Source code for pytorch_forecasting.models.mlp._decodermlp_pkg

"""DecoderMLP package container."""

from pytorch_forecasting.models.base._base_object import _BasePtForecaster


[docs] class DecoderMLP_pkg(_BasePtForecaster): """DecoderMLP package container.""" _tags = { "info:name": "DecoderMLP", "info:compute": 1, "info:pred_type": ["distr", "point", "quantile"], "info:y_type": ["category", "numeric"], "authors": ["jdb78"], "capability:exogenous": True, "capability:multivariate": True, "capability:pred_int": True, "capability:flexible_history_length": True, "capability:cold_start": True, "python_dependencies": ["cpflows"], "tests:skip_by_name": [ "test_integration[DecoderMLP-base_params-1-LogNormalDistributionLoss]" ], }
[docs] @classmethod def get_cls(cls): """Get model class.""" from pytorch_forecasting.models import DecoderMLP return DecoderMLP
[docs] @classmethod def get_base_test_params(cls): """Return testing parameter settings for the trainer. Returns ------- params : dict or list of dict, default = {} Parameters to create testing instances of the class Each dict are parameters to construct an "interesting" test instance, i.e., `MyClass(**params)` or `MyClass(**params[i])` creates a valid test instance. `create_test_instance` uses the first (or only) dictionary in `params` """ return [ {}, dict( data_loader_kwargs=dict(min_prediction_length=2, min_encoder_length=2), ), ]
@classmethod def _get_test_dataloaders_from(cls, params): """Get dataloaders from parameters. Parameters ---------- params : dict Parameters to create dataloaders. One of the elements in the list returned by ``get_test_train_params``. Returns ------- dataloaders : dict with keys "train", "val", "test", values torch DataLoader Dict of dataloaders created from the parameters. Train, validation, and test dataloaders, in this order. """ data_loader_kwargs = params.get("data_loader_kwargs", {}) loss = params.get("loss", None) import inspect from pytorch_forecasting.metrics import ( CrossEntropy, MQF2DistributionLoss, NegativeBinomialDistributionLoss, ) from pytorch_forecasting.tests._data_scenarios import ( data_with_covariates, make_dataloaders, ) dwc = data_with_covariates() dwc.assign(target=lambda x: x.volume) if isinstance(loss, NegativeBinomialDistributionLoss): dwc = dwc.assign(target=lambda x: x.volume.round()) # todo: still need some debugging to add the MQF2DistributionLoss # elif inspect.isclass(loss) and issubclass(loss, MQF2DistributionLoss): # dwc = dwc.assign(volume=lambda x: x.volume.round()) # data_loader_kwargs["target"] = "volume" # data_loader_kwargs["time_varying_unknown_reals"] = ["volume"] elif isinstance(loss, CrossEntropy): data_loader_kwargs["target"] = "agency" dl_default_kwargs = dict( target="target", time_varying_known_reals=["price_actual"], time_varying_unknown_reals=["target"], static_categoricals=["agency"], add_relative_time_idx=True, ) dl_default_kwargs.update(data_loader_kwargs) dataloaders_with_covariates = make_dataloaders(dwc, **dl_default_kwargs) return dataloaders_with_covariates