add documentation

This commit is contained in:
Yinon Polak 2023-03-09 11:14:54 +02:00
parent 1597c3aa89
commit 3081b9402b
3 changed files with 37 additions and 3 deletions

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@ -14,7 +14,7 @@ logger = logging.getLogger(__name__)
class BasePyTorchModel(IFreqaiModel): class BasePyTorchModel(IFreqaiModel):
""" """
Base class for TensorFlow type models. Base class for PyTorch type models.
User *must* inherit from this class and set fit() and predict(). User *must* inherit from this class and set fit() and predict().
""" """

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@ -25,6 +25,21 @@ class PyTorchModelTrainer:
init_model: Dict, init_model: Dict,
model_meta_data: Dict[str, Any] = {}, model_meta_data: Dict[str, Any] = {},
): ):
"""
A class for training PyTorch models.
:param model: The PyTorch model to be trained.
:param optimizer: The optimizer to use for training.
:param criterion: The loss function to use for training.
:param device: The device to use for training (e.g. 'cpu', 'cuda').
:param batch_size: The size of the batches to use during training.
:param max_iters: The number of training iterations to run.
iteration here refers to the number of times we call
self.optimizer.step() . used to calculate n_epochs.
:param eval_iters: The number of iterations used to estimate the loss.
:param init_model: A dictionary containing the initial model parameters.
:param model_meta_data: Additional metadata about the model (optional).
"""
self.model = model self.model = model
self.optimizer = optimizer self.optimizer = optimizer
self.criterion = criterion self.criterion = criterion
@ -38,6 +53,12 @@ class PyTorchModelTrainer:
self.load_from_checkpoint(init_model) self.load_from_checkpoint(init_model)
def fit(self, data_dictionary: Dict[str, pd.DataFrame]): def fit(self, data_dictionary: Dict[str, pd.DataFrame]):
"""
general training loop:
- converting data to tensors
- calculating n_epochs
-
"""
data_loaders_dictionary = self.create_data_loaders_dictionary(data_dictionary) data_loaders_dictionary = self.create_data_loaders_dictionary(data_dictionary)
epochs = self.calc_n_epochs( epochs = self.calc_n_epochs(
n_obs=len(data_dictionary['train_features']), n_obs=len(data_dictionary['train_features']),

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@ -19,8 +19,19 @@ logger = logging.getLogger(__name__)
class PyTorchClassifierMultiTarget(BasePyTorchModel): class PyTorchClassifierMultiTarget(BasePyTorchModel):
"""
A PyTorch implementation of a multi-target classifier.
"""
def __init__(self, **kwargs): def __init__(self, **kwargs):
"""
int: The number of nodes in the hidden layer of the neural network.
int: The maximum number of iterations to run during training.
int: The batch size to use during training.
float: The learning rate to use during training.
int: The number of training iterations between each evaluation.
dict: A dictionary mapping class names to their corresponding indices.
dict: A dictionary mapping indices to their corresponding class names.
"""
super().__init__(**kwargs) super().__init__(**kwargs)
model_training_parameters = self.freqai_info["model_training_parameters"] model_training_parameters = self.freqai_info["model_training_parameters"]
self.n_hidden = model_training_parameters.get("n_hidden", 1024) self.n_hidden = model_training_parameters.get("n_hidden", 1024)
@ -34,8 +45,10 @@ class PyTorchClassifierMultiTarget(BasePyTorchModel):
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any: def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
""" """
User sets up the training and test data to fit their desired model here User sets up the training and test data to fit their desired model here
:param tensor_dictionary: the dictionary constructed by DataHandler to hold :param data_dictionary: the dictionary constructed by DataHandler to hold
all the training and test data/labels. all the training and test data/labels.
:raises ValueError: If self.class_names is not defined in the parent class.
""" """
if not hasattr(self, "class_names"): if not hasattr(self, "class_names"):
raise ValueError( raise ValueError(