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Add probabilistic multi-horizon Torch forecaster

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Codex
2026-06-22 22:02:38 +03:00
parent 8ae6d4e3a5
commit a548c0e890
8 changed files with 1114 additions and 91 deletions
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tools/run_torch_retrain.ps1
+11 -5
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@@ -8,7 +8,9 @@ param(
[string]$Layers = "",
[string]$Dropouts = "",
[int]$Horizon = 0,
[string]$Horizons = "",
[string]$Features = "",
[string]$ContextSymbols = "",
[int]$Epochs = 0,
[int]$Patience = 0,
[string]$Interval = "",
@@ -51,17 +53,19 @@ function Resolve-Python {
if (-not $Symbols -and $env:TORCH_RETRAIN_SYMBOLS) { $Symbols = $env:TORCH_RETRAIN_SYMBOLS }
if ($Limit -le 0) {
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 1000 }
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 3000 }
}
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "32,64" } }
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "64" } }
if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm,gru" } }
if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "32,64" } }
if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64,96" } }
if (-not $Layers) { $Layers = if ($env:TORCH_RETRAIN_LAYERS) { $env:TORCH_RETRAIN_LAYERS } else { "2" } }
if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.15" } }
if ($Horizon -le 0 -and $env:TORCH_RETRAIN_HORIZON) { $Horizon = [int]$env:TORCH_RETRAIN_HORIZON }
if (-not $Horizons -and $env:TORCH_RETRAIN_HORIZONS) { $Horizons = $env:TORCH_RETRAIN_HORIZONS }
if (-not $Features -and $env:TORCH_RETRAIN_FEATURES) { $Features = $env:TORCH_RETRAIN_FEATURES }
if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 60 } }
if ($Patience -le 0) { $Patience = if ($env:TORCH_RETRAIN_PATIENCE) { [int]$env:TORCH_RETRAIN_PATIENCE } else { 10 } }
if (-not $ContextSymbols -and $env:TORCH_RETRAIN_CONTEXT_SYMBOLS) { $ContextSymbols = $env:TORCH_RETRAIN_CONTEXT_SYMBOLS }
if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 70 } }
if ($Patience -le 0) { $Patience = if ($env:TORCH_RETRAIN_PATIENCE) { [int]$env:TORCH_RETRAIN_PATIENCE } else { 8 } }
if (-not $Interval -and $env:TORCH_RETRAIN_INTERVAL) { $Interval = $env:TORCH_RETRAIN_INTERVAL }
if (-not $EnvFile -and $env:TORCH_RETRAIN_ENV) { $EnvFile = $env:TORCH_RETRAIN_ENV }
if (-not $EnvFile -and (Test-Path (Join-Path $RepoRoot ".env"))) { $EnvFile = Join-Path $RepoRoot ".env" }
@@ -94,7 +98,9 @@ try {
if ($Interval) { $trainerArgs += @("--interval", $Interval) }
if ($EnvFile) { $trainerArgs += @("--env", $EnvFile) }
if ($Horizon -gt 0) { $trainerArgs += @("--horizon", $Horizon.ToString()) }
if ($Horizons) { $trainerArgs += @("--horizons", $Horizons) }
if ($Features) { $trainerArgs += @("--features", $Features) }
if ($ContextSymbols) { $trainerArgs += @("--context-symbols", $ContextSymbols) }
Push-Location $RepoRoot
$pushedLocation = $true