pytorch_forecasting.models.tide._tide_dsipts._tide_v2.TIDE#
- class pytorch_forecasting.models.tide._tide_dsipts._tide_v2.TIDE(metadata: dict, loss: Module, hidden_size: int, d_model: int, n_add_enc: int, n_add_dec: int, dropout_rate: float, activation: str = '', embs: list[int] = [], persistence_weight: float = 0.0, optim: str | None = None, optim_config: dict | None = None, scheduler_config: dict | None = None, **kwargs)[source]#
Long-term Forecasting with TiDE: Time-series Dense Encoder https://arxiv.org/abs/2304.08424
This NN uses as subnet the ResidualBlocks, which is composed by skip connection and activation+dropout. Every encoder and decoder head is composed by one Residual Block, like the temporal decoder and the feature projection for covariates.
Initialise the model.
- Parameters:
metadata (dict) – Metadata for the model from
EncoderDecoderDataModule. This can include information about the dataset, such as the number of time steps, number of features, etc. It is used to initialize the model and ensure it is compatible with the data being used.loss (nn.Module) – Loss function module (e.g.,
MSELoss,QuantileLoss).hidden_size (int) – Dimensionality of hidden layers in projections (R).
d_model (int) – Dimensionality of model projections after feature projection (R̃).
n_add_enc (int) – Number of additional encoder residual blocks (after the first).
n_add_dec (int) – Number of additional decoder residual blocks (after the first).
dropout_rate (float) – Dropout probability applied in residual blocks.
activation (str, optional) – Name of activation function to use (e.g.,
"relu").embs (list of int, optional) – List specifying embedding sizes for categorical variables.
persistence_weight (float, optional) – Weight for the persistence (autoregressive) component.
optim (str or None, optional) – Name of optimizer (e.g.,
"adam"), or None to use default.optim_config (dict or None, optional) – Optimizer configuration dictionary.
scheduler_config (dict or None, optional) – Scheduler configuration dictionary.
**kwargs – Additional keyword arguments passed to BaseModel.
- __init__(metadata: dict, loss: Module, hidden_size: int, d_model: int, n_add_enc: int, n_add_dec: int, dropout_rate: float, activation: str = '', embs: list[int] = [], persistence_weight: float = 0.0, optim: str | None = None, optim_config: dict | None = None, scheduler_config: dict | None = None, **kwargs) None[source]#
Initialise the model.
- Parameters:
metadata (dict) – Metadata for the model from
EncoderDecoderDataModule. This can include information about the dataset, such as the number of time steps, number of features, etc. It is used to initialize the model and ensure it is compatible with the data being used.loss (nn.Module) – Loss function module (e.g.,
MSELoss,QuantileLoss).hidden_size (int) – Dimensionality of hidden layers in projections (R).
d_model (int) – Dimensionality of model projections after feature projection (R̃).
n_add_enc (int) – Number of additional encoder residual blocks (after the first).
n_add_dec (int) – Number of additional decoder residual blocks (after the first).
dropout_rate (float) – Dropout probability applied in residual blocks.
activation (str, optional) – Name of activation function to use (e.g.,
"relu").embs (list of int, optional) – List specifying embedding sizes for categorical variables.
persistence_weight (float, optional) – Weight for the persistence (autoregressive) component.
optim (str or None, optional) – Name of optimizer (e.g.,
"adam"), or None to use default.optim_config (dict or None, optional) – Optimizer configuration dictionary.
scheduler_config (dict or None, optional) – Scheduler configuration dictionary.
**kwargs – Additional keyword arguments passed to BaseModel.
Methods
__call__(*args, **kwargs)Call self as a function.
__delattr__(name)Implement delattr(self, name).
__dir__()Default dir() implementation.
__eq__(value, /)Return self==value.
__format__(format_spec, /)Default object formatter.
__ge__(value, /)Return self>=value.
__getattr__(name)__getattribute__(name, /)Return getattr(self, name).
__getstate__()Helper for pickle.
__gt__(value, /)Return self>value.
__hash__()Return hash(self).
__init_subclass__This method is called when a class is subclassed.
__le__(value, /)Return self<=value.
__lt__(value, /)Return self<value.
__ne__(value, /)Return self!=value.
__new__(*args, **kwargs)__reduce__()Helper for pickle.
__reduce_ex__(protocol, /)Helper for pickle.
__repr__()Return repr(self).
__setattr__(name, value)Implement setattr(self, name, value).
__setstate__(state)__sizeof__()Size of object in memory, in bytes.
__str__()Return str(self).
__subclasshook__Abstract classes can override this to customize issubclass().
_apply(fn[, recurse])_apply_batch_transfer_handler(batch[, ...])_call_batch_hook(hook_name, *args)_call_impl(*args, **kwargs)_get_backward_hooks()Return the backward hooks for use in the call function.
