TSEditor / config /etth.yaml
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model:
target: Models.interpretable_diffusion.gaussian_diffusion.Diffusion_TS
params:
seq_length: 24
feature_size: 7
n_layer_enc: 3
n_layer_dec: 2
d_model: 64 # 4 X 16
timesteps: 500
sampling_timesteps: 500
loss_type: 'l1'
beta_schedule: 'cosine'
n_heads: 4
mlp_hidden_times: 4
attn_pd: 0.0
resid_pd: 0.0
kernel_size: 1
padding_size: 0
solver:
base_lr: 1.0e-5
max_epochs: 9000
results_folder: ./Checkpoints_etth
gradient_accumulate_every: 2
save_cycle: 1800 # max_epochs // 10
ema:
decay: 0.995
update_interval: 10
scheduler:
target: engine.lr_sch.ReduceLROnPlateauWithWarmup
params:
factor: 0.5
patience: 4000
min_lr: 1.0e-5
threshold: 1.0e-1
threshold_mode: rel
warmup_lr: 8.0e-4
warmup: 500
verbose: False
dataloader:
train_dataset:
target: utils.data_utils.real_datasets.CustomDataset
params:
name: etth
proportion: 1.0 # Set to rate < 1 if training conditional generation
data_root: ./Data/datasets/ETTh.csv
window: 24 # seq_length
save2npy: True
neg_one_to_one: True
seed: 123
period: train
test_dataset:
target: utils.data_utils.real_datasets.CustomDataset
params:
name: etth
proportion: 0.9 # rate
data_root: ./Data/datasets/ETTh.csv
window: 24 # seq_length
save2npy: True
neg_one_to_one: True
seed: 123
period: test
style: separate
distribution: geometric
coefficient: 1.0e-2
step_size: 5.0e-2
sampling_steps: 200
batch_size: 128
sample_size: 256
shuffle: True