gluonts.distribution.lowrank_gp module

class gluonts.distribution.lowrank_gp.GPArgProj(rank: int, sigma_init: float = 1.0, sigma_minimum: float = 0.001, mu_ratio: float = 1.0, dropout_rate: float = 0.0, prefix: Optional[str] = None)[source]

Bases: mxnet.gluon.block.HybridBlock

hybrid_forward(F, x: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]][source]
Parameters
  • F

  • x ((.., dim, hidden_dim)) –

Returns

Return type

Returns (mu, D, W) where shapes are (.., dim), (.., dim), (.., dim, rank)

class gluonts.distribution.lowrank_gp.LowrankGPOutput(rank: int, dim: Optional[int] = None, sigma_init: float = 1.0, mu_ratio: float = 1.0, dropout_rate: float = 0.0)[source]

Bases: gluonts.distribution.distribution_output.DistributionOutput

distr_cls = None
distribution(distr_args, loc=None, scale=None, dim=None)[source]

Construct the associated distribution, given the collection of constructor arguments and, optionally, a scale tensor.

Parameters
  • distr_args – Constructor arguments for the underlying Distribution type.

  • loc – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.

  • scale – Optional tensor, of the same shape as the batch_shape+event_shape of the resulting distribution.

property event_dim

Number of event dimensions, i.e., length of the event_shape tuple, of the distributions that this object constructs.

property event_shape

Shape of each individual event contemplated by the distributions that this object constructs.

get_args_proj(prefix: Optional[str] = None) → gluonts.distribution.distribution_output.ArgProj[source]