_get_backward_pre_hooks()_get_name()_get_optimizer()Get the optimizer based on the specified optimizer name and parameters.
_get_scheduler(optimizer)Get the lr scheduler based on the specified scheduler name and params.
_load_from_state_dict(state_dict, prefix, ...)Copy parameters and buffers from
state_dictinto only this module, but not its descendants._log_dict_through_fabric(dictionary[, logger])_maybe_warn_non_full_backward_hook(inputs, ...)_named_members(get_members_fn[, prefix, ...])Help yield various names + members of modules.
_on_before_batch_transfer(batch[, ...])_pkg()Package containing the model.
_register_load_state_dict_pre_hook(hook[, ...])See
register_load_state_dict_pre_hook()for details._register_state_dict_hook(hook)Register a post-hook for the
state_dict()method._replicate_for_data_parallel()_save_to_state_dict(destination, prefix, ...)Save module state to the destination dictionary.
_set_hparams(hp)_slow_forward(*input, **kwargs)_to_hparams_dict(hp)_verify_is_manual_optimization(fn_name)_wrapped_call_impl(*args, **kwargs)add_module(name, module)Add a child module to the current module.
all_gather(data[, group, sync_grads])Gather tensors or collections of tensors from multiple processes.
apply(fn)Apply
fnrecursively to every submodule (as returned by.children()) as well as self.backward(loss, *args, **kwargs)Called to perform backward on the loss returned in
training_step().bfloat16()Casts all floating point parameters and buffers to
bfloat16datatype.buffers([recurse])Return an iterator over module buffers.
cat_categorical_vars(batch)Extracting categorical context about past and future
children()Return an iterator over immediate children modules.
clip_gradients(optimizer[, ...])Handles gradient clipping internally.
compile(*args, **kwargs)Compile this Module's forward using
torch.compile().configure_callbacks()Configure model-specific callbacks.
configure_gradient_clipping(optimizer[, ...])Perform gradient clipping for the optimizer parameters.
configure_model()Hook to create modules in a strategy and precision aware context.
configure_optimizers()Configure the optimizer and learning rate scheduler.
configure_sharded_model()Deprecated.
cpu()See
torch.nn.Module.cpu().cuda([device])Moves all model parameters and buffers to the GPU.
double()See
torch.nn.Module.double().eval()Set the module in evaluation mode.
extra_repr()Return the extra representation of the module.
float()See
torch.nn.Module.float().forward(X)training process of the diffusion network
freeze()Freeze all params for inference.
get_buffer(target)Return the buffer given by
targetif it exists, otherwise throw an error.get_extra_state()Return any extra state to include in the module's state_dict.
get_parameter(target)Return the parameter given by
targetif it exists, otherwise throw an error.get_submodule(target)Return the submodule given by
targetif it exists, otherwise throw an error.half()See
torch.nn.Module.half().ipu([device])Move all model parameters and buffers to the IPU.
load_from_checkpoint(checkpoint_path[, ...])Primary way of loading a model from a checkpoint.
load_state_dict(state_dict[, strict, assign])Copy parameters and buffers from
state_dictinto this module and its descendants.log(name, value[, prog_bar, logger, ...])Log a key, value pair.
log_dict(dictionary[, prog_bar, logger, ...])Log a dictionary of values at once.
log_metrics(y_hat, y[, prefix])Log additional metrics during training, validation, or testing.
lr_scheduler_step(scheduler, metric)Override this method to adjust the default way the
Trainercalls each scheduler.lr_schedulers()Returns the learning rate scheduler(s) that are being used during training.
manual_backward(loss, *args, **kwargs)Call this directly from your
training_step()when doing optimizations manually.modules([remove_duplicate])Return an iterator over all modules in the network.
mtia([device])Move all model parameters and buffers to the MTIA.
named_buffers([prefix, recurse, ...])Return an iterator over module buffers, yielding both the name of the buffer as well as the buffer itself.
named_children()Return an iterator over immediate children modules, yielding both the name of the module as well as the module itself.
named_modules([memo, prefix, remove_duplicate])Return an iterator over all modules in the network, yielding both the name of the module as well as the module itself.
named_parameters([prefix, recurse, ...])Return an iterator over module parameters, yielding both the name of the parameter as well as the parameter itself.
