gluonts.mx.representation.discrete_pit module#
- class gluonts.mx.representation.discrete_pit.DiscretePIT(num_bins: int, mlp_transf: bool = False, embedding_size: Optional[int] = None, *args, **kwargs)[source]#
Bases:
gluonts.mx.representation.representation.Representation
A class representing a discrete probability integral transform of a given quantile-based learned binning. Note that this representation is intended to be applied on top of a quantile-based binning representation.
- Parameters
num_bins – Number of bins used by the data on which this representation is applied.
mlp_tranf – Whether we want to post-process the pit-transformed valued using a MLP which can learn an appropriate binning, which would ensure that pit models have the same expressiveness as standard quantile binning with embedding. (default: False)
embedding_size – The desired layer output size if mlp_tranf=True. By default, the following heuristic is used: https://developers.googleblog.com/2017/11/introducing-tensorflow-feature-columns.html (default: round(num_bins**(1/4)))
- hybrid_forward(F, data: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], observed_indicator: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], scale: Optional[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]], rep_params: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]], **kwargs) Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]] [source]#
Transform the data into the desired representation.
- Parameters
F –
data – Target data.
observed_indicator – Target observed indicator.
scale – Pre-computed scale.
rep_params – Additional pre-computed representation parameters.
**kwargs – Additional block-specfic parameters.
:param : Additional block-specfic parameters.
- Returns
Tuple consisting of the transformed data, the computed scale, and additional parameters to be passed to post_transform.
- Return type
Tuple[Tensor, Tensor, List[Tensor]]
- post_transform(F, samples: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], scale: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], rep_params: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]) Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol] [source]#
Transform samples back to the original representation.
- Parameters
samples – Samples from a distribution.
scale – The scale of the samples.
rep_params – Additional representation-specific parameters used during post transformation.
- Returns
Post-transformed samples.
- Return type
Tensor