-17 11:36:30 +01:00
Dr. Kashif Rasul
6ee817ab72
dont set scale if scaling is false
2020-01-15 15:24:11 +01:00
Dr. Kashif Rasul
c1970eae9b
revert
2020-01-15 13:24:57 +01:00
Dr. Kashif Rasul
888139203a
detach scale tensor just in case and mult. in forward
2020-01-15 13:19:05 +01:00
Kashif Rasul and GitHub Enterprise
9938121a42
Test conditioning ( #1 )
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* explicitly set the conditioning to flow
* try ELUs
* return first element of tuple
* typo
* revert ELU
2020-01-15 11:39:10 +01:00
Kashif Rasul
c429003932
cleanup
2020-01-13 20:31:05 +01:00
Kashif Rasul
f8bf093fee
typo
2020-01-13 20:15:31 +01:00
Kashif Rasul
5c0e84c2fd
fix shape
2020-01-13 20:14:20 +01:00
Kashif Rasul
8cb33f20c6
shape has to be a tuple
2020-01-13 19:52:47 +01:00
Dr. Kashif Rasul
ca2918b02e
fix comparison
2020-01-13 16:59:07 +01:00
Dr. Kashif Rasul
7cea995d10
use scale
2020-01-13 16:46:52 +01:00
Dr. Kashif Rasul
52fbc77f21
added tempFlow model
2020-01-13 11:28:31 +01:00
Kashif Rasul
f186223aaa
typos
2020-01-12 14:28:30 +01:00
Kashif Rasul
d41fc5d915
intial realnvp output distribution class
2020-01-12 13:46:13 +01:00
Kashif Rasul
5b5a71a358
added conditioning flows
2020-01-12 11:42:03 +01:00
Dr. Kashif Rasul
e263bd5f5c
fix past_observed_values
2020-01-09 13:46:56 +01:00
Dr. Kashif Rasul
d2d570265e
MultivariateNormal expects named arguments
2020-01-06 15:18:26 +01:00
Dr. Kashif Rasul
98717c2e8f
added multivariate gaussian output
2020-01-06 14:49:40 +01:00
Dr. Kashif Rasul
dc1951b19e
added independent normal output
2020-01-04 20:47:04 +01:00
Dr. Kashif Rasul
0b53c3c941
added LowRankMultivariateNormalOutput
2020-01-01 23:39:08 +01:00
Dr. Kashif Rasul
032f32faf0
black
2019-12-21 14:59:11 +01:00
Dr. Kashif Rasul
1f7f0556a3
fixed some types
2019-12-19 21:25:12 +01:00
Dr. Kashif Rasul
da166292c3
added negative binomial and beta output
2019-12-17 13:04:14 +01:00
Dr. Kashif Rasul
2dc63d9ae0
fix hidden state for LSTM and GRU
2019-12-09 16:20:42 +01:00
Kashif Rasul
e81d244832
get args takes in in_feature argument
2019-11-21 23:13:38 +01:00
Kashif Rasul
04e93f898c
use register buffer for minimum_scale
2019-11-17 12:28:39 +01:00
Kashif Rasul
aa9aa2ed81
added inital scaler
2019-11-17 11:03:26 +01:00