gluonts.mx.block.regularization module#

class gluonts.mx.block.regularization.ActivationRegularizationLoss(alpha: float = 0.0, weight: Optional[float] = None, batch_axis: int = 1, time_axis: int = 0, **kwargs)[source]#

Bases: mxnet.gluon.loss.Loss

L=αht22,

where ht is the output of the RNN at timestep t. α is scaling coefficient. The implementation follows [MMS17]. Computes Activation Regularization Loss. (alias: AR)

Parameters
  • alpha – The scaling coefficient of the regularization.

  • weight – Global scalar weight for loss.

  • batch_axis – The axis that represents mini-batch.

  • time_axis – The axis that represents time-step.

hybrid_forward(F, *states: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]) Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
Parameters

states – the stack outputs from RNN, which consists of output from each time step.

Returns

loss tensor with shape (batch_size,). Dimensions other than batch_axis are averaged out.

Return type

Tensor

class gluonts.mx.block.regularization.TemporalActivationRegularizationLoss(beta: float = 0, weight: Optional[float] = None, batch_axis: int = 1, time_axis: int = 0, **kwargs)[source]#

Bases: mxnet.gluon.loss.Loss

L=βhtht+122,

where ht is the output of the RNN at timestep t, ht+1 is the output of the RNN at timestep t+1, β is scaling coefficient.

The implementation follows [MMS17]. Computes Temporal Activation Regularization Loss. (alias: TAR)

Parameters
  • beta – The scaling coefficient of the regularization.

  • weight – Global scalar weight for loss.

  • batch_axis – The axis that represents mini-batch.

  • time_axis – The axis that represents time-step.

hybrid_forward(F, *states: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]) Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]#
Parameters

states – the stack outputs from RNN, which consists of output from each time step.

Returns

loss tensor with shape (batch_size,). Dimensions other than batch_axis are averaged out.

Return type

Tensor