gluonts.mx.util module

class gluonts.mx.util.HybridContext(net: mxnet.gluon.block.HybridBlock, hybridize: bool, data_batch: Optional[List[mxnet.ndarray.ndarray.NDArray]] = None, **kwargs)[source]

Bases: object

A context manager that ensures that an MXNet network is operating in a hybridized / not hybridized mode.

Parameters
  • net – The network whose hybrid mode has to be modified within the enclosing context.

  • hybridize – A boolean flag inidicating whether the hybrid mode should be set or not.

  • kwargs – A dictionary of optional arguments to pass to the hybridize() call of the enclosed HybridBlock network.

gluonts.mx.util.assert_shape(x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], expected_shape: Tuple[int, ...])[source]

Assert expected shape if mode is mx.nd.

Parameters
  • x – Input Tensor

  • expected_shape – Expected shape

gluonts.mx.util.copy_parameters(net_source: mxnet.gluon.block.Block, net_dest: mxnet.gluon.block.Block, ignore_extra: bool = False, allow_missing: bool = False) → None[source]

Copies parameters from one network to another.

Parameters
  • net_source – Input network.

  • net_dest – Output network.

  • ignore_extra – Whether to ignore parameters from the source that are not present in the target.

  • allow_missing – Whether to allow additional parameters in the target not present in the source.

gluonts.mx.util.cumsum(F, x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], exclusive: bool = False, reverse: bool = False) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]

Find cumulative sum on the last axis by multiplying with lower triangular ones-matrix:

\[\begin{split}\operatorname{cumsum}(x) = \begin{cases} \operatorname{ltr\_ones} \times x & \text{for cumulative sum}\\ x \times \operatorname{ltr\_ones} & \text{for cumulative sum in the reverse order} \end{cases}\end{split}\]

Also supports exclusive flag to start the cumsum with zero. For example, if \(x = [a, b, c]\), we have

\[\begin{split}\operatorname{cumsum}(x) = \begin{cases} [a, a + b, a + b + c] & \text{if }\mathit{reverse = False, exclusive = False}\\ [0, a, a + b] & \text{if }\mathit{reverse = False, exclusive = True}\\ [a + b + c, b + c, c] & \text{if }\mathit{reverse = True, exclusive = False}\\ [b + c, c, 0] & \text{if }\mathit{reverse = True, exclusive = True}\\ \end{cases}\end{split}\]
Parameters
  • F – The function space to use.

  • x – A tensor with shape \((..., n)\).

  • exclusive – If True, the cumulative sum starts with zero.

  • reverse – If True, the cumulative sum is performed in the opposite direction.

Returns

A modified tensor with identical shape and cumulative sums in the last axis.

Return type

Tensor

gluonts.mx.util.export_repr_block(rb: mxnet.gluon.block.HybridBlock, model_dir: pathlib.Path, model_name: str, epoch: int = 0) → None[source]

Serializes a representable Gluon block.

Parameters
  • rb – The block to export.

  • model_dir – The path where the model will be saved.

  • model_name – The name identifying the model.

  • epoch – The epoch number, which together with the model_name identifies the model parameters.

gluonts.mx.util.export_symb_block(hb: mxnet.gluon.block.HybridBlock, model_dir: pathlib.Path, model_name: str, epoch: int = 0) → None[source]

Serializes a hybridized Gluon HybridBlock.

Parameters
  • hb – The block to export.

  • model_dir – The path where the model will be saved.

  • model_name – The name identifying the model.

  • epoch – The epoch number, which together with the model_name identifies the model parameters.

gluonts.mx.util.get_hybrid_forward_input_names(hybrid_block_type: Type[mxnet.gluon.block.HybridBlock])[source]
gluonts.mx.util.hybrid_block_to_symbol_block(hb: mxnet.gluon.block.HybridBlock, data_batch: List[mxnet.ndarray.ndarray.NDArray]) → mxnet.gluon.block.SymbolBlock[source]

Converts a Gluon HybridBlock to a SymbolBlock. Following the Gluon API, this is achieved by a hybridize() call on the passed HybridBlock, a single forward pass (using the provided data batch), and a combination of an export() and an import() calls of the input block.

Note that MXNet has problems with this method.

Parameters
  • hb – The Gluon HybridBlock to convert.

  • data_batch – Data to use for the forward pass after the hybridize() call.

Returns

The resulting Gluon block backed by an MXNet symbol graph.

Return type

mx.gluon.SymbolBlock

gluonts.mx.util.import_repr_block(model_dir: pathlib.Path, model_name: str, epoch: int = 0) → mxnet.gluon.block.HybridBlock[source]

Deserializes a representable Gluon block.

Parameters
  • model_dir – The path where the model is saved.

  • model_name – The name identifying the model.

  • epoch – The epoch number, which together with the model_name identifies the model parameters.

Returns

The deserialized block.

Return type

mx.gluon.HybridBlock

gluonts.mx.util.import_symb_block(num_inputs: int, model_dir: pathlib.Path, model_name: str, epoch: int = 0) → mxnet.gluon.block.SymbolBlock[source]

Deserializes a hybridized Gluon HybridBlock as a SymbolBlock.

Parameters
  • num_inputs – The number of inputs of the serialized block.

  • model_dir – The path where the model is saved.

  • model_name – The name identifying the model.

  • epoch – The epoch number, which together with the model_name identifies the model parameters.

Returns

The deserialized block.

Return type

mx.gluon.SymbolBlock

gluonts.mx.util.make_nd_diag(F, x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], d: int) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]

Make a diagonal tensor, given the diagonal

Parameters
  • F – The function space to use.

  • x – Diagonal to use, shape \((..., d)\).

  • d – Last dimension of x.

Returns

A tensor y of shape \((..., d, d)\) such that \(y[..., i, i] = x[..., i]\).

Return type

Tensor

gluonts.mx.util.mx_switch(F, *args, **kwargs) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]

A switch statement for mxnet.

mx_switch((A, x), (B, y), z)

corresponds to

if A -> x elif B -> y else -> z

Parameters
  • F – The function space to use.

  • args – Arguments.

  • kwargs – Keyword arguments

Returns

A tensor with the respective switch entries.

Return type

Tensor

gluonts.mx.util.weighted_average(F, x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], weights: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol, None] = None, axis: Optional[int] = None, include_zeros_in_denominator=False) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]

Computes the weighted average of a given tensor across a given axis, masking values associated with weight zero, meaning instead of nan * 0 = nan you will get 0 * 0 = 0.

Parameters
  • F – The function space to use.

  • x – Input tensor, of which the average must be computed.

  • weights – Weights tensor, of the same shape as x.

  • axis – The axis along which to average x

  • include_zeros_in_denominator – Include zeros in the denominator. Can be useful for sparse time series because the loss can be dominated by few observed examples.

Returns

The tensor with values averaged along the specified axis.

Return type

Tensor