VictorMylle/Thesis
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed crps + more inputs

Browse Source
This commit is contained in:
Victor Mylle
2023-12-05 00:08:17 +00:00
parent 120b6aa5bd
commit d3bf04d68c
13 changed files with 128426 additions and 70 deletions
Download Patch File Download Diff File Expand all files Collapse all files

17
src/training_scripts/autoregressive_quantiles.py
View File

@@ -17,16 +17,25 @@ from src.models.time_embedding_layer import TimeEmbedding
#### ClearML ####
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(task_name="Autoregressive Quantile Regression: GRU + Quarter + Load Forecast")
task = clearml_helper.get_task(task_name="Autoregressive Quantile Regression: GRU + Quarter + Load + Wind")
#### Data Processor ####
data_config = DataConfig()
data_config.NRV_HISTORY = True
data_config.LOAD_HISTORY = True
data_config.LOAD_FORECAST = True
data_config.WIND_FORECAST = True
data_config.WIND_HISTORY = True
data_config.QUARTER = True
data_config.DAY_OF_WEEK = False
data_config.DAY_OF_WEEK = True
data_config.NOMINAL_NET_POSITION = False
data_config = task.connect(data_config, name="data_features")
@@ -52,7 +61,7 @@ else:
quantiles = eval(quantiles)
model_parameters = {
"learning_rate": 0.0001,
"learning_rate": 0.0002,
"hidden_size": 512,
"num_layers": 2,
"dropout": 0.2,
@@ -79,7 +88,7 @@ trainer = AutoRegressiveQuantileTrainer(
)
trainer.add_metrics_to_track(
[PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss()]
[PinballLoss(quantiles), MSELoss(), L1Loss(), CRPSLoss(quantiles)]
)
trainer.early_stopping(patience=30)
trainer.plot_every(5)