gluonts.mx.representation.mean_scaling module

class gluonts.mx.representation.mean_scaling.MeanScaling(scale_min: float = 1e-10, clip_max: Optional[float] = None, *args, **kwargs)[source]

Bases: gluonts.mx.representation.representation.Representation

A class representing a mean scaling approach. Inputs are simply rescaled based on their mean.

Parameters
  • minimum_scale – The minimum value to which re-scaled values will be clipped to. (default: 1e-10)

  • clip_max – The maximum value to which re-scaled values will be clipped to. Negative values will be clipped at -clip_max and positive values at clip_max. (default: None)

compute_scale(F, data: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], observed_indicator: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]
hybrid_forward(F, data: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], observed_indicator: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], scale: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol, None], rep_params: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]], **kwargs) → Tuple[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]][source]

Transform the data into the desired representation.

Parameters
  • F

  • data – Target data.

  • observed_indicator – Target observed indicator.

  • scale – Pre-computed scale.

  • rep_params – Additional pre-computed representation parameters.

  • **kwargs, – Additional block-specfic parameters.

Returns

Tuple consisting of the transformed data, the computed scale, and additional parameters to be passed to post_transform.

Return type

Tuple[Tensor, Tensor, List[Tensor]]

post_transform(F, samples: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], scale: Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol], rep_params: List[Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol]]) → Union[mxnet.ndarray.ndarray.NDArray, mxnet.symbol.symbol.Symbol][source]

Transform samples back to the original representation.

Parameters
  • samples – Samples from a distribution.

  • scale – The scale of the samples.

  • rep_params – Additional representation-specific parameters used during post transformation.

Returns

Post-transformed samples.

Return type

Tensor