gluonts.mx.representation.mean_scaling module¶
-
class
gluonts.mx.representation.mean_scaling.
MeanScaling
(scale_min: float = 1e-10, clip_max: Optional[float] = None, *args, **kwargs)[source]¶ Bases:
gluonts.mx.representation.representation.Representation
A class representing a mean scaling approach. Inputs are simply rescaled based on their mean.
- Parameters
minimum_scale – The minimum value to which re-scaled values will be clipped to. (default: 1e-10)
clip_max – The maximum value to which re-scaled values will be clipped to. Negative values will be clipped at -clip_max and positive values at clip_max. (default: None)
-
compute_scale
(F, data: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], observed_indicator: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]¶
-
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: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol, None], 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.
- 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