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, "authors": ["jdb78"], "capability:exogenous": True, "capability:multivariate": True, "capability:pred_int": True, "capability:flexible_history_length": True, "capability:cold_start": True, }
[docs] @classmethod def get_model_cls(cls): """Get model class.""" from pytorch_forecasting.models import DecoderMLP return DecoderMLP
[docs] @classmethod def get_test_train_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` """ from torchmetrics import MeanSquaredError from pytorch_forecasting.metrics import ( MAE, CrossEntropy, MultiLoss, QuantileLoss, ) return [ {}, dict( loss=MultiLoss([QuantileLoss(), MAE()]), data_loader_kwargs=dict( time_varying_unknown_reals=["volume", "discount"], target=["volume", "discount"], ), ), dict( loss=CrossEntropy(), data_loader_kwargs=dict( target="agency", ), ), dict(loss=MeanSquaredError()), dict( loss=MeanSquaredError(), data_loader_kwargs=dict(min_prediction_length=1, min_encoder_length=1), ), ]
@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", {}) from pytorch_forecasting.tests._data_scenarios import ( data_with_covariates, make_dataloaders, ) dwc = data_with_covariates() dwc.assign(target=lambda x: x.volume) 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