TapNetRegressor¶
- class TapNetRegressor(n_epochs=2000, batch_size=16, dropout=0.5, filter_sizes=(256, 256, 128), kernel_size=(8, 5, 3), dilation=1, layers=(500, 300), use_rp=True, activation=None, rp_params=(-1, 3), use_bias=True, use_att=True, use_lstm=True, use_cnn=True, random_state=None, padding='same', loss='mean_squared_error', optimizer=None, metrics='mean_squared_error', callbacks=None, verbose=False)[source]¶
Time series attentional prototype network (TapNet).
Adapted from the implementation used in [1].
TapNet was initially proposed for multivariate time series classification. The is an adaptation for time series regression. TapNet comprises these components: random dimension permutation, multivariate time series encoding, and attentional prototype learning.
- Parameters:
- filter_sizesarray of int, default = (256, 256, 128)
sets the kernel size argument for each convolutional block. Controls number of convolutional filters and number of neurons in attention dense layers.
- kernel_sizearray of int, default = (8, 5, 3)
controls the size of the convolutional kernels
- layersarray of int, default = (500, 300)
size of dense layers
- n_epochsint, default = 2000
number of epochs to train the model
- batch_sizeint, default = 16
number of samples per update
- callbackslist of str, default = None
list of callbacks to apply during training
- dropoutfloat, default = 0.5
dropout rate, in the range [0, 1)
- dilationint, default = 1
dilation value
- activationstr, default = “sigmoid”
activation function for the last output layer
- lossstr, default = “mean_squared_error”
loss function for the classifier
- metrics: str or list of str, default=”mean_squared_error”
The evaluation metrics to use during training. If a single string metric is provided, it will be used as the only metric. If a list of metrics are provided, all will be used for evaluation.
- optimizerstr or None, default = “Adam(lr=0.01)”
gradient updating function for the classifier
- paddingstr, default = “same”
padding argument for the convolutional layers
- use_biasbool, default = True
whether to use bias in the output dense layer
- use_rpbool, default = True
whether to use random projections
- use_attbool, default = True
whether to use self attention
- use_lstmbool, default = True
whether to use an LSTM layer
- use_cnnbool, default = True
whether to use a CNN layer
- verbosebool, default = False
whether to output extra information
- rp_paramstuple, default = (-1, 3)
parameters for random projection
- random_stateint, RandomState instance or None, default=None
If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random. Seeded random number generation can only be guaranteed on CPU processing, GPU processing will be non-deterministic.
- Attributes:
is_fitted
Whether
fit
has been called.
Notes
The Implementation of TapNet found at https://github.com/kdd2019-tapnet/tapnet Currently does not implement custom distance matrix loss function or class based self attention.
References
[1]Zhang et al. Tapnet: Multivariate time series classification with
attentional prototypical network, Proceedings of the AAAI Conference on Artificial Intelligence 34(4), 6845-6852, 2020
Methods
build_model
(input_shape, **kwargs)Construct a complied, un-trained, keras model that is ready for training.
Check if the estimator has been fitted.
clone
()Obtain a clone of the object with same hyper-parameters.
clone_tags
(estimator[, tag_names])Clone/mirror tags from another estimator as dynamic override.
create_test_instance
([parameter_set])Construct Estimator instance if possible.
create_test_instances_and_names
([parameter_set])Create list of all test instances and a list of names for them.
fit
(X, y)Fit time series regressor to training data.
fit_predict
(X, y)Fits the regressor and predicts class labels for X.
get_class_tag
(tag_name[, tag_value_default])Get tag value from estimator class (only class tags).
Get class tags from estimator class and all its parent classes.
get_fitted_params
([deep])Get fitted parameters.
Get metadata routing of this object.
Get parameter defaults for the object.
Get parameter names for the object.
get_params
([deep])Get parameters for this estimator.
get_tag
(tag_name[, tag_value_default, ...])Get tag value from estimator class.
get_tags
()Get tags from estimator class.
get_test_params
([parameter_set])Return testing parameter settings for the estimator.
Check if the object is composite.
load_from_path
(serial)Load object from file location.
load_from_serial
(serial)Load object from serialized memory container.
predict
(X)Predicts target variable for time series in X.
reset
()Reset the object to a clean post-init state.
save
([path])Save serialized self to bytes-like object or to (.zip) file.
save_last_model_to_file
([file_path])Save the last epoch of the trained deep learning model.
score
(X, y)Scores predicted labels against ground truth labels on X.
set_params
(**params)Set the parameters of this object.
set_tags
(**tag_dict)Set dynamic tags to given values.
summary
()Summary function to return the losses/metrics for model fit.
- build_model(input_shape, **kwargs)[source]¶
Construct a complied, un-trained, keras model that is ready for training.
