gru – Gated recurrent unit RNN (torch, optional).#

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Operational op under axis family, sub-layer L4_A_model_selection, layer l4. Standalone callable: mf.functions.gru_fit.

Function signature#

mf.functions.gru_fit(
    X: np.ndarray | pd.DataFrame,
    y: np.ndarray | pd.Series,
) -> GRUFitResult

Parameters#

name

type

default

constraint

description

X

`np.ndarray

pd.DataFrame`

y

`np.ndarray

pd.Series`

Returns#

GRUFitResult — frozen dataclass with fit results.

Attribute

Type

Description

.n_params

int

Total number of trainable parameters in GRU + head.

.n_features_in_

int

Number of input features seen during fit.

.hidden_size

int

Width of the GRU hidden state.

.epochs_used

int

Number of training epochs completed.

.final_loss

float

Training MSE via no-grad forward pass after fitting.

.predict(X)

np.ndarray

Predictions for new data X, shape (n_samples,).

.summary()

str

Arch metadata table: model_type, hidden_size, n_features, n_params, epochs_used, final_loss.

Behavior#

Requires pip install macroforecast[deep]. Simpler than LSTM (one fewer gate); often comparable on macro panels.

When to use

Sequence-modelling baselines; LSTM ablations.

When NOT to use

Without [deep] installed.

In recipe context#

Set params.family = "gru" in the relevant layer to activate this op within a recipe:

# Layer L4 recipe fragment
params:
  family: gru

References#

  • macroforecast design Part 2, L4: ‘forecasting model is the layer where every authoring iteration ends – pick family, tune, repeat.’

  • Cho et al. (2014) ‘Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation’, EMNLP.