stable/freqtrade/freqai/prediction_models/PytorchMLPModel.py

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2023-03-05 14:59:24 +00:00
import logging
import torch
import torch.nn as nn
from torch.nn import functional as F
logger = logging.getLogger(__name__)
class MLP(nn.Module):
def __init__(self, input_dim, hidden_dim, output_dim):
super(MLP, self).__init__()
self.input_layer = nn.Linear(input_dim, hidden_dim)
self.hidden_layer = nn.Linear(hidden_dim, hidden_dim)
self.output_layer = nn.Linear(hidden_dim, output_dim)
self.relu = nn.ReLU()
self.dropout = nn.Dropout(p=0.2)
def forward(self, x, targets=None):
x = self.relu(self.input_layer(x))
x = self.dropout(x)
x = self.relu(self.hidden_layer(x))
x = self.dropout(x)
logits = self.output_layer(x)
if targets is None:
return logits, None
loss = F.cross_entropy(logits, targets.squeeze())
return logits, loss