Created
October 13, 2020 06:28
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how to use deeprenewal programatically
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dataset = get_dataset(args.datasource, regenerate=False) | |
prediction_length = dataset.metadata.prediction_length | |
freq = dataset.metadata.freq | |
cardinality = ast.literal_eval(dataset.metadata.feat_static_cat[0].cardinality) | |
train_ds = dataset.train | |
test_ds = dataset.test | |
trainer = Trainer(ctx=mx.context.gpu() if is_gpu&args.use_cuda else mx.context.cpu(), | |
batch_size=args.batch_size, | |
learning_rate=args.learning_rate, | |
epochs=20, | |
num_batches_per_epoch=args.number_of_batches_per_epoch, | |
clip_gradient=args.clip_gradient, | |
weight_decay=args.weight_decay, | |
hybridize=True) #hybridize false for development | |
estimator = DeepRenewalEstimator( | |
prediction_length=prediction_length, | |
context_length=prediction_length*args.context_length_multiplier, | |
num_layers=args.num_layers, | |
num_cells=args.num_cells, | |
cell_type=args.cell_type, | |
dropout_rate=args.dropout_rate, | |
scaling=True, | |
lags_seq=np.arange(1,args.num_lags+1).tolist(), | |
freq=freq, | |
use_feat_dynamic_real=args.use_feat_dynamic_real, | |
use_feat_static_cat=args.use_feat_static_cat, | |
use_feat_static_real=args.use_feat_static_real, | |
cardinality=cardinality if args.use_feat_static_cat else None, | |
trainer=trainer, | |
) | |
predictor = estimator.train(train_ds, test_ds) | |
deep_renewal_flat_forecast_it, ts_it = make_evaluation_predictions( | |
dataset=test_ds, predictor=predictor, num_samples=100 | |
) | |
evaluator = IntermittentEvaluator(quantiles=[0.25,0.5,0.75], median=True, calculate_spec=False, round_integer=True) | |
#DeepAR | |
agg_metrics, item_metrics = evaluator( | |
ts_it, deep_renewal_flat_forecast_it, num_series=len(test_ds) | |
) |
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