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=None, callbacks=None, verbose=False)[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

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

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()

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.

get_class_tag(tag_name[, tag_value_default])

Get tag value from estimator class (only class tags).

get_class_tags()

Get class tags from estimator class and all its parent classes.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get parameter defaults for the object.

get_param_names()

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 and dynamic tag overrides.

get_tags()

Get tags from estimator class and dynamic tag overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

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 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)

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.

build_model(input_shape, **kwargs)[source]#

Construct a complied, un-trained, keras model that is ready for training.

In sktime, 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)
clone_tags(estimator, tag_names=None)[source]#

clone/mirror tags from another estimator as dynamic override.

Parameters
estimatorestimator 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)[source]#

Fit time series regressor to training data.

Parameters
X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of float, of shape [n_instances] - regression labels for fitting

indices correspond to instance indices in X

Returns
selfReference to self.

Notes

Changes state by creating a fitted model that updates attributes ending in “_” and sets is_fitted flag to True.

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.

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 object

  • if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value

  • if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc

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 and dynamic tag overrides.

Parameters
tag_namestr

Name of tag to be retrieved

tag_value_defaultany type, optional; 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()
get_tags()[source]#

Get tags from estimator class and dynamic tag overrides.

Returns
collected_tagsdict

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.

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
property is_fitted[source]#

Whether fit has been called.

classmethod load_from_path(serial)[source]#

Load object from file location.

Parameters
serialName of the zip file.
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
serial: 1st element of output of `cls.save(None)`

This is a tuple of size 3. The first element represents pickle-serialized instance. The second element represents h5py-serialized keras model. The third element represent pickle-serialized history of .fit().

Returns
Deserialized self resulting in output serial, of cls.save(None)
predict(X) numpy.ndarray[source]#

Predicts labels for sequences in X.

Parameters
X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

Returns
y1D np.array of float, of shape [n_instances] - 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 to type(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, stores the zip with that name at the location. The contents of the zip file are: _metadata - contains class of self, i.e., type(self). _obj - serialized self. This class uses the default serialization (pickle). keras/ - model, optimizer and state stored inside this directory. history - serialized history object.

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. For eg:

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
score(X, y) float[source]#

Scores predicted labels against ground truth labels on X.

Parameters
X3D np.array (any number of dimensions, equal length series)

of shape [n_instances, n_dimensions, series_length]

or 2D np.array (univariate, equal length series)

of shape [n_instances, series_length]

or pd.DataFrame with each column a dimension, each cell a pd.Series

(any number of dimensions, equal or unequal length series)

or of any other supported Panel mtype

for list of mtypes, see datatypes.SCITYPE_REGISTER for specifications, see examples/AA_datatypes_and_datasets.ipynb

y1D np.array of float, of shape [n_instances] - regression labels (gnr truth)

indices correspond to instance indices in X

Returns
float, R-squared 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)
set_tags(**tag_dict)[source]#

Set dynamic tags to given values.

Parameters
tag_dictdict

Dictionary of tag name : tag value pairs.

Returns
Self

Reference to self.

Notes

Changes object state by settting tag values in tag_dict as dynamic tags in self.