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https://github.com/freqtrade/freqtrade.git
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32 lines
871 B
Python
32 lines
871 B
Python
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import logging
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import torch
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import torch.nn as nn
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from torch.nn import functional as F
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logger = logging.getLogger(__name__)
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class MLP(nn.Module):
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def __init__(self, input_dim, hidden_dim, output_dim):
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super(MLP, self).__init__()
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self.input_layer = nn.Linear(input_dim, hidden_dim)
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self.hidden_layer = nn.Linear(hidden_dim, hidden_dim)
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self.output_layer = nn.Linear(hidden_dim, output_dim)
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self.relu = nn.ReLU()
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self.dropout = nn.Dropout(p=0.2)
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def forward(self, x, targets=None):
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x = self.relu(self.input_layer(x))
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x = self.dropout(x)
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x = self.relu(self.hidden_layer(x))
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x = self.dropout(x)
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logits = self.output_layer(x)
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if targets is None:
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return logits, None
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loss = F.cross_entropy(logits, targets.squeeze())
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return logits, loss
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