def fit(self, target, input, nb_iter=100, lr=1e-1,
verbose=True, preprocess=True):
if preprocess:
self.init_preprocess(target, input)
target = transform(target, self.target_trans)
input = transform(input, self.input_trans)
target = target.to(self.device)
input = input.to(self.device)
self.model.set_train_data(input, target, strict=False)
self.model.train().to(self.device)
self.likelihood.train().to(self.device)
optimizer = Adam([{'params': self.parameters()}], lr=lr)
mll = ExactMarginalLogLikelihood(self.likelihood, self.model)
for i in range(nb_iter):
optimizer.zero_grad()
_output = self.model(input)
loss = - mll(_output, target)
loss.backward()
if verbose:
print('Iter %d/%d - Loss: %.3f' % (i + 1, nb_iter, loss.item()))
optimizer.step()
if torch.cuda.is_available():
torch.cuda.empty_cache()
def fit(self,
target,
input,
nb_iter=100,
lr=1e-1,
verbose=True,
preprocess=True):
if preprocess:
self.init_preprocess(target, input)
target = transform(target, self.target_trans)
input = transform(input, self.input_trans)
# update inducing points
inducing_idx = np.random.choice(len(input),
self.inducing_size,
replace=False)
for i, _model in enumerate(self.model.models):
_model.covar_module.inducing_points.data = input[inducing_idx,
...]
target = target.to(self.device)
input = input.to(self.device)
for i, _model in enumerate(self.model.models):
_model.set_train_data(input, target[:, i], strict=False)
self.model.train().to(self.device)
self.likelihood.train().to(self.device)
optimizer = Adam([{'params': self.model.parameters()}], lr=lr)
mll = SumMarginalLogLikelihood(self.likelihood, self.model)
for i in range(nb_iter):
optimizer.zero_grad()
_output = self.model(*self.model.train_inputs)
loss = -mll(_output, self.model.train_targets)
loss.backward()
if verbose:
print('Iter %d/%d - Loss: %.3f' %
(i + 1, nb_iter, loss.item()))
optimizer.step()
if torch.cuda.is_available():
torch.cuda.empty_cache()
def predict(self, input):
input = transform(input.reshape((-1, self.input_size)), self.input_trans)
with max_preconditioner_size(10), torch.no_grad():
with max_root_decomposition_size(30), fast_pred_var():
output = self.likelihood(self.model(input)).mean
output = inverse_transform(output, self.target_trans)
if self.incremental:
return input[..., :self.target_size] + output
else:
return output
def predict(self, input):
self.device = torch.device('cpu')
self.model.eval().to(self.device)
self.likelihood.eval().to(self.device)
input = transform(input.reshape((-1, self.input_size)), self.input_trans)
with max_preconditioner_size(10), torch.no_grad():
with max_root_decomposition_size(30), fast_pred_var():
output = self.likelihood(self.model(input)).mean
output = inverse_transform(output, self.target_trans).squeeze()
return output
def predict(self, input):
self.device = torch.device('cpu')
self.model.eval().to(self.device)
self.likelihood.eval().to(self.device)
input = transform(input.reshape((-1, self.input_size)),
self.input_trans)
with max_preconditioner_size(10), torch.no_grad():
with max_root_decomposition_size(30), fast_pred_var():
_input = [input for _ in range(self.target_size)]
predictions = self.likelihood(*self.model(*_input))
output = torch.stack([_pred.mean for _pred in predictions]).T
output = inverse_transform(output, self.target_trans).squeeze()
return output
