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update

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yuanjunbin 2 years ago
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commit
e2d58aa13c
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      stock-forcast-models/utils/tools.py

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push.sh View File

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git add .
git commit -a -m "update"
git push

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push.sh.bak View File

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git add.
git commit -a -m "update"
git push

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stock-forcast-models/utils/tools.py View File

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import numpy as np
import mindspore.numpy as mnp
import mindspore
from mindspore import Tensor, Parameter

def adjust_learning_rate(optimizer, epoch, args):
if args.lradj == 'type1':
lr_adjust = {epoch: args.learning_rate * (0.5 ** ((epoch-1) // 1))}
elif args.lradj == 'type2':
lr_adjust = {
2: 5e-5, 4: 1e-5, 6: 5e-6, 8: 1e-6,
10: 5e-7, 15: 1e-7, 20: 5e-8
}
if epoch in lr_adjust.keys():
lr = lr_adjust[epoch]
for param_group in optimizer.parameters():
param_group.set_lr(lr)
print('Updating learning rate to {}'.format(lr))

class EarlyStopping:
def __init__(self, patience=7, verbose=False, delta=0):
self.patience = patience
self.verbose = verbose
self.counter = 0
self.best_score = None
self.early_stop = False
self.val_loss_min = np.Inf
self.delta = delta

def __call__(self, val_loss, model, path):
score = -val_loss
if self.best_score is None:
self.best_score = score
self.save_checkpoint(val_loss, model, path)
elif score < self.best_score + self.delta:
self.counter += 1
print(f'EarlyStopping counter: {self.counter} out of {self.patience}')
if self.counter >= self.patience:
self.early_stop = True
else:
self.best_score = score
self.save_checkpoint(val_loss, model, path)
self.counter = 0

def save_checkpoint(self, val_loss, model, path):
if self.verbose:
print(f'Validation loss decreased ({self.val_loss_min:.6f} --> {val_loss:.6f}). Saving model ...')
model.save_checkpoint(path + '/' + 'checkpoint.ckpt')
self.val_loss_min = val_loss

class dotdict(dict):
"""dot.notation access to dictionary attributes"""
__getattr__ = dict.get
__setattr__ = dict.__setitem__
__delattr__ = dict.__delitem__

class StandardScaler():
def __init__(self):
self.mean = 0.
self.std = 1.

def fit(self, data):
self.mean = mnp.mean(data, 0)
self.std = mnp.std(data, 0)

def transform(self, data):
mean = Tensor(self.mean, mindspore.float32)
std = Tensor(self.std, mindspore.float32)
return (data - mean) / std

def inverse_transform(self, data):
mean = Tensor(self.mean, mindspore.float32)
std = Tensor(self.std, mindspore.float32)
if data.shape[-1] != mean.shape[-1]:
mean = mean[-1:]
std = std[-1:]
return (data * std) + mean

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