MyCaffe.param.tft.QuantileLossParameter Class Reference

Specifies the parameters for the QuantileLossLayer used in TFT models More...

Inheritance diagram for MyCaffe.param.tft.QuantileLossParameter:

Public Member Functions
	QuantileLossParameter ()
	Constructor for the parameter. More...
override object	Load (System.IO.BinaryReader br, bool bNewInstance=true)
	Load the parameter from a binary reader. More...
override void	Copy (LayerParameterBase src)
	Copy on parameter to another. More...
override LayerParameterBase	Clone ()
	Creates a new copy of this instance of the parameter. More...
override RawProto	ToProto (string strName)
	Convert the parameter into a RawProto. More...
Public Member Functions inherited from MyCaffe.param.LayerParameterBase
	LayerParameterBase ()
	Constructor for the parameter. More...
virtual string	PrepareRunModelInputs ()
	This method gives derivative classes a chance specify model inputs required by the run model. More...
virtual void	PrepareRunModel (LayerParameter p)
	This method gives derivative classes a chance to prepare the layer for a run-model. More...
void	Save (BinaryWriter bw)
	Save this parameter to a binary writer. More...
abstract object	Load (BinaryReader br, bool bNewInstance=true)
	Load the parameter from a binary reader. More...
Public Member Functions inherited from MyCaffe.basecode.BaseParameter
	BaseParameter ()
	Constructor for the parameter. More...
virtual bool	Compare (BaseParameter p)
	Compare this parameter to another parameter. More...

Static Public Member Functions
static QuantileLossParameter	FromProto (RawProto rp)
	Parses the parameter from a RawProto. More...
Static Public Member Functions inherited from MyCaffe.basecode.BaseParameter
static double	ParseDouble (string strVal)
	Parse double values using the US culture if the decimal separator = '.', then using the native culture, and if then lastly trying the US culture to handle prototypes containing '.' as the separator, yet parsed in a culture that does not use '.' as a decimal. More...
static bool	TryParse (string strVal, out double df)
	Parse double values using the US culture if the decimal separator = '.', then using the native culture, and if then lastly trying the US culture to handle prototypes containing '.' as the separator, yet parsed in a culture that does not use '.' as a decimal. More...
static float	ParseFloat (string strVal)
	Parse float values using the US culture if the decimal separator = '.', then using the native culture, and if then lastly trying the US culture to handle prototypes containing '.' as the separator, yet parsed in a culture that does not use '.' as a decimal. More...
static bool	TryParse (string strVal, out float f)
	Parse doufloatble values using the US culture if the decimal separator = '.', then using the native culture, and if then lastly trying the US culture to handle prototypes containing '.' as the separator, yet parsed in a culture that does not use '.' as a decimal. More...

Properties
List< float >	desired_quantiles [getset]
	Specifies the desired quantiles. More...

Additional Inherited Members
Public Types inherited from MyCaffe.param.LayerParameterBase
enum	LABEL_TYPE { NONE , SINGLE , MULTIPLE , ONLY_ONE }
	Defines the label type. More...

Detailed Description

Specifies the parameters for the QuantileLossLayer used in TFT models

See also

Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting by Bryan Lim, Sercan O. Arik, Nicolas Loeff, and Tomas Pfister, 2019, arXiv 1912.09363

Github - PlaytikaOSS/tft-torch by Playtika Research, 2021.

Github - PlaytikaOSS/tft-torch/loss.py by Playtika Research, 2021.

Definition at line 20 of file QuantileLossParameter.cs.

Constructor & Destructor Documentation

QuantileLossParameter()

MyCaffe.param.tft.QuantileLossParameter.QuantileLossParameter

(

)

Constructor for the parameter.

Definition at line 25 of file QuantileLossParameter.cs.

Member Function Documentation

Clone()

override LayerParameterBase MyCaffe.param.tft.QuantileLossParameter.Clone ( )

virtual

Creates a new copy of this instance of the parameter.

Returns

A new instance of this parameter is returned.

Implements MyCaffe.param.LayerParameterBase.

Definition at line 59 of file QuantileLossParameter.cs.

Copy()

override void MyCaffe.param.tft.QuantileLossParameter.Copy ( LayerParameterBase  src )

virtual

Copy on parameter to another.

Parameters

src	Specifies the parameter to copy.

Implements MyCaffe.param.LayerParameterBase.

Definition at line 52 of file QuantileLossParameter.cs.

FromProto()

static QuantileLossParameter MyCaffe.param.tft.QuantileLossParameter.FromProto ( RawProto  rp )

static

Parses the parameter from a RawProto.

Parameters

rp	Specifies the RawProto to parse.

Returns

A new instance of the parameter is returned.

Definition at line 85 of file QuantileLossParameter.cs.

Load()

override object MyCaffe.param.tft.QuantileLossParameter.Load	(	System.IO.BinaryReader	br,
		bool	bNewInstance = true
	)

Load the parameter from a binary reader.

Parameters

br	Specifies the binary reader.
bNewInstance	When true a new instance is created (the default), otherwise the existing instance is loaded from the binary reader.

Returns

Returns an instance of the parameter.

Definition at line 40 of file QuantileLossParameter.cs.

ToProto()

override RawProto MyCaffe.param.tft.QuantileLossParameter.ToProto ( string  strName )

virtual

Convert the parameter into a RawProto.

Parameters

strName

Specifies the name to associate with the RawProto.

Returns

The new RawProto is returned.

Implements MyCaffe.basecode.BaseParameter.

Definition at line 71 of file QuantileLossParameter.cs.

Property Documentation

desired_quantiles

List<float> MyCaffe.param.tft.QuantileLossParameter.desired_quantiles

getset

Specifies the desired quantiles.

Definition at line 33 of file QuantileLossParameter.cs.

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The documentation for this class was generated from the following file:

• C:/Data/Data/SS_Projects/Intelligence/GitHub/MyCaffe/MyCaffe/param.tft/QuantileLossParameter.cs