[](https://travis-ci.org/kaelzhang/DA-RNN-in-Tensorflow-2-and-PyTorch)
[](https://codecov.io/gh/kaelzhang/DA-RNN-in-Tensorflow-2-and-PyTorch)
[](https://pypi.org/project/da_rnn/)
[](https://github.com/kaelzhang/DA-RNN-in-Tensorflow-2-and-PyTorch)
# Tensorflow 2 DA-RNN
A Tensorflow 2 (Keras) implementation of the [Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://arxiv.org/abs/1704.02971)
Paper: [https://arxiv.org/abs/1704.02971](https://arxiv.org/abs/1704.02971)
## Install
For Tensorflow 2
```sh
pip install da-rnn[keras]
```
For PyTorch
```sh
pip install da-rnn[torch]
```
## Usage
For Tensorflow 2
```py
from da_rnn.keras import DARNN
model = DARNN(T=10, m=128)
# Train
model.fit(
train_ds,
validation_data=val_ds,
epochs=100,
verbose=1
)
# Predict
y_hat = model(inputs)
```
For PyTorch (with poutyne)
```py
import torch
from poutyne import Model
from da_rnn.torch import DARNN
darnn = DARNN(n=50, T=10, m=128)
model = Model(darnn)
# Train
model.fit(
train_ds,
validation_data=val_ds,
epochs=100,
verbose=1
)
# Predict
with torch.no_grad():
y_hat = model(inputs)
```
### Python Docstring Notations
In docstrings of the methods of this project, we have the following notation convention:
```
variable_{subscript}__{superscript}
```
For example:
- `y_T__i` means , the `i`-th prediction value at time `T`.
- `alpha_t__k` means , the attention weight measuring the importance of the `k`-th input feature (driving series) at time `t`.
### DARNN(T, m, p, y_dim=1)
### DARNN(n, T, m, p, y_dim=1)
> The naming of the following (hyper)parameters is consistent with the paper, except `y_dim` which is not mentioned in the paper.
- **n** (torch only) `int` input size, the number of features of a single driving series
- **T** `int` the length (time steps) of the window
- **m** `int` the number of the encoder hidden states
- **p** `int` the number of the decoder hidden states
- **y_dim** `int=1` the prediction dimention. Defaults to `1`.
Return the DA-RNN model instance.
## Data Processing
Each feature item of the dataset should be of shape `(batch_size, T, length_of_driving_series + y_dim)`
And each label item of the dataset should be of shape `(batch_size, y_dim)`
## Development
Install dependencies:
```sh
make install
```
Run notebook:
```sh
cd notebook
jupyter lab
```
## TODO
- [x] no hardcoding (`1` for now) for prediction dimentionality
## License
[MIT](LICENSE)
