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Regressor

TapNetRegressor

Time series attentional prototype network (TapNet), as described in [1].

TapNet was initially proposed for multivariate time series classification. This an adaptation for time series regression. TapNet comprises these components: random dimension permutation, multivariate time series encoding, and attentional prototype learning.

Quickstart

python
from sktime.regression.deep_learning.tapnet import TapNetRegressor

estimator = 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_group=3, rp_alpha=2.0, 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, fc_dropout=0.0)

Parameters(25)

n_epochsint, default = 2000
number of epochs to train the model
batch_sizeint, default = 16
number of samples per update
dropoutfloat, default = 0.5
dropout rate for the convolutional layers, in the range [0, 1)
filter_sizestuple of int, default = (256, 256, 128)
number of convolutional filters in each conv block
kernel_sizetuple of int, default = (8, 5, 3)
specifying the length of the 1D convolution window
dilationint, default = 1
dilation value
layersarray of int, default = (500, 300)
sizes of dense layers
use_rpbool, default = True
whether to use random projections
activationstr or callable, default = “linear”

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

activation_hiddenstr or callable, default = “leaky_relu”

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

rp_groupint, default = 3
number of random permutation groups g for random dimension permutation
rp_alphafloat, default = 2.0

scale factor alpha used to compute the RDP group size: ` rp_dim = floor(n_dims * rp_alpha / rp_group) `

use_biasbool, default = True
whether to use bias in the output dense layer
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
random_stateint or None, default = None
seed to any needed random actions
paddingstr, default = ‘same’
type of padding for convolution layers
lossstr, default = “mean_squared_error”
loss function for the classifier
optimizerstr or None, default = “Adam(lr=0.01)”
gradient updating function for the classifier
metricslist of str or None, default = None
list of metrics to be evaluated by the model during training and testing
callbackslist of keras.callbacks.Callback, optional (default=None)
List of Keras callbacks to apply during model training.
verbosebool, default = False
whether to output extra information
lstm_dropoutfloat, default = 0.8
dropout rate for the LSTM layer, in the range [0, 1)
fc_dropoutfloat, default = 0.0
dropout rate before the output layer, in the range (0, 1]

Examples

>>> from sktime.regression.deep_learning.tapnet import TapNetRegressor
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test (split = "train")
>>> X_test, y_test = load_unit_test (split = "test")
>>> reg = TapNetRegressor (n_epochs = 20, batch_size = 4)
>>> reg. fit (X_train, y_train) TapNetRegressor(
... )

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