Source code for stockpy.neural_network._mlp

from abc import ABCMeta, abstractmethod
import torch
import torch.nn as nn
from typing import Union, Tuple
import pandas as pd
import numpy as np
from ._base import ClassifierNN
from ._base import RegressorNN
from ..config import Config as cfg

[docs]class MLPClassifier(ClassifierNN): """ A class used to represent a Multilayer Perceptron (MLP) for classification tasks. This class inherits from the `ClassifierNN` class. Attributes: model_type (str): A string that represents the type of the model (default is "ffnn"). Args: hidden_size (Union[int, List[int]]): A list of integers that represents the number of nodes in each hidden layer or a single integer that represents the number of nodes in a single hidden layer. dropout (float): The dropout probability (default is 0.2). Methods: __init__(self, **kwargs): Initializes the MLPClassifier object with given or default parameters. _init_model(self): Initializes the layers of the neural network based on configuration. forward(x: torch.Tensor) -> torch.Tensor: Defines the forward pass of the neural network. """ model_type = "ffnn"
[docs] def __init__(self, **kwargs): """ Initializes the MLPClassifier object with given or default parameters. """ super().__init__(**kwargs)
[docs] def _init_model(self): """ Initializes the layers of the neural network based on configuration. """ # Checks if hidden_sizes is a single integer and, if so, converts it to a list if isinstance(cfg.nn.hidden_size, int): self.hidden_sizes = [cfg.nn.hidden_size] else: self.hidden_sizes = cfg.nn.hidden_size layers = [] input_size = self.input_size # Creates the layers of the neural network for hidden_size in self.hidden_sizes: layers.append(nn.Linear(input_size, hidden_size)) layers.append(nn.ReLU()) layers.append(nn.Dropout(cfg.comm.dropout)) input_size = hidden_size # Appends the output layer to the neural network layers.append(nn.Linear(input_size, self.output_size)) # Stacks all the layers into a sequence self.layers = nn.Sequential(*layers)
[docs] def forward(self, x: torch.Tensor) -> torch.Tensor: """ Defines the forward pass of the neural network. :param x: The input tensor. :returns: The output tensor, corresponding to the predicted target variable(s). """ # Ensures the model has been fitted before making predictions if self.layers is None: raise RuntimeError("You must call fit before calling predict") # Returns the output of the forward pass of the neural network return self.layers(x)
[docs]class MLPRegressor(RegressorNN): """ A class used to represent a Multilayer Perceptron (MLP) for regression tasks. This class inherits from the `RegressorNN` class. Attributes: model_type (str): A string that represents the type of the model (default is "ffnn"). Args: hidden_size (Union[int, List[int]]): A list of integers that represents the number of nodes in each hidden layer or a single integer that represents the number of nodes in a single hidden layer. dropout (float): The dropout probability (default is 0.2). Methods: __init__(self, **kwargs): Initializes the MLPRegressor object with given or default parameters. _init_model(self): Initializes the layers of the neural network based on configuration. forward(x: torch.Tensor) -> torch.Tensor: Defines the forward pass of the neural network. """ model_type = "ffnn"
[docs] def __init__(self, **kwargs): """ Initializes the MLPRegressor object with given or default parameters. """ super().__init__(**kwargs)
[docs] def _init_model(self): """ Initializes the layers of the neural network based on configuration. """ # Checks if hidden_sizes is a single integer and, if so, converts it to a list if isinstance(cfg.nn.hidden_size, int): self.hidden_sizes = [cfg.nn.hidden_size] else: self.hidden_sizes = cfg.nn.hidden_size layers = [] input_size = self.input_size # Creates the layers of the neural network for hidden_size in self.hidden_sizes: layers.append(nn.Linear(input_size, hidden_size)) layers.append(nn.ReLU()) layers.append(nn.Dropout(cfg.comm.dropout)) input_size = hidden_size # Appends the output layer to the neural network layers.append(nn.Linear(input_size, self.output_size)) # Stacks all the layers into a sequence self.layers = nn.Sequential(*layers)
[docs] def forward(self, x: torch.Tensor) -> torch.Tensor: """ Defines the forward pass of the neural network. :param x: The input tensor. :returns: The output tensor, corresponding to the predicted target variable(s). """ # Ensures the model has been fitted before making predictions if self.layers is None: raise RuntimeError("You must call fit before calling predict") # Returns the output of the forward pass of the neural network return self.layers(x)