Files
drift/models/neural.py
T
Mark Aron Szulyovszky 1856fcad22 feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)
* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
2022-01-12 23:22:55 +01:00

42 lines
1.3 KiB
Python

from __future__ import annotations
from models.base import Model
import numpy as np
from models.pytorch.pytorch_dataset import get_dataloader
import copy
import pytorch_lightning as pl
class LightningNeuralNetModel(Model):
data_transformation = 'transformed'
only_column = None
feature_selection = 'off'
model_type = 'ml'
''' Standard lightning methods '''
def __init__(self, model, max_epochs=5):
self.model = model
self.trainer = pl.Trainer(max_epochs=max_epochs)
def fit(self, X: np.ndarray, y: np.ndarray) -> None:
train_dataloader = self.__prepare_data(X.astype(float), y.astype(float))
self.trainer.fit(self.model, train_dataloader)
def predict(self, X: np.ndarray) -> tuple[float, np.ndarray]:
return self.model(X)
def clone(self):
model_copy = copy.deepcopy(self.model)
return LightningNeuralNetModel(model_copy)
''' Non-standard lightning methods '''
def __prepare_data(self, X:np.ndarray, y:np.ndarray):
dataloader = get_dataloader(X, y)
return dataloader
def initialize_network(self, input_dim:int, output_dim:int):
self.model.initialize_network(input_dim, output_dim)
def get_name(self) -> str:
return self.model.__class__.__name__