timesead.models.common.tcn

Classes

TCNResidualBlock

Base class for all neural network modules.

TCN

Creates a TCN layer.

Module Contents

class timesead.models.common.tcn.TCNResidualBlock(input_dim: int, dilation_rate: int, nb_filters: int, kernel_size: int, padding: str, activation: str | Callable = 'relu', dropout_rate: float = 0, use_batch_norm: bool = False, use_layer_norm: bool = False)

Bases: torch.nn.Module

Base class for all neural network modules.

Your models should also subclass this class.

Modules can also contain other Modules, allowing them to be nested in a tree structure. You can assign the submodules as regular attributes:

import torch.nn as nn
import torch.nn.functional as F

class Model(nn.Module):
    def __init__(self) -> None:
        super().__init__()
        self.conv1 = nn.Conv2d(1, 20, 5)
        self.conv2 = nn.Conv2d(20, 20, 5)

    def forward(self, x):
        x = F.relu(self.conv1(x))
        return F.relu(self.conv2(x))

Submodules assigned in this way will be registered, and will also have their parameters converted when you call to(), etc.

Note

As per the example above, an __init__() call to the parent class must be made before assignment on the child.

Variables:

training (bool) – Boolean represents whether this module is in training or evaluation mode.

Parameters:
  • input_dim (int)

  • dilation_rate (int)

  • nb_filters (int)

  • kernel_size (int)

  • padding (str)

  • activation (Union[str, Callable])

  • dropout_rate (float)

  • use_batch_norm (bool)

  • use_layer_norm (bool)

Defines the residual block for the WaveNet TCN. Input needs to be of shape (B, D, T).

Parameters:
  • dilation_rate (int) – The dilation power of 2 we are using for this residual block

  • nb_filters (int) – The number of convolutional filters to use in this block

  • kernel_size (int) – The size of the convolutional kernel

  • padding (str) – The padding used in the convolutional layers, ‘same’ or ‘causal’.

  • activation (Union[str, Callable]) – The final activation used in o = Activation(x + F(x))

  • dropout_rate (float) – Float between 0 and 1. Fraction of the input units to drop.

  • use_batch_norm (bool) – Whether to use batch normalization in the residual layers or not.

  • use_layer_norm (bool) – Whether to use layer normalization in the residual layers or not.

  • input_dim (int)

activation = 'relu'
dropout
forward(x: torch.Tensor) Tuple[torch.Tensor, torch.Tensor]
Returns: A tuple where the first element is the residual model tensor, and the second

is the skip connection tensor.

Parameters:

x (torch.Tensor)

Return type:

Tuple[torch.Tensor, torch.Tensor]

class timesead.models.common.tcn.TCN(input_dim: int, nb_filters: int | Sequence[int] = 64, kernel_size: int = 3, nb_stacks: int = 1, dilations: List[int] = (1, 2, 4, 8, 16, 32), padding: str = 'same', use_skip_connections: bool = True, dropout_rate: float = 0.0, return_sequences: bool = False, activation: str | Callable = 'relu', use_batch_norm: bool = False, use_layer_norm: bool = False)

Bases: torch.nn.Module

Creates a TCN layer.

Parameters:
  • nb_filters (Union[int, Sequence[int]]) – The number of filters to use in the convolutional layers. Can be a list.

  • kernel_size (int) – The size of the kernel to use in each convolutional layer.

  • dilations (List[int]) – The list of the dilations. Example is: [1, 2, 4, 8, 16, 32, 64].

  • nb_stacks (int) – The number of stacks of residual blocks to use.

  • padding (str) – The padding to use in the convolutional layers, ‘causal’ or ‘same’.

  • use_skip_connections (bool) – Boolean. If we want to add skip connections from input to each residual blocK.

  • return_sequences (bool) – Boolean. Whether to return the last output in the output sequence, or the full sequence.

  • activation (Union[str, Callable]) – The activation used in the residual blocks o = Activation(x + F(x)).

  • dropout_rate (float) – Float between 0 and 1. Fraction of the input units to drop.

  • use_batch_norm (bool) – Whether to use batch normalization in the residual layers or not.

  • use_layer_norm (bool) – Whether to use layer normalization in the residual layers or not.

  • input_dim (int)

Returns:

A TCN layer.

Initialize internal Module state, shared by both nn.Module and ScriptModule.

return_sequences = False
use_skip_connections = True
dilations = (1, 2, 4, 8, 16, 32)
nb_stacks = 1
kernel_size = 3
residual_blocks
property receptive_field
forward(x: torch.Tensor) torch.Tensor
Parameters:

x (torch.Tensor)

Return type:

torch.Tensor