on_after_backward()Called after
loss.backward()and before optimizers are stepped.on_after_batch_transfer(batch, dataloader_idx)Override to alter or apply batch augmentations to your batch after it is transferred to the device.
on_before_backward(loss)Called before
loss.backward().on_before_batch_transfer(batch, dataloader_idx)Override to alter or apply batch augmentations to your batch before it is transferred to the device.
on_before_optimizer_step(optimizer)Called before
optimizer.step().on_before_zero_grad(optimizer)Called after
training_step()and beforeoptimizer.zero_grad().on_fit_end()Called at the very end of fit.
on_fit_start()Called at the very beginning of fit.
on_load_checkpoint(checkpoint)Called by Lightning to restore your model.
on_predict_batch_end(outputs, batch, batch_idx)Called in the predict loop after the batch.
on_predict_batch_start(batch, batch_idx[, ...])Called in the predict loop before anything happens for that batch.
on_predict_end()Called at the end of predicting.
on_predict_epoch_end()Called at the end of predicting.
on_predict_epoch_start()Called at the beginning of predicting.
on_predict_model_eval()Called when the predict loop starts.
on_predict_start()Called at the beginning of predicting.
on_save_checkpoint(checkpoint)Called by Lightning when saving a checkpoint to give you a chance to store anything else you might want to save.
on_test_batch_end(outputs, batch, batch_idx)Called in the test loop after the batch.
on_test_batch_start(batch, batch_idx[, ...])Called in the test loop before anything happens for that batch.
on_test_end()Called at the end of testing.
on_test_epoch_end()Called in the test loop at the very end of the epoch.
on_test_epoch_start()Called in the test loop at the very beginning of the epoch.
on_test_model_eval()Called when the test loop starts.
on_test_model_train()Called when the test loop ends.
on_test_start()Called at the beginning of testing.
on_train_batch_end(outputs, batch, batch_idx)Called in the training loop after the batch.
on_train_batch_start(batch, batch_idx)Called in the training loop before anything happens for that batch.
on_train_end()Called at the end of training before logger experiment is closed.
on_train_epoch_end()Called in the training loop at the very end of the epoch.
on_train_epoch_start()Called in the training loop at the very beginning of the epoch.
on_train_start()Called at the beginning of training after sanity check.
on_validation_batch_end(outputs, batch, ...)Called in the validation loop after the batch.
on_validation_batch_start(batch, batch_idx)Called in the validation loop before anything happens for that batch.
on_validation_end()Called at the end of validation.
on_validation_epoch_end()Called in the validation loop at the very end of the epoch.
on_validation_epoch_start()Called in the validation loop at the very beginning of the epoch.
on_validation_model_eval()Called when the validation loop starts.
on_validation_model_train()Called when the validation loop ends.
on_validation_model_zero_grad()Called by the training loop to release gradients before entering the validation loop.
on_validation_start()Called at the beginning of validation.
optimizer_step(epoch, batch_idx, optimizer)Override this method to adjust the default way the
Trainercalls the optimizer.optimizer_zero_grad(epoch, batch_idx, optimizer)Override this method to change the default behaviour of
optimizer.zero_grad().optimizers([use_pl_optimizer])Returns the optimizer(s) that are being used during training.
parameters([recurse])Return an iterator over module parameters.
predict(dataloader[, mode, return_info, ...])Generate predictions for new data using the lightning.Trainer.
predict_dataloader()An iterable or collection of iterables specifying prediction samples.
predict_step(batch, batch_idx[, dataloader_idx])Prediction step for the model.
prepare_data()Use this to download and prepare data.
print(*args, **kwargs)Prints only from process 0.
register_backward_hook(hook)Register a backward hook on the module.
register_buffer(name, tensor[, persistent])Add a buffer to the module.
register_forward_hook(hook, *[, prepend, ...])Register a forward hook on the module.
register_forward_pre_hook(hook, *[, ...])Register a forward pre-hook on the module.
register_full_backward_hook(hook[, prepend])Register a backward hook on the module.
register_full_backward_pre_hook(hook[, prepend])Register a backward pre-hook on the module.
register_load_state_dict_post_hook(hook)Register a post-hook to be run after module's
load_state_dict()is called.register_load_state_dict_pre_hook(hook)Register a pre-hook to be run before module's
load_state_dict()is called.register_module(name, module)Alias for
add_module().register_parameter(name, param)Add a parameter to the module.
register_state_dict_post_hook(hook)Register a post-hook for the
state_dict()method.register_state_dict_pre_hook(hook)Register a pre-hook for the
state_dict()method.remove_ignored_hparams(ignore_list)Remove ignored hyperparameters from the stored state.
