Baseline

class pytorch_forecasting.models.baseline.Baseline(output_size: int = 7, loss: pytorch_forecasting.metrics.MultiHorizonMetric = QuantileLoss())[source]

Bases: pytorch_forecasting.models.base_model.BaseModel

Baseline model that uses last known target value to make prediction.

BaseModel for timeseries forecasting from which to inherit from

Parameters

  • log_interval (Union[int, float], optional) – Batches after which predictions are logged. If < 1.0, will log multiple entries per batch. Defaults to -1.

  • log_val_interval (Union[int, float], optional) – batches after which predictions for validation are logged. Defaults to None/log_interval.

  • learning_rate (float, optional) – Learning rate. Defaults to 1e-3.

  • log_gradient_flow (bool) – If to log gradient flow, this takes time and should be only done to diagnose training failures. Defaults to False.

  • loss (Metric, optional) – metric to optimize. Defaults to SMAPE().

  • logging_metrics (nn.ModuleList[MultiHorizonMetric]) – list of metrics that are logged during training. Defaults to [].

  • reduce_on_plateau_patience (int) – patience after which learning rate is reduced by a factor of 10. Defaults to 1000

  • reduce_on_plateau_min_lr (float) – minimum learning rate for reduce on plateua learning rate scheduler. Defaults to 1e-5

  • weight_decay (float) – weight decay. Defaults to 0.0.

  • optimizer_params (Dict[str, Any]) – additional parameters for the optimizer. Defaults to {}.

  • monotone_constaints (Dict[str, int]) – dictionary of monotonicity constraints for continuous decoder variables mapping position (e.g. "0" for first position) to constraint (-1 for negative and +1 for positive, larger numbers add more weight to the constraint vs. the loss but are usually not necessary). This constraint significantly slows down training. Defaults to {}.

  • output_transformer (Callable) – transformer that takes network output and transforms it to prediction space. Defaults to None which is equivalent to lambda out: out["prediction"].

  • optimizer (str) – Optimizer, “ranger”, “sgd”, “adam”, “adamw” or class name of optimizer in torch.optim. Defaults to “ranger”.

Methods

forward(x)

Network forward pass.
forward(x: Dict[str, torch.Tensor]) → Dict[str, torch.Tensor][source]

Network forward pass.

Parameters

x (Dict[str, torch.Tensor]) – network input

Returns

netowrk outputs

Return type

Dict[str, torch.Tensor]

baseline deepar