Files
drift/lightning/models/built_in_models.py
T
Daniel Szemerey d4676e099b feat(Pytorch): added custom model to pytorch-forecasting (#8)
* feat: Refractored and created new model. Pipeline not ready yet.

* feat: Implemented and refactored a data pipeline.

* ref: Refractored to make more sense.

* feat: Training works now with models that you can change.

* feat: Added predict function but without working instructions.

* feat: gitignore.
2021-11-18 10:59:06 +01:00

19 lines
623 B
Python

from pytorch_forecasting import TemporalFusionTransformer
from pytorch_forecasting.metrics import QuantileLoss
def create_TemporalFusionTransformer(training_dataset, model_options):
# create the model
tft = TemporalFusionTransformer.from_dataset(
training_dataset,
learning_rate=0.03,
hidden_size=32,
attention_head_size=1,
dropout=0.1,
hidden_continuous_size=16,
output_size=7,
loss=QuantileLoss(),
log_interval=2,
reduce_on_plateau_patience=4
)
print(f"Number of parameters in network: {tft.size()/1e3:.1f}k")
return tft