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: 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: Transformation, trained_network: HybridBlock) 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: 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() 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() 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: 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) GluonEstimator[source]#
train(training_data: Dataset, validation_data: Optional[Dataset] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False, **kwargs) 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: GluonPredictor, training_data: Dataset, validation_data: Optional[Dataset] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False) Predictor[source]#
train_model(training_data: Dataset, validation_data: Optional[Dataset] = None, from_predictor: Optional[GluonPredictor] = None, shuffle_buffer_length: Optional[int] = None, cache_data: bool = False) TrainOutput[source]#
class gluonts.mx.model.estimator.TrainOutput(transformation, trained_net, predictor)[source]#

Bases: NamedTuple

predictor: Predictor#

Alias for field number 2

trained_net: HybridBlock#

Alias for field number 1

transformation: Transformation#

Alias for field number 0