pytorch extension for pandas-ml-utils
Adds a PytorchModel to the pandas ml utils suite. While a regular class extending nn.Module is sufficient,
there is also a special class PytorchNN which can be extended as well. Using this class has the following
advantages:
- allows to use L1, L2 regularization -> example
- allows different forward path for training and prediction (useful i.e. for reparameterization trick) -> example
- allows to implement auto-encoders easily by just providing the encode/decode functions
- added loss functions like
SoftDTW(fit time series) loss orHeteroscedasticityLoss(fit Normal Distribution) -> example
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