gluonts.mx.model.estimator module#

class gluonts.mx.model.estimator.GluonEstimator(*, trainer: gluonts.mx.trainer._base.Trainer, batch_size: int = 32, lead_time: int = 0, dtype: typing.Type = <class 'numpy.float32'>)[source]#

Bases: gluonts.model.estimator.Estimator

An Estimator type with utilities for creating Gluon-based models.

To extend this class, one needs to implement three methods: create_transformation, create_training_network, create_predictor, create_training_data_loader, and create_validation_data_loader.

create_predictor(transformation: gluonts.transform._base.Transformation, trained_network: mxnet.gluon.block.HybridBlock) gluonts.model.predictor.Predictor[source]#

Create and return a predictor object.

Parameters
  • transformation – Transformation to be applied to data before it goes into the model.

  • module – A trained HybridBlock object.

Returns

A predictor wrapping a HybridBlock used for inference.

Return type

Predictor

create_training_data_loader(data: gluonts.dataset.Dataset, **kwargs) Iterable[Dict[str, Any]][source]#

Create a data loader for training purposes.

Parameters

data – Dataset from which to create the data loader.

Returns

The data loader, i.e. and iterable over batches of data.

Return type

DataLoader

create_training_network() mxnet.gluon.block.HybridBlock[source]#

Create and return the network used for training (i.e., computing the loss).

Returns

The network that computes the loss given input data.

Return type

HybridBlock

create_transformation() gluonts.transform._base.Transformation[source]#

Create and return the transformation needed for training and inference.

Returns

The transformation that will be applied entry-wise to datasets, at training and inference time.

Return type

Transformation

create_validation_data_loader(data: gluonts.dataset.Dataset, **kwargs) Iterable[Dict[str, Any]][source]#

Create a data loader for validation purposes.

Parameters

data – Dataset from which to create the data loader.

Returns

The data loader, i.e. and iterable over batches of data.

Return type

DataLoader

classmethod from_hyperparameters(**hyperparameters) gluonts.mx.model.estimator.GluonEstimator[source]#
lead_time: int#
prediction_length: int#
train(training_data: gluonts.dataset.Dataset, validation_data: Optional[gluonts.dataset.Dataset] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False, **kwargs) gluonts.model.predictor.Predictor[source]#

Train the estimator on the given data.

Parameters
  • training_data – Dataset to train the model on.

  • validation_data – Dataset to validate the model on during training.

Returns

The predictor containing the trained model.

Return type

Predictor

train_from(predictor: gluonts.mx.model.predictor.GluonPredictor, training_data: gluonts.dataset.Dataset, validation_data: Optional[gluonts.dataset.Dataset] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False) gluonts.model.predictor.Predictor[source]#
train_model(training_data: gluonts.dataset.Dataset, validation_data: Optional[gluonts.dataset.Dataset] = None, from_predictor: Optional[gluonts.mx.model.predictor.GluonPredictor] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False) gluonts.mx.model.estimator.TrainOutput[source]#
class gluonts.mx.model.estimator.TrainOutput(transformation, trained_net, predictor)[source]#

Bases: tuple

predictor: gluonts.model.predictor.Predictor#

Alias for field number 2

trained_net: mxnet.gluon.block.HybridBlock#

Alias for field number 1

transformation: gluonts.transform._base.Transformation#

Alias for field number 0