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[Minor] SmoothL1Loss correctly mentioned instead of Huber (#1458)
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* replace false mentions of Huber loss

* set SmoothL1Loss beta to 0.1

* increase beta to 0.3

* reset beta to 1.0
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ourownstory committed Oct 19, 2023
1 parent bf5794d commit f08dcf8
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Showing 6 changed files with 11 additions and 10 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,7 @@ If it looks like the model is overfitting to the training data (the live loss pl
you can reduce `epochs` and `learning_rate`, and potentially increase the `batch_size`.
If it is underfitting, the number of `epochs` and `learning_rate` can be increased and the `batch_size` potentially decreased.

The default loss function is the 'Huber' loss, which is considered to be robust to outliers.
The default loss function is the 'SmoothL1Loss' loss, which is considered to be robust to outliers.
However, you are free to choose the standard `MSE` or any other PyTorch `torch.nn.modules.loss` loss function.

## Increasing Depth of the Model
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4 changes: 2 additions & 2 deletions docs/zh/超参数选取.md
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Expand Up @@ -22,7 +22,7 @@ NeuralProphet有一些超参数需要用户指定。如果没有指定,将使
| `learning_rate` | None |
| `epochs` | None |
| `batch_size` | None |
| `loss_func` | Huber |
| `loss_func` | SmoothL1Loss |
| `train_speed` | None |
| `normalize_y` | auto |
| `impute_missing` | True |
Expand All @@ -43,7 +43,7 @@ NeuralProphet采用随机梯度下降法进行拟合--更准确地说,是采

如果看起来模型对训练数据过度拟合(实时损失图在此很有用),可以减少 `epochs``learning_rate`,并有可能增加 `batch_size`。如果是低拟合,可以增加`epochs``learning_rate` 的数量,并有可能减少`batch_size`

默认的损失函数是 "Huber "损失,该函数被认为对离群值具有鲁棒性。但是,您可以自由选择标准的 "MSE "或任何其他PyTorch `torch.nn.modules.loss`损失函数。
默认的损失函数是 "SmoothL1Loss "损失,该函数被认为对离群值具有鲁棒性。但是,您可以自由选择标准的 "MSE "或任何其他PyTorch `torch.nn.modules.loss`损失函数。

## 增加模型的深度

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7 changes: 4 additions & 3 deletions neuralprophet/configure.py
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Expand Up @@ -117,9 +117,10 @@ def __post_init__(self):

def set_loss_func(self):
if isinstance(self.loss_func, str):
if self.loss_func.lower() in ["huber", "smoothl1", "smoothl1loss"]:
self.loss_func = torch.nn.SmoothL1Loss(reduction="none")
elif self.loss_func.lower() in ["mae", "l1", "l1loss"]:
if self.loss_func.lower() in ["smoothl1", "smoothl1loss", "huber"]:
# keeping 'huber' for backwards compatiblility, though not identical
self.loss_func = torch.nn.SmoothL1Loss(reduction="none", beta=1.0)
elif self.loss_func.lower() in ["mae", "maeloss", "l1", "l1loss"]:
self.loss_func = torch.nn.L1Loss(reduction="none")
elif self.loss_func.lower() in ["mse", "mseloss", "l2", "l2loss"]:
self.loss_func = torch.nn.MSELoss(reduction="none")
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4 changes: 2 additions & 2 deletions neuralprophet/forecaster.py
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Expand Up @@ -223,7 +223,7 @@ class NeuralProphet:
Type of loss to use:
Options
* (default) ``Huber``: Huber loss function
* (default) ``SmoothL1Loss``: SmoothL1 loss function
* ``MSE``: Mean Squared Error loss function
* ``MAE``: Mean Absolute Error loss function
* ``torch.nn.functional.loss.``: loss or callable for custom loss, eg. L1-Loss
Expand Down Expand Up @@ -360,7 +360,7 @@ def __init__(
learning_rate: Optional[float] = None,
epochs: Optional[int] = None,
batch_size: Optional[int] = None,
loss_func: Union[str, torch.nn.modules.loss._Loss, Callable] = "Huber",
loss_func: Union[str, torch.nn.modules.loss._Loss, Callable] = "SmoothL1Loss",
optimizer: Union[str, Type[torch.optim.Optimizer]] = "AdamW",
newer_samples_weight: float = 2,
newer_samples_start: float = 0.0,
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2 changes: 1 addition & 1 deletion tests/test_configure.py
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Expand Up @@ -9,7 +9,7 @@ def generate_config_train_params(overrides={}):
"learning_rate": None,
"epochs": None,
"batch_size": None,
"loss_func": "Huber",
"loss_func": "SmoothL1Loss",
"optimizer": "AdamW",
}
for key, value in overrides.items():
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2 changes: 1 addition & 1 deletion tests/test_uncertainty.py
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Expand Up @@ -60,7 +60,7 @@ def test_uncertainty_estimation_peyton_manning():

m = NeuralProphet(
n_forecasts=1,
loss_func="Huber",
loss_func="SmoothL1Loss",
quantiles=[0.01, 0.99],
epochs=EPOCHS,
batch_size=BATCH_SIZE,
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