This is driving me nuts, I've been searching for a couple of hours and am having trouble making heads or tails of this.
Usually I would do something like this in SQL, but it's part of a python model and I am having a hard time wrapping my head around how the variable assignment works.
I have a dictionary (used the syntax from Facebook Prophet's GitHub):
param_grid = {
'changepoint_prior_scale': [.01, 0.05],
'changepoint_range': [0.8, 0.9],
'monthly_fourier': [5, 10],
'monthly_prior_scale': [.01, 0.05],
'daily_fourier': [5, 10],
'daily_prior_scale': [.01, 0.05],
'weekly_fourier': [5, 10],
'weekly_prior_scale': [.01, 0.05],
'yearly_fourier': [5],
'yearly_prior_scale': [.01, 0.05]
}
Then I create the dictionary of all parameter permutations:
# Generate all combinations of parameters
all_params = [dict(zip(param_grid.keys(), v)) for v in itertools.product(*param_grid.values())]
mape = [] # Store the RMSEs for each params here for later
Which looks like this (for reference):
print(all_params)
[{'changepoint_prior_scale': 0.01, 'changepoint_range': 0.8, 'monthly_fourier': 5,
'monthly_prior_scale': 0.01, 'daily_fourier': 5, 'daily_prior_scale': 0.01, 'weekly_fourier': 5,
'weekly_prior_scale': 0.01, 'yearly_fourier': 5, 'yearly_prior_scale': 0.01},
{'changepoint_prior_scale': 0.01, 'changepoint_range': 0.8, 'monthly_fourier': 5,
'monthly_prior_scale': 0.01, 'daily_fourier': 5, 'daily_prior_scale': 0.01, 'weekly_fourier': 5,
'weekly_prior_scale': 0.01, 'yearly_fourier': 5, 'yearly_prior_scale': 0.05}....... etc.,]
Then, what I want to do is pass each value to it's corresponding model component:
for params in all_params:
m = Prophet(
changepoint_prior_scale = all_params['changepoint_prior_scale'],
changepoint_range = all_params['changepoint_range'],
seasonality_mode = 'multiplicative',
growth = 'logistic',
holidays=Holidays,
).add_seasonality(
name='monthly',
period=30.5,
fourier_order = all_params['monthly_fourier'],
prior_scale = all_params['monthly_prior_scale']
).add_seasonality(
name='daily',
period=1,
fourier_order = all_params['daily_fourier'],
prior_scale = all_params['daily_prior_scale']
etc.,
I know the syntax must be wildly off, but I can't figure out how to assign the value of the dictionary to the model variable.
As an example, I would want the fist model loop to run this:
for params in all_params:
m = Prophet(
changepoint_prior_scale = 0.01,
changepoint_range = 0.8,
seasonality_mode = 'multiplicative',
growth = 'logistic',
holidays=Holidays,
).add_seasonality(
name='monthly',
period=30.5,
fourier_order = 5,
prior_scale = .01
).add_seasonality(
name='daily',
period=1,
fourier_order = 5,
prior_scale = .01
etc.,
I'm sure this is python 101, hoping someone can help point me in the right direction.
CodePudding user response:
you're close! look here
for params in all_params:
m = Prophet(
changepoint_prior_scale = all_params['changepoint_prior_scale'],
changepoint_range = all_params['changepoint_range'],
seasonality_mode = 'multiplicative',...
notice that you made params
but are still using all_params
for access!
change it like this:
for params in all_params:
m = Prophet(
changepoint_prior_scale = params['changepoint_prior_scale'],
changepoint_range = params['changepoint_range'],
seasonality_mode = 'multiplicative',...