autogluon.timeseries 0.8.3b20231025__tar.gz → 0.8.3b20231027__tar.gz

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 0.8.3b20231025
+Version: 0.8.3b20231027
 Summary: AutoML for Image, Text, and Tabular Data
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/setup.py

@@ -33,7 +33,8 @@ install_requires = [
     "networkx",  # version range defined in `core/_setup_utils.py`
     # TODO: update statsforecast to v1.5.0 - resolve antlr4-python3-runtime dependency clash with multimodal
     "statsforecast>=1.4.0,<1.5",
-    "mlforecast>=0.9.3,<0.9.4",
+    "mlforecast>=0.10.0,<0.10.1",
+    "utilsforecast>=0.0.10,<0.0.11",
     "tqdm",  # version range defined in `core/_setup_utils.py`
     "ujson>=5,<6",  # needed to silence GluonTS warning
     f"autogluon.core[raytune]=={version}",

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/src/autogluon/timeseries/metrics/point.py

@@ -64,7 +64,8 @@ class WAPE(TimeSeriesScorer):
 
 
 class sMAPE(TimeSeriesScorer):
-    "Symmetric mean absolute percentage error."
+    """Symmetric mean absolute percentage error."""
+
     optimized_by_median = True
     equivalent_tabular_regression_metric = "symmetric_mean_absolute_percentage_error"
 
@@ -76,7 +77,8 @@ class sMAPE(TimeSeriesScorer):
 
 
 class MAPE(TimeSeriesScorer):
-    "Mean Absolute Percentage Error."
+    """Mean Absolute Percentage Error."""
+
     optimized_by_median = True
     equivalent_tabular_regression_metric = "mean_absolute_percentage_error"
 

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/src/autogluon/timeseries/models/autogluon_tabular/mlforecast.py

@@ -174,7 +174,8 @@ class AbstractMLForecastModel(AbstractTimeSeriesModel):
             data = data.query("item_id in @items_to_keep")
 
         mlforecast_df = self._to_mlforecast_df(data, data.static_features)
-        df = self._mlf.preprocess(mlforecast_df, dropna=False)
+        # Unless we set static_features=[], MLForecast interprets all known covariates as static features
+        df = self._mlf.preprocess(mlforecast_df, dropna=False, static_features=[])
         # df.query results in 2x memory saving compared to df.dropna(subset="y")
         df = df.query("y.notnull()")
 
@@ -366,7 +367,7 @@ class DirectTabularModel(AbstractMLForecastModel):
         data_future[self.target] = float("inf")
         data_extended = pd.concat([data, data_future])
         mlforecast_df = self._to_mlforecast_df(data_extended, data.static_features)
-        df = self._mlf.preprocess(mlforecast_df, dropna=False)
+        df = self._mlf.preprocess(mlforecast_df, dropna=False, static_features=[])
         df = df.groupby(MLF_ITEMID, sort=False).tail(self.prediction_length)
         df = df.replace(float("inf"), float("nan"))
 
@@ -376,7 +377,7 @@ class DirectTabularModel(AbstractMLForecastModel):
 
         if hasattr(self._mlf.ts, "target_transforms"):
             # Ensure that transforms are fitted only on past data
-            self._mlf.preprocess(self._to_mlforecast_df(data, None))
+            self._mlf.preprocess(self._to_mlforecast_df(data, None), static_features=[])
             for tfm in self._mlf.ts.target_transforms[::-1]:
                 predictions = tfm.inverse_transform(predictions)
         predictions = predictions.rename(columns={MLF_ITEMID: ITEMID, MLF_TIMESTAMP: TIMESTAMP}).set_index(
@@ -405,12 +406,9 @@ class DirectTabularModel(AbstractMLForecastModel):
                 "eval_metric": "pinball_loss",
             }
         else:
-            tabular_metric = self.eval_metric.equivalent_tabular_regression_metric
-            if tabular_metric is None:
-                tabular_metric = "mean_absolute_error"
             return {
                 "problem_type": ag.constants.REGRESSION,
-                "eval_metric": tabular_metric,
+                "eval_metric": self.eval_metric.equivalent_tabular_regression_metric or "mean_absolute_error",
             }
 
 
@@ -470,15 +468,18 @@ class RecursiveTabularModel(AbstractMLForecastModel):
         from scipy.stats import norm
 
         new_df = self._to_mlforecast_df(data, data.static_features)
-        if known_covariates is not None:
-            dynamic_dfs = [self._to_mlforecast_df(known_covariates, data.static_features, include_target=False)]
-        else:
-            dynamic_dfs = None
+        if known_covariates is None:
+            future_index = get_forecast_horizon_index_ts_dataframe(data, self.prediction_length)
+            known_covariates = pd.DataFrame(columns=[self.target], index=future_index, dtype="float32")
+        X_df = self._to_mlforecast_df(known_covariates, data.static_features, include_target=False)
+        # If both covariates & static features are missing, set X_df = None to avoid exception from MLForecast
+        if len(X_df.columns.difference([MLF_ITEMID, MLF_TIMESTAMP])) == 0:
+            X_df = None
         with warning_filter():
             raw_predictions = self._mlf.predict(
                 h=self.prediction_length,
                 new_df=new_df,
-                dynamic_dfs=dynamic_dfs,
+                X_df=X_df,
             )
         predictions = raw_predictions.rename(columns={MLF_ITEMID: ITEMID, MLF_TIMESTAMP: TIMESTAMP})
 
@@ -495,10 +496,7 @@ class RecursiveTabularModel(AbstractMLForecastModel):
         return TimeSeriesDataFrame(predictions).reindex(data.item_ids, level=ITEMID)
 
     def _get_extra_tabular_init_kwargs(self) -> dict:
-        tabular_metric = self.eval_metric.equivalent_tabular_regression_metric
-        if tabular_metric is None:
-            tabular_metric = "mean_absolute_error"
         return {
             "problem_type": ag.constants.REGRESSION,
-            "eval_metric": tabular_metric,
+            "eval_metric": self.eval_metric.equivalent_tabular_regression_metric or "mean_absolute_error",
         }

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/src/autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '0.8.3b20231025'
+__version__ = '0.8.3b20231027'
 __lite__ = False

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/src/autogluon.timeseries.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 0.8.3b20231025
+Version: 0.8.3b20231027
 Summary: AutoML for Image, Text, and Tabular Data
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-0.8.3b20231025 → autogluon.timeseries-0.8.3b20231027}/src/autogluon.timeseries.egg-info/requires.txt

@@ -9,12 +9,13 @@ statsmodels<0.15,>=0.13.0
 gluonts<0.14,>=0.13.1
 networkx<4,>=3.0
 statsforecast<1.5,>=1.4.0
-mlforecast<0.9.4,>=0.9.3
+mlforecast<0.10.1,>=0.10.0
+utilsforecast<0.0.11,>=0.0.10
 tqdm<5,>=4.38
 ujson<6,>=5
-autogluon.core[raytune]==0.8.3b20231025
-autogluon.common==0.8.3b20231025
-autogluon.tabular[catboost,lightgbm,xgboost]==0.8.3b20231025
+autogluon.core[raytune]==0.8.3b20231027
+autogluon.common==0.8.3b20231027
+autogluon.tabular[catboost,lightgbm,xgboost]==0.8.3b20231027
 
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