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Adding test_quantiles hyperparameter to the shell to specify the quan… #1096

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merged 4 commits into from
Oct 19, 2020
Merged

Adding test_quantiles hyperparameter to the shell to specify the quan… #1096

merged 4 commits into from
Oct 19, 2020

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dcmaddix
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@dcmaddix dcmaddix commented Oct 18, 2020 •
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…tiles for evaluation

Description of changes:

  • Added test_quantiles hyperparameter to the shell to specify the quantiles for evaluation
  • Checks that test_quantiles is a subset of the quantiles model hyperparameter in the MQ-CNN case

Testing:

  • Updated test_train_shell in test/shell/test_shell.py with "quantiles": [0.1, 0.25, 0.5, 0.75, 0.9], "test_quantiles": [0.25, 0.75], gives the following output:
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, ND): 0.09176455073886447
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, wQuantileLoss[0.25]): 0.07710879822434098
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, wQuantileLoss[0.75]): 0.08335938387446934
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, mean_absolute_QuantileLoss): 21.663204583339393
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, mean_wQuantileLoss): 0.08023409104940515
[2020-10-17 19:59:44] [INFO] gluonts.shell.train #test_score (local, mean_wQuantileLoss_WAPE): 0.08407757761255825

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lostella
lostella approved these changes Oct 19, 2020
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Looks good to me!

jaheba
jaheba approved these changes Oct 19, 2020
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LGTM as well!

@dcmaddix dcmaddix merged commit 613c09e into awslabs:master Oct 19, 2020
@dcmaddix dcmaddix deleted the test_quantiles branch October 19, 2020 19:40
kashif pushed a commit to kashif/gluon-ts that referenced this pull request Dec 15, 2020
@dcmaddix @kashif
Adding test_quantiles hyperparameter to the shell to specify the quan… (
6e047af 
awslabs#1096)

* Adding test_quantiles hyperparameter to the shell to specify the quantiles for evaluation

* Using Quantile.parse method to handle 'p50' quantile case

Co-authored-by: Danielle Robinson <dmmaddix@amazon.com>
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@jaheba jaheba jaheba approved these changes

@lostella lostella lostella approved these changes

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@dcmaddix @jaheba @lostella