def create_components(
self, submodel_params: Iterable[NBeatsParams]) -> keras.Model:
"""
Create ensemble components (submodels and mixer)
submodel_params: Sequence of sub-model params
"""
# 1 - create sub-models
self.backcast_length = -1
for param in submodel_params:
mdl = NBeatsTF(param)
if mdl.backcast_length > self.backcast_length:
self.backcast_length = mdl.backcast_length
self.sub_models[mdl.name] = mdl
if self.submodel_names is None:
self.submodel_names = sorted(self.sub_models.keys())
else: # Are these models what we were expecting ?
assert self.submodel_names == sorted(self.sub_models.keys())
# 2 - create mixer model. backast length the largest backast of submodels
self.mixer = Mixer(self.backcast_length,
len(self.sub_models),
self.hidden_layer_units,
method=self.weighted_aggregation_method)
return self
def load(self, params: Iterable[Tuple[NBeatsParams, str]]):
"""
params: List((NBeatsParams, weight_path))
"""
for p, d in params:
mdl = NBeatsTF(p)
if mdl.backcast_length > self.backcast_length:
self.backcast_length = mdl.backcast_length
mdl.load(d)
self.sub_models.append(mdl)
assert self.backcast_length > 0, 'Backast length not determined'