remove_var(tensor, indexes_to_exclude, dimension)Function to remove variables from tensors in chosen dimension and position
requires_grad_([requires_grad])Change if autograd should record operations on parameters in this module.
save_hyperparameters(*args[, ignore, frame, ...])Save arguments to
hparamsattribute.set_extra_state(state)Set extra state contained in the loaded state_dict.
set_submodule(target, module[, strict])Set the submodule given by
targetif it exists, otherwise throw an error.setup(stage)Called at the beginning of fit (train + validate), validate, test, or predict.
share_memory()See
torch.Tensor.share_memory_().state_dict(*args[, destination, prefix, ...])Return a dictionary containing references to the whole state of the module.
teardown(stage)Called at the end of fit (train + validate), validate, test, or predict.
test_dataloader()An iterable or collection of iterables specifying test samples.
test_step(batch, batch_idx)Test step for the model.
to(*args, **kwargs)See
torch.nn.Module.to().to_empty(*, device[, recurse])Move the parameters and buffers to the specified device without copying storage.
to_onnx([file_path, input_sample])Saves the model in ONNX format.
to_prediction(out, **kwargs)Converts raw model output to point forecasts.
to_quantiles(out, **kwargs)Converts raw model output to quantile forecasts.
to_tensorrt([file_path, input_sample, ir, ...])Export the model to ScriptModule or GraphModule using TensorRT compile backend.
to_torchscript([file_path, method, ...])By default compiles the whole model to a
torch.jit.ScriptModule.toggle_optimizer(optimizer)Makes sure only the gradients of the current optimizer's parameters are calculated in the training step to prevent dangling gradients in multiple-optimizer setup.
toggled_optimizer(optimizer)Makes sure only the gradients of the current optimizer's parameters are calculated in the training step to prevent dangling gradients in multiple-optimizer setup.
train([mode])Set the module in training mode.
train_dataloader()An iterable or collection of iterables specifying training samples.
training_step(batch, batch_idx)Training step for the model.
transfer_batch_to_device(batch, device, ...)Override this hook if your
DataLoaderreturns tensors wrapped in a custom data structure.type(dst_type)See
torch.nn.Module.type().unfreeze()Unfreeze all parameters for training.
untoggle_optimizer(optimizer)Resets the state of required gradients that were toggled with
toggle_optimizer().val_dataloader()An iterable or collection of iterables specifying validation samples.
validation_step(batch, batch_idx)Validation step for the model.
xpu([device])Move all model parameters and buffers to the XPU.
zero_grad([set_to_none])Reset gradients of all model parameters.
Attributes
CHECKPOINT_HYPER_PARAMS_KEYCHECKPOINT_HYPER_PARAMS_NAMECHECKPOINT_HYPER_PARAMS_TYPET_destination_OPTIMIZER_REGISTRY_SCHEDULER_REGISTRY__annotations____dict____doc____jit_unused_properties____module____weakref__list of weak references to the object
_compiled_call_impl_jit_is_scripting_versionThis allows better BC support for
load_state_dict().automatic_optimizationIf set to
Falseyou are responsible for calling.backward(),.step(),.zero_grad().call_super_initcurrent_epochThe current epoch in the
Trainer, or 0 if not attached.devicedevice_meshStrategies like
ModelParallelStrategywill create a device mesh that can be accessed in theconfigure_model()hook to parallelize the LightningModule.dtypedump_patchesexample_input_arrayThe example input array is a specification of what the module can consume in the
forward()method.fabricglobal_rankThe index of the current process across all nodes and devices.
global_stepTotal training batches seen across all epochs.
hparamsThe collection of hyperparameters saved with
save_hyperparameters().hparams_initialThe collection of hyperparameters saved with
save_hyperparameters().local_rankThe index of the current process within a single node.
loggerReference to the logger object in the Trainer.
loggersReference to the list of loggers in the Trainer.
on_gpuReturns
Trueif this model is currently located on a GPU.strict_loadingDetermines how Lightning loads this model using .load_state_dict(..., strict=model.strict_loading).
trainertraining_parameters_buffers_non_persistent_buffers_set_backward_pre_hooks_backward_hooks_is_full_backward_hook_forward_hooks_forward_hooks_with_kwargs_forward_hooks_always_called_forward_pre_hooks_forward_pre_hooks_with_kwargs_state_dict_hooks_load_state_dict_pre_hooks_state_dict_pre_hooks_load_state_dict_post_hooks_modules