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TapNetRegressor

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='linear', activation_hidden='leaky_relu', 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=None, callbacks=None, verbose=False, lstm_dropout=0.8)[source]

Time series attentional prototype network (TapNet), as described 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 keras.callbacks.Callback, optional (default=None)

List of Keras callbacks to apply during model training.

dropoutfloat, default = 0.5

dropout rate, in the range [0, 1)

lstm_dropoutfloat, default = 0.8

dropout rate for the LSTM layer, in the range [0, 1)

dilationint, default = 1

dilation value

activationstr, default = “linear”

activation function for the last output layer List of available activation functions: https://keras.io/api/layers/activations/

activation_hiddenstr, default = “leaky_relu”

activation function for the hidden layers List of available activation functions: https://keras.io/api/layers/activations/

lossstr, default = “mean_squared_error”

loss function for the classifier

optimizerstr or None, default = “Adam(lr=0.01)”

gradient updating function for the classifier

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

random_stateint or None, default = None

seed for random

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_is_fitted([method_name])

Check if the estimator has been fitted.

clone()

Obtain a clone of the object with same hyper-parameters and config.

clone_tags(estimator[, tag_names])

Clone tags from another object as dynamic override.

create_test_instance([parameter_set])

Construct an instance of the class, using first test parameter set.

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.

get_class_tag(tag_name[, tag_value_default])

Get class tag value from class, with tag level inheritance from parents.

get_class_tags()

Get class tags from class, with tag level inheritance from parent classes.

get_config()

Get config flags for self.

get_custom_objects()

Return the custom objects needed for loading the model.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get object's parameter defaults.

get_param_names([sort])

Get object's parameter names.

get_params([deep])

Get a dict of parameters values for this object.

get_tag(tag_name[, tag_value_default, ...])

Get tag value from instance, with tag level inheritance and overrides.

get_tags()

Get tags from instance, with tag level inheritance and overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

Check if the object is composed of other BaseObjects.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

predict(X)

Predicts labels for sequences 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.

score(X, y[, multioutput])

Scores predicted labels against ground truth labels on X.

set_config(**config_dict)

Set config flags to given values.

set_params(**params)

Set the parameters of this object.

set_random_state([random_state, deep, ...])

Set random_state pseudo-random seed parameters for self.

set_tags(**tag_dict)

Set instance level tag overrides to given values.