gluonts.torch.distributions.distribution_output module#
- class gluonts.torch.distributions.distribution_output.BetaOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.distribution_output.DistributionOutput
- args_dim: Dict[str, int] = {'concentration0': 1, 'concentration1': 1}#
- distr_cls#
alias of
torch.distributions.beta.Beta
- classmethod domain_map(concentration1: torch.Tensor, concentration0: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event compatible with the output object.
- in_features: int#
- property value_in_support: float#
A float value that is valid for computing the loss of the corresponding output.
By default 0.0.
- class gluonts.torch.distributions.distribution_output.DistributionOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.output.Output
Class to construct a distribution given the output of a network.
- args_dim: Dict[str, int]#
- distr_cls: type#
- distribution(distr_args, loc: Optional[torch.Tensor] = None, scale: Optional[torch.Tensor] = None) torch.distributions.distribution.Distribution [source]#
Construct the associated distribution, given the collection of constructor arguments and, optionally, a scale tensor.
- Parameters
distr_args – Constructor arguments for the underlying Distribution type.
loc – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
scale – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
- domain_map(*args: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_dim: int#
Number of event dimensions, i.e., length of the event_shape tuple, of the distributions that this object constructs.
- property forecast_generator: gluonts.model.forecast_generator.ForecastGenerator#
- in_features: int#
- loss(target: torch.Tensor, distr_args: Tuple[torch.Tensor, ...], loc: Optional[torch.Tensor] = None, scale: Optional[torch.Tensor] = None) torch.Tensor [source]#
Compute loss for target data given network output.
- Parameters
target – Values of the target time series for which loss is to be computed.
distr_args – Arguments that can be used to construct the output distribution.
loc – Location parameter of the distribution, optional.
scale – Scale parameter of the distribution, optional.
- Returns
Values of the loss, has same shape as target.
- Return type
loss_values
- class gluonts.torch.distributions.distribution_output.GammaOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.distribution_output.DistributionOutput
- args_dim: Dict[str, int] = {'concentration': 1, 'rate': 1}#
- distr_cls#
alias of
torch.distributions.gamma.Gamma
- classmethod domain_map(concentration: torch.Tensor, rate: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event compatible with the output object.
- in_features: int#
- property value_in_support: float#
A float value that is valid for computing the loss of the corresponding output.
By default 0.0.
- class gluonts.torch.distributions.distribution_output.LaplaceOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.distribution_output.DistributionOutput
- args_dim: Dict[str, int] = {'loc': 1, 'scale': 1}#
- distr_cls#
alias of
torch.distributions.laplace.Laplace
- classmethod domain_map(loc: torch.Tensor, scale: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event compatible with the output object.
- in_features: int#
- class gluonts.torch.distributions.distribution_output.NormalOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.distribution_output.DistributionOutput
- args_dim: Dict[str, int] = {'loc': 1, 'scale': 1}#
- distr_cls#
alias of
torch.distributions.normal.Normal
- classmethod domain_map(loc: torch.Tensor, scale: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event compatible with the output object.
- in_features: int#
- class gluonts.torch.distributions.distribution_output.PoissonOutput(beta: float = 0.0)[source]#
Bases:
gluonts.torch.distributions.distribution_output.DistributionOutput
- args_dim: Dict[str, int] = {'rate': 1}#
- distr_cls#
alias of
torch.distributions.poisson.Poisson
- distribution(distr_args, loc: Optional[torch.Tensor] = None, scale: Optional[torch.Tensor] = None) torch.distributions.distribution.Distribution [source]#
Construct the associated distribution, given the collection of constructor arguments and, optionally, a scale tensor.
- Parameters
distr_args – Constructor arguments for the underlying Distribution type.
loc – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
scale – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.
- classmethod domain_map(rate: torch.Tensor)[source]#
Converts arguments to the right shape and domain.
The domain depends on the type of distribution, while the correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a distribution of the right event_shape.
- property event_shape: Tuple#
Shape of each individual event compatible with the output object.
- in_features: int#