In aeon, time series are stored in numpy arrays of shape (d,m), where d is the number of dimensions, m is the series length. Keras/tensorflow assume data is in shape (m,d). This method also assumes (m,d). Transpose should happen in fit.
- Parameters:
- input_shapetuple
The shape of the data fed into the input layer, should be (m, d)
- Returns:
- output: a compiled Keras model
- check_is_fitted()[source]¶
Check if the estimator has been fitted.
- Raises:
- NotFittedError
If the estimator has not been fitted yet.
- clone()[source]¶
Obtain a clone of the object with same hyper-parameters.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to
type(self)(**self.get_params(deep=False))
.- Returns:
- instance of
type(self)
, clone of self (see above)
- instance of
- clone_tags(estimator, tag_names=None)[source]¶
Clone/mirror tags from another estimator as dynamic override.
- Parameters:
- estimatorobject
Estimator inheriting from :class:BaseEstimator.
- tag_namesstr or list of str, default = None
Names of tags to clone. If None then all tags in estimator are used as tag_names.
- Returns:
- Self
Reference to self.
Notes
Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.
- classmethod create_test_instance(parameter_set='default')[source]¶
Construct Estimator instance if possible.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- instanceinstance of the class with default parameters.
Notes
get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.
- classmethod create_test_instances_and_names(parameter_set='default')[source]¶
Create list of all test instances and a list of names for them.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- objslist of instances of cls
i-th instance is cls(**cls.get_test_params()[i]).
- nameslist of str, same length as objs
i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}.
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- fit(X, y) BaseCollectionEstimator [source]¶
Fit time series regressor to training data.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. Other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.
- Returns:
- selfBaseRegressor
Reference to self.
Notes
Changes state by creating a fitted model that updates attributes ending in “_” and sets is_fitted flag to True.
- fit_predict(X, y) ndarray [source]¶
Fits the regressor and predicts class labels for X.
fit_predict produces prediction estimates using just the train data. By default, this is through 10x cross validation, although some estimators may utilise specialist techniques such as out-of-bag estimates or leave-one-out cross-validation.
Regressors which override _fit_predict will have the
capability:train_estimate
tag set to True.Generally, this will not be the same as fitting on the whole train data then making train predictions. To do this, you should call fit(X,y).predict(X)
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.
- Returns:
- predictionsnp.ndarray
1D np.array of float, of shape (n_cases) - predicted regression labels indices correspond to instance indices in X
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]¶
Get tag value from estimator class (only class tags).
- Parameters:
- tag_namestr
Name of tag value.
- tag_value_defaultany type
Default/fallback value if tag is not found.
- Returns:
- tag_value
Value of the tag_name tag in self. If not found, returns tag_value_default.
See also
get_tag
Get a single tag from an object.
get_tags
Get all tags from an object.
get_class_tag
Get a single tag from a class.
Examples
>>> from aeon.classification import DummyClassifier >>> DummyClassifier.get_class_tag("capability:multivariate") True
- classmethod get_class_tags()[source]¶
Get class tags from estimator class and all its parent classes.
- Returns:
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance. NOT overridden by dynamic tags set by set_tags or mirror_tags.
- get_fitted_params(deep=True)[source]¶
Get fitted parameters.
- State required:
Requires state to be “fitted”.
- Parameters:
- deepbool, default=True
Whether to return fitted parameters of components.
If True, will return a dict of parameter name : value for this object, including fitted parameters of fittable components (= BaseEstimator-valued parameters).
If False, will return a dict of parameter name : value for this object, but not include fitted parameters of components.
- Returns:
- fitted_paramsdict with str-valued keys
Dictionary of fitted parameters, paramname : paramvalue keys-value pairs include:
always: all fitted parameters of this object, as via
get_param_names
values are fitted parameter value for that key, of this objectif
deep=True
, also contains keys/value pairs of component parameters parameters of components are indexed as[componentname]__[paramname]
all parameters ofcomponentname
appear asparamname
with its valueif
deep=True
, also contains arbitrary levels of component recursion, e.g.,[componentname]__[componentcomponentname]__[paramname]
, etc.
- get_metadata_routing()[source]¶
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
- routingMetadataRequest
A
MetadataRequest
encapsulating routing information.
- classmethod get_param_defaults()[source]¶
Get parameter defaults for the object.
- Returns:
- default_dict: dict with str keys
keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__.
- classmethod get_param_names()[source]¶
Get parameter names for the object.
- Returns:
- param_names: list of str, alphabetically sorted list of parameter names of cls
- get_params(deep=True)[source]¶
Get parameters for this estimator.
- Parameters:
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns:
- paramsdict
Parameter names mapped to their values.
- get_tag(tag_name, tag_value_default=None, raise_error=True)[source]¶
Get tag value from estimator class.
Uses dynamic tag overrides.
- Parameters:
- tag_namestr
Name of tag to be retrieved.
