etna.transforms.EmbeddingWindowTransform#

class EmbeddingWindowTransform(in_columns: List[str], embedding_model: BaseEmbeddingModel, encoding_params: Dict[str, Any] | None = None, training_params: Dict[str, Any] | None = None, out_column: str = 'embedding_window')[source]#

Bases: IrreversibleTransform

Create the embedding features for each timestamp using embedding model.

Init EmbeddingWindowTransform.

Parameters:

in_columns (List[str]) – Columns to use for creating embeddings
embedding_model (BaseEmbeddingModel) – Model to create the embeddings
encoding_params (Dict[str, Any] | None) – Parameters to use during encoding. Parameters for corresponding models can be found at embedding section.
training_params (Dict[str, Any] | None) – Parameters to use during training. Parameters for corresponding models can be found at embedding section.
out_column (str) – Prefix for output columns, the output columns format is ‘{out_column}_{i}’

Methods

`fit`(ts)	Fit the transform.
`fit_transform`(ts)	Fit and transform TSDataset.
`get_regressors_info`()	Return the list with regressors created by the transform.
`inverse_transform`(ts)	Inverse transform TSDataset.
`load`(path)	Load an object.
`params_to_tune`()	Get grid for tuning hyperparameters.
`save`(path)	Save the object.
`set_params`(**params)	Return new object instance with modified parameters.
`to_dict`()	Collect all information about etna object in dict.
`transform`(ts)	Transform TSDataset inplace.

Attributes

This class stores its __init__ parameters as attributes.

fit(ts: TSDataset) → Transform[source]#

Fit the transform.

Parameters:: ts (TSDataset) – Dataset to fit the transform on.
Returns:: The fitted transform instance.
Return type:: Transform

fit_transform(ts: TSDataset) → TSDataset[source]#

Fit and transform TSDataset.

May be reimplemented. But it is not recommended.

Parameters:: ts (TSDataset) – TSDataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset

get_regressors_info() → List[str][source]#

Return the list with regressors created by the transform.

Return type:: List[str]

inverse_transform(ts: TSDataset) → TSDataset[source]#

Inverse transform TSDataset.

Do nothing.

Parameters:: ts (TSDataset) – TSDataset to be inverse transformed.
Returns:: TSDataset after applying inverse transformation.
Return type:: TSDataset

classmethod load(path: Path) → EmbeddingWindowTransform[source]#

Load an object.

Parameters:: path (Path) – Path to load object from.
Returns:: Loaded object.
Return type:: EmbeddingWindowTransform

params_to_tune() → Dict[str, BaseDistribution][source]#

Get grid for tuning hyperparameters.

This is default implementation with empty grid.

Returns:: Empty grid.
Return type:: Dict[str, BaseDistribution]

save(path: Path)[source]#

Save the object.

Parameters:: path (Path) – Path to save object to.

set_params(**params: dict) → Self[source]#

Return new object instance with modified parameters.

Method also allows to change parameters of nested objects within the current object. For example, it is possible to change parameters of a model in a Pipeline.

Nested parameters are expected to be in a <component_1>.<...>.<parameter> form, where components are separated by a dot.

Parameters:: **params (dict) – Estimator parameters
Returns:: New instance with changed parameters
Return type:: Self

Examples

>>> from etna.pipeline import Pipeline
>>> from etna.models import NaiveModel
>>> from etna.transforms import AddConstTransform
>>> model = model=NaiveModel(lag=1)
>>> transforms = [AddConstTransform(in_column="target", value=1)]
>>> pipeline = Pipeline(model, transforms=transforms, horizon=3)
>>> pipeline.set_params(**{"model.lag": 3, "transforms.0.value": 2})
Pipeline(model = NaiveModel(lag = 3, ), transforms = [AddConstTransform(in_column = 'target', value = 2, inplace = True, out_column = None, )], horizon = 3, )

to_dict()[source]#: Collect all information about etna object in dict.

transform(ts: TSDataset) → TSDataset[source]#

Transform TSDataset inplace.

Parameters:: ts (TSDataset) – Dataset to transform.
Returns:: Transformed TSDataset.
Return type:: TSDataset