conditional-sig-wasserstein-gans's People
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rolling_window function in data.p
Hi,
I am puzzled about the range of the concatenation in the rolling_window function.
The range is created with length
x.shape[1] - x_lag
Which means the last sample added will be
x[:, x.shape[1] - x_lag - 1:x.shape[1] - 1]
In doing this we are not including the last sample we can build from the data which would be
x[:, x.shape[1] - x_lag:x.shape[1]]
Therefore I would say that we need the range over:
range(x.shape[1] - x_lag + 1)
Problem with CUDA
Hi, I am a student and would like to use your code for research purposes, but I can't get the code to work.
When running "%run train.py -use_cuda -total_steps 1000" I get an error: "AssertionError: Torch not compiled with CUDA enabled". Also when running without cuda: "%run train.py -total_steps 1000" I get the same error.
I installed the packages from requirements.yml in a conda environment.
error 2
File "evaluate.py", line 55, in get_algo_config
key += '_' + experiment_dir.split('/')[2]
IndexError: list index out of range
Generating a single time series sequence
How to generate time series data and inverse signiture transform?
Plot the conditional distribution
In create_summary() in plot.py, line 154, the variables x_fake_future has a different shape than x_real because x_fake only contains the future whereas x_real also contains the past. This means the charts do technically not compare the same thing.
I cannot get a data properly
Hello, I am really enjoying your great work as mathematics student. Also, thank you for sharing your codebase.
I want to try your model for my problem, and actually I am having trouble getting data
The below is the message I face when running the train code instructed as readme.md
requests.exceptions.connectionerror: httpsconnectionpool(host='realized.oxford-man.ox.ac.uk', port=443): max retries exceeded with url: /images/oxfordmanrealizedvolatilityindices.zip (caused by newconnectionerror('<urllib3.connection.verifiedhttpsconnection object at 0x7fedde54b8e0>: failed to establish a new connection: [errno -2] name or service not known'))
also, I can not access the link provided in the readme.md for getting the dataset.
Can you help me get the training data in your codebase published?
Import Error after running python train.py
When running
python train.py -use_cuda -total_steps 1000
I get
ImportError: /home/jordi/anaconda3/envs/siglib/lib/python3.8/site-packages/signatory/_impl.cpython-38-x86_64-linux-gnu.so: undefined symbol: _ZNSt15__exception_ptr13exception_ptr10_M_releaseEv
any suggestions?
seed parameter not used in evaluate_generator function (evaluate.py)
Hi,
I have noticed that regardless of whatever seed is passed to the function evaluate_generator, the torch seed is set to 0 on line 72.
I have error
File "C:\Users\User.conda\envs\gym2\lib\site-packages\signatory\impl.py", line 19, in
from . import _impl
ImportError: DLL load failed: ModuleNotFoundError
Batch size>1
Anyone knows if it is possible to set the batch size>1?
Also, what is the reason for checking this condition?
"assert x_real.shape[0] == 1"
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