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170 Commits
Author SHA1 Message Date
Kashif RasulandGitHub Enterprise 908945b422 Time grad (#28) 
* initial uncond image gaussian diff

TODO make it work for multivariate vector
add conditioning

* remove tqdm

* initial unet

TODO convert to 1d conv

* initial time grad estimator

* initial training

* initial sampling

* added huber loss

* use SinusoidalPosEmb from wavegrad

* use time diff network

* fix reshaping

* fix missing property

* clip false

* updated api

* added padding

* added circular padding

* use linear schedule

* added more schedules

* added back cosine schedule

* Delete Solar-time-grad.ipynb

* updated estimator API

* not tuple

* renamed to EpsilonTheta

* removed

* added example notebook

* removed some output

* fix requirements

* formatting

* added more options to time-grad

* added article
 2021-02-11 10:09:25 +01:00
Kashif Rasul 512b968b13 formatting 2021-02-10 18:20:05 +01:00
Kashif RasulandGitHub Enterprise 88b6709b47 Gluon master (#30) 
* Estimator needs an create_instance_splitter now

* updated estimators and tests

* fix test

* validated

* not a tuple
 2021-02-07 18:11:16 +01:00
Kashif RasulandGitHub Enterprise ea9b2b7df5 Gluon master (#29) 
* Estimator needs an create_instance_splitter now

* updated estimators and tests

* fix test

* validated
 2021-02-07 17:43:07 +01:00
Dr. Kashif Rasul 0988331368 fix api 2021-01-04 10:05:16 +01:00
Dr. Kashif Rasul 637fa6d2ab typos 2021-01-02 11:02:18 +01:00
Dr. Kashif Rasul eeeb96335a updated tempflow 2021-01-02 10:59:50 +01:00
Dr. Kashif Rasul e79166f444 updated LSTNet 2021-01-02 10:48:45 +01:00
Dr. Kashif Rasul 4fc70dc7b5 updated nbeats 2021-01-01 22:33:40 +01:00
Dr. Kashif Rasul c7e603be3e fix deepvar test 2021-01-01 13:25:46 +01:00
Dr. Kashif Rasul d5577a2c9e fix some tests 2020-12-30 19:17:54 +01:00
Kashif Rasul 25dcfe9f1a simple feedforward 2020-12-29 16:15:02 +01:00
Kashif Rasul 45126c2046 updated transformer model 2020-12-28 18:44:18 +01:00
Kashif Rasul c32d362c7b fixed deepvar 2020-12-28 13:48:15 +01:00
Dr. Kashif Rasul b9679a8f7e fixed trainer api 2020-12-23 12:20:26 +01:00
Dr. Kashif Rasul 20bc7d4e04 return iter 2020-12-19 12:09:22 +01:00
Dr. Kashif Rasul 2726bc94ec added back TransformedIterableDataset 2020-12-18 13:02:26 +01:00
Dr. Kashif Rasul b072ab227b initial gluonts dependency 2020-12-17 17:04:56 +01:00
Edrin BashaandGitHub Enterprise 50683efdc6 Update DeepARPredictionNetwork (#25) 
Set default value of num_parallel_samples to 100
 2020-10-27 12:37:11 +01:00
Kashif Rasul 2649874d2a fixed typo 2020-06-18 12:42:44 +02:00
Kashif RasulandGitHub Enterprise 8e9f31eae1 Deepvar cleanup (#15) 
* initial age feature

* added support for feat_static_cat in network

* added feature_static_real

also concat the log(scale) to the network

* fixed typo

* FEAT_STATIC_CAT are np.long
 2020-06-18 12:30:55 +02:00
Dr. Kashif Rasul 4fa5a991bd added missing license files 
for issue #11
 2020-04-30 11:04:18 +02:00
Dr. Kashif Rasul 62a950ce34 removed unused vars 2020-04-28 10:40:42 +02:00
Dr. Kashif Rasul 7e6ed1d87a added lstnet tests 2020-04-27 16:25:48 +02:00
Dr. Kashif Rasul 5e7aef4ad4 add support for dynamic real and cat to DeepVAR 2020-04-22 11:51:02 +02:00
Kashif RasulandGitHub Enterprise c5fac32bb2 initial lstnet multivariate point forecasting model (#9) 
* 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 cb012405bf optimized the imports 2020-03-30 13:01:08 +02:00
Vahe HakobyanandKashif Rasul 1b123ef152 Model serialization (#6) 
* wip: serialization ran successfully

* wip: deserialization ran successfully
 2020-03-12 11:32:46 +01:00
Dr. Kashif Rasul b6f333b5fd base block does not need the future target 2020-03-11 14:30:19 +01:00
Dr. Kashif Rasul 830a5df2aa removed unused fields for now 2020-03-11 13:33:51 +01:00
Dr. Kashif Rasul cd887ac254 added n_beats ensemble estimator 2020-03-10 15:30:12 +01:00
Dr. Kashif Rasul 419fb89ffb typo 2020-03-10 13:57:54 +01:00
Kashif RasulandGitHub Enterprise 7cfe8c73f0 initial n-beats (#5) 
* initial n-beats

* typo

* typo

* added losses

* added NBEATSPredictionNetwork

* initialize blocks

* fix loss
 2020-03-10 13:54:01 +01:00
Dr. Kashif Rasul f701c90b37 type annotations mypy 2020-02-20 14:34:26 +01:00
Dr. Kashif Rasul d54197cd6a fix prediction length 2020-02-17 14:39:04 +01:00
Dr. Kashif Rasul 923ba8978a move predictor network to device 2020-02-12 17:18:02 +01:00
Dr. Kashif Rasul 1f3c2ef943 consistent ordering of args 2020-02-12 14:57:58 +01:00
Dr. Kashif Rasul b053285fe9 no need for input_size its always 1 2020-02-10 13:22:41 +01:00
Dr. Kashif Rasul 99e144fd04 fixed simple feed forward's mlp 2020-02-10 12:04:08 +01:00
Dr. Kashif Rasul 8566973f8f more formatting 2020-02-03 16:20:01 +01:00
Dr. Kashif Rasul f0b4fc988d time feature is bigger since we need it when sampling 2020-02-03 16:05:46 +01:00
Dr. Kashif Rasul ccc1efbabd formatting 2020-02-03 15:26:53 +01:00
Dr. Kashif Rasul e8a1a07fdd yse fourier time features in transformer 2020-02-03 15:05:49 +01:00
Dr. Kashif Rasul 637a6fb36e use history_length - context_length for past_time_feat in deepvar 2020-02-03 14:51:50 +01:00
Dr. Kashif Rasul 85c9f61988 use history length when making past time features 2020-02-03 14:04:26 +01:00
Kashif Rasul 8fa0297ab7 scale input to network if flag is set 2020-02-01 18:04:01 +01:00
Dr. Kashif Rasul 91e21aaea5 fix variable name 2020-01-30 16:50:46 +01:00
Dr. Kashif Rasul 721adece9f permute back the transformer output for conditioning 2020-01-29 15:14:25 +01:00
Dr. Kashif Rasul d95a217801 another typo 2020-01-29 15:04:07 +01:00
Dr. Kashif Rasul 2b51a2ad25 use target dim to reshape lags 2020-01-29 15:00:46 +01:00