- tag_value_defaultany type, default=None
Default/fallback value if tag is not found.
- raise_errorbool
Whether a ValueError is raised when the tag is not found.
- Returns:
- tag_value
Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.
- Raises:
- ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(
- ).keys()
See also
get_tags
Get all tags from an object.
get_clas_tags
Get all tags from a class.
get_class_tag
Get a single tag from a class.
Examples
>>> from aeon.classification import DummyClassifier >>> d = DummyClassifier() >>> d.get_tag("capability:multivariate") True
- get_tags()[source]¶
Get tags from estimator class.
Includes the dynamic tag overrides.
- Returns:
- dict
Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.
See also
get_tag
Get a single tag from an object.
get_clas_tags
Get all tags from a class.
get_class_tag
Get a single tag from a class.
Examples
>>> from aeon.classification import DummyClassifier >>> d = DummyClassifier() >>> tags = d.get_tags()
- classmethod get_test_params(parameter_set='default')[source]¶
Return testing parameter settings for the estimator.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set. For classifiers, a “default” set of parameters should be provided for general testing, and a “results_comparison” set for comparing against previously recorded results if the general set does not produce suitable probabilities to compare against.
- Returns:
- paramsdict or list of dict, default={}
Parameters to create testing instances of the class. Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params.
- is_composite()[source]¶
Check if the object is composite.
A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.
- Returns:
- composite: bool
Whether self contains a parameter which is BaseObject.
- classmethod load_from_path(serial)[source]¶
Load object from file location.
- Parameters:
- serialobject
Result of ZipFile(path).open(“object).
- Returns:
- deserialized self resulting in output at path, of cls.save(path)
- classmethod load_from_serial(serial)[source]¶
Load object from serialized memory container.
- Parameters:
- serialobject
First element of output of cls.save(None).
- Returns:
- deserialized self resulting in output serial, of cls.save(None).
- predict(X) ndarray [source]¶
Predicts target variable for time series in X.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.
- Returns:
- predictionsnp.ndarray
1D np.array of float, of shape (n_cases) - predicted regression labels indices correspond to instance indices in X
- reset()[source]¶
Reset the object to a clean post-init state.
Equivalent to sklearn.clone but overwrites self. After
self.reset()
call, self is equal in value totype(self)(**self.get_params(deep=False))
Detail behaviour: removes any object attributes, except:
hyper-parameters = arguments of
__init__
object attributes containing double-underscores, i.e., the string “__”runs
__init__
with current values of hyper-parameters (result of get_params)Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes
- save(path=None)[source]¶
Save serialized self to bytes-like object or to (.zip) file.
Behaviour: if path is None, returns an in-memory serialized self if path is a file location, stores self at that location as a zip file
saved files are zip files with following contents: _metadata - contains class of self, i.e., type(self) _obj - serialized self. This class uses the default serialization (pickle).
- Parameters:
- pathNone or file location (str or Path).
if None, self is saved to an in-memory object if file location, self is saved to that file location. If:
path=”estimator” then a zip file estimator.zip will be made at cwd. path=”/home/stored/estimator” then a zip file estimator.zip will be stored in /home/stored/.
- Returns:
- if path is None - in-memory serialized self
- if path is file location - ZipFile with reference to the file.
- save_last_model_to_file(file_path='./')[source]¶
Save the last epoch of the trained deep learning model.
- Parameters:
- file_pathstr, default = “./”
The directory where the model will be saved
- Returns:
- None
- score(X, y) float [source]¶
Scores predicted labels against ground truth labels on X.
- Parameters:
- Xnp.ndarray or list
Input data, any number of channels, equal length series of shape
( n_cases, n_channels, n_timepoints)
or 2D np.array (univariate, equal length series) of shape(n_cases, n_timepoints)
or list of numpy arrays (any number of channels, unequal length series) of shape[n_cases]
, 2D np.array(n_channels, n_timepoints_i)
, wheren_timepoints_i
is length of seriesi
. other types are allowed and converted into one of the above.Different estimators have different capabilities to handle different types of input. If self.get_tag(“capability:multivariate”)` is False, they cannot handle multivariate series, so either
n_channels == 1
is true or X is 2D of shape(n_cases, n_timepoints)
. Ifself.get_tag( "capability:unequal_length")
is False, they cannot handle unequal length input. In both situations, aValueError
is raised if X has a characteristic that the estimator does not have the capability for is passed.- ynp.ndarray
1D np.array of float, of shape
(n_cases)
- regression targets (ground truth) for fitting indices corresponding to instance indices in X.
- Returns:
- scorefloat
MSE score of predict(X) vs y
- set_params(**params)[source]¶
Set the parameters of this object.
The method works on simple estimators as well as on nested objects. The latter have parameters of the form
<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters:
- **paramsdict
BaseObject parameters
- Returns:
- selfreference to self (after parameters have been set)