stable/freqtrade/freqai/prediction_models/PyTorchMLPModel.py

26 lines
763 B
Python
Raw Normal View History

2023-03-05 14:59:24 +00:00
import logging
2023-03-06 17:14:54 +00:00
from torch import Tensor
2023-03-08 14:03:36 +00:00
import torch.nn as nn
2023-03-05 14:59:24 +00:00
logger = logging.getLogger(__name__)
class PyTorchMLPModel(nn.Module):
def __init__(self, input_dim: int, hidden_dim: int, output_dim: int):
super(PyTorchMLPModel, self).__init__()
2023-03-05 14:59:24 +00:00
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)
2023-03-06 17:14:54 +00:00
def forward(self, x: Tensor) -> Tensor:
2023-03-05 14:59:24 +00:00
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)
return logits