TorchNormalizer

class pytorch_forecasting.data.encoders.TorchNormalizer(method: str = 'standard', center: bool = True, transformation: Optional[Union[str, Tuple[Callable, Callable]]] = None, eps: float = 1e-08)

Bases: sklearn.base.BaseEstimator, sklearn.base.TransformerMixin

Basic target transformer that can be fit also on torch tensors.

Initialize

Parameters

• method (str, optional) – method to rescale series. Either “identity”, “standard” (standard scaling) or “robust” (scale using quantiles 0.25-0.75). Defaults to “standard”.

• center (bool, optional) – If to center the output to zero. Defaults to True.

• transformation (Union[str, Tuple[Callable, Callable]] optional) –

  Transform values before applying normalizer. Available options are

  • None (default): No transformation of values

  • log: Estimate in log-space leading to a multiplicative model

  • logp1: Estimate in log-space but add 1 to values before transforming for stability

    (e.g. if many small values <<1 are present). Note, that inverse transform is still only torch.exp() and not torch.expm1().

  • logit: Apply logit transformation on values that are between 0 and 1

  • softplus: Apply softplus to output (inverse transformation) and x + 1 to input (transformation)

  • relu: Apply max(0, x) to output

  • Tuple[Callable, Callable] of PyTorch functions that transforms and inversely transforms values.

• eps (float, optional) – Number for numerical stability of calculations. Defaults to 1e-8.

Inherited-members

Methods

fit(y)	Fit transformer, i.e. determine center and scale of data.
fit_transform(X[, y])	Fit to data, then transform it.
get_parameters(*args, **kwargs)	Returns parameters that were used for encoding.
get_params([deep])	Get parameters for this estimator.
inverse_preprocess(y)	Inverse preprocess re-scaled data (e.g.
inverse_transform(y)	Inverse scale.
preprocess(y)	Preprocess input data (e.g.
set_params(**params)	Set the parameters of this estimator.
transform(y[, return_norm, target_scale])	Rescale data.

Attributes

TRANSFORMATIONS

fit(y: Union[pandas.core.series.Series, numpy.ndarray, torch.Tensor])

Fit transformer, i.e. determine center and scale of data

Parameters

y (Union[pd.Series, np.ndarray, torch.Tensor]) – input data

Returns

self

Return type

TorchNormalizer

get_parameters(*args, **kwargs) → torch.Tensor

Returns parameters that were used for encoding.

Returns

First element is center of data and second is scale

Return type

torch.Tensor

inverse_preprocess(y: Union[pandas.core.series.Series, numpy.ndarray, torch.Tensor]) → Union[numpy.ndarray, torch.Tensor]

Inverse preprocess re-scaled data (e.g. take exp).

Uses transform attribute to determine how to apply inverse transform.

Returns

return rescaled series with type depending on input type

Return type

Union[np.ndarray, torch.Tensor]

inverse_transform(y: torch.Tensor) → torch.Tensor

Inverse scale.

Parameters

y (torch.Tensor) – scaled data

Returns

de-scaled data

Return type

torch.Tensor

preprocess(y: Union[pandas.core.series.Series, pandas.core.frame.DataFrame, numpy.ndarray, torch.Tensor]) → Union[numpy.ndarray, torch.Tensor]

Preprocess input data (e.g. take log).

Uses transform attribute to determine how to apply transform.

Returns

return rescaled series with type depending on input type

Return type

Union[np.ndarray, torch.Tensor]

transform(y: Union[pandas.core.series.Series, numpy.ndarray, torch.Tensor], return_norm: bool = False, target_scale: Optional[torch.Tensor] = None) → Union[Tuple[Union[numpy.ndarray, torch.Tensor], numpy.ndarray], numpy.ndarray, torch.Tensor]

Rescale data.

Parameters

• y (Union[pd.Series, np.ndarray, torch.Tensor]) – input data

• return_norm (bool, optional) – [description]. Defaults to False.

• target_scale (torch.Tensor) – target scale to use instead of fitted center and scale

Returns

rescaled

data with type depending on input type. returns second element if return_norm=True

Return type

Union[Tuple[Union[np.ndarray, torch.Tensor], np.ndarray], Union[np.ndarray, torch.Tensor]]

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