autogluon.timeseries 1.0.0b20231124__tar.gz → 1.0.0b20231125__tar.gz

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.0.0b20231124
+Version: 1.0.0b20231125
 Summary: AutoML for Image, Text, and Tabular Data
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/src/autogluon/timeseries/dataset/ts_dataframe.py

@@ -5,6 +5,7 @@ import itertools
 import logging
 import reprlib
 from collections.abc import Iterable
+from itertools import islice
 from pathlib import Path
 from typing import Any, List, Optional, Tuple, Type, Union
 
@@ -849,6 +850,8 @@ class TimeSeriesDataFrame(pd.DataFrame):
         freq: Union[str, pd.DateOffset],
         agg_numeric: str = "mean",
         agg_categorical: str = "first",
+        num_cpus: int = -1,
+        chunk_size: int = 100,
         **kwargs,
     ) -> TimeSeriesDataFrame:
         """Convert each time series in the data frame to the given frequency.
@@ -858,6 +861,10 @@ class TimeSeriesDataFrame(pd.DataFrame):
         1. Converting an irregularly-sampled time series to a regular time index.
         2. Aggregating time series data by downsampling (e.g., convert daily sales into weekly sales)
 
+        Standard ``df.groupby(...).resample(...)`` can be extremely slow for large datasets, so we parallelize this
+        operation across multiple CPU cores.
+
+
         Parameters
         ----------
         freq : Union[str, pd.DateOffset]
@@ -867,6 +874,10 @@ class TimeSeriesDataFrame(pd.DataFrame):
             Aggregation method applied to numeric columns.
         agg_categorical : {"first", "last"}, default = "first"
             Aggregation method applied to categorical columns.
+        num_cpus : int, default = -1
+            Number of CPU cores used when resampling in parallel. Set to -1 to use all cores.
+        chunk_size : int, default = 100
+            Number of time series in a chunk assigned to each parallel worker.
         **kwargs
             Additional keywords arguments that will be passed to ``pandas.DataFrameGroupBy.resample``.
 
@@ -928,7 +939,8 @@ class TimeSeriesDataFrame(pd.DataFrame):
         0       2020-12-31    10.0
                 2021-12-31    26.0
         """
-        if self.freq == pd.tseries.frequencies.to_offset(freq).freqstr:
+        offset = pd.tseries.frequencies.to_offset(freq)
+        if self.freq == offset.freqstr:
             return self
 
         # We need to aggregate categorical columns separately because .agg("mean") deletes all non-numeric columns
@@ -939,9 +951,23 @@ class TimeSeriesDataFrame(pd.DataFrame):
             else:
                 aggregation[col] = agg_categorical
 
-        resampled_df = TimeSeriesDataFrame(
-            self.groupby(level=ITEMID, sort=False).resample(freq, level=TIMESTAMP, **kwargs).agg(aggregation)
-        )
+        def split_into_chunks(iterable: Iterable, size: int) -> Iterable[Iterable]:
+            # Based on https://stackoverflow.com/a/22045226/5497447
+            iterable = iter(iterable)
+            return iter(lambda: tuple(islice(iterable, size)), ())
+
+        def resample_chunk(chunk: Iterable[Tuple[str, pd.DataFrame]]) -> pd.DataFrame:
+            resampled_dfs = []
+            for item_id, df in chunk:
+                resampled_df = df.resample(offset, level=TIMESTAMP, **kwargs).agg(aggregation)
+                resampled_dfs.append(pd.concat({item_id: resampled_df}, names=[ITEMID]))
+            return pd.concat(resampled_dfs)
+
+        # Resampling time for 1 item < overhead time for a single parallel job. Therefore, we group items into chunks
+        # so that the speedup from parallelization isn't dominated by the communication costs.
+        chunks = split_into_chunks(pd.DataFrame(self).groupby(level=ITEMID, sort=False), chunk_size)
+        resampled_chunks = Parallel(n_jobs=num_cpus)(delayed(resample_chunk)(chunk) for chunk in chunks)
+        resampled_df = TimeSeriesDataFrame(pd.concat(resampled_chunks))
         resampled_df.static_features = self.static_features
         return resampled_df
 

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/src/autogluon/timeseries/models/gluonts/abstract_gluonts.py

@@ -283,6 +283,7 @@ class AbstractGluonTSModel(AbstractTimeSeriesModel):
         init_args = self._get_estimator_init_args()
 
         default_trainer_kwargs = {
+            "limit_val_batches": 3,
             "max_epochs": init_args["max_epochs"],
             "callbacks": init_args["callbacks"],
             "enable_progress_bar": False,

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/src/autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.0.0b20231124'
+__version__ = '1.0.0b20231125'
 __lite__ = False

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/src/autogluon.timeseries.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.0.0b20231124
+Version: 1.0.0b20231125
 Summary: AutoML for Image, Text, and Tabular Data
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-1.0.0b20231124 → autogluon.timeseries-1.0.0b20231125}/src/autogluon.timeseries.egg-info/requires.txt

@@ -14,9 +14,9 @@ utilsforecast<0.0.11,>=0.0.10
 tqdm<5,>=4.38
 orjson~=3.9
 tensorboard<3,>=2.9
-autogluon.core[raytune]==1.0.0b20231124
-autogluon.common==1.0.0b20231124
-autogluon.tabular[catboost,lightgbm,xgboost]==1.0.0b20231124
+autogluon.core[raytune]==1.0.0b20231125
+autogluon.common==1.0.0b20231125
+autogluon.tabular[catboost,lightgbm,xgboost]==1.0.0b20231125
 
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