Metric

class pytorch_forecasting.metrics.Metric(name: Optional[str] = None, quantiles: Optional[List[float]] = None, reduction='mean')[source]

Bases: torchmetrics.metric.Metric

Base metric class that has basic functions that can handle predicting quantiles and operate in log space. See the Lightning documentation for details of how to implement a new metric

Other metrics should inherit from this base class

Initialize metric

Parameters
  • name (str) – metric name. Defaults to class name.

  • quantiles (List[float], optional) – quantiles for probability range. Defaults to None.

  • reduction (str, optional) – Reduction, “none”, “mean” or “sqrt-mean”. Defaults to “mean”.

Methods

compute()

Abstract method that calcualtes metric

rescale_parameters(parameters, target_scale, …)

Rescale normalized parameters into the scale required for the output.

to_prediction(y_pred)

Convert network prediction into a point prediction.

to_quantiles(y_pred[, quantiles])

Convert network prediction into a quantile prediction.

update(y_actual)

Override this method to update the state variables of your metric class.

compute() torch.Tensor[source]

Abstract method that calcualtes metric

Should be overriden in derived classes

Parameters
  • y_pred – network output

  • y_actual – actual values

Returns

metric value on which backpropagation can be applied

Return type

torch.Tensor

rescale_parameters(parameters: torch.Tensor, target_scale: torch.Tensor, encoder: sklearn.base.BaseEstimator) torch.Tensor[source]

Rescale normalized parameters into the scale required for the output.

Parameters
  • parameters (torch.Tensor) – normalized parameters (indexed by last dimension)

  • target_scale (torch.Tensor) – scale of parameters (n_batch_samples x (center, scale))

  • encoder (BaseEstimator) – original encoder that normalized the target in the first place

Returns

parameters in real/not normalized space

Return type

torch.Tensor

to_prediction(y_pred: torch.Tensor) torch.Tensor[source]

Convert network prediction into a point prediction.

Parameters

y_pred – prediction output of network

Returns

point prediction

Return type

torch.Tensor

to_quantiles(y_pred: torch.Tensor, quantiles: Optional[List[float]] = None) torch.Tensor[source]

Convert network prediction into a quantile prediction.

Parameters
  • y_pred – prediction output of network

  • quantiles (List[float], optional) – quantiles for probability range. Defaults to quantiles as as defined in the class initialization.

Returns

prediction quantiles

Return type

torch.Tensor

update(y_actual: torch.Tensor)[source]

Override this method to update the state variables of your metric class.