autogluon.timeseries 1.0.1b20240304__py3-none-any.whl → 1.4.1b20251210__py3-none-any.whl

autogluon/timeseries/configs/__init__.py

@@ -1,3 +1,4 @@
-from .presets_configs import TIMESERIES_PRESETS_CONFIGS
+from .hyperparameter_presets import get_hyperparameter_presets
+from .predictor_presets import get_predictor_presets
 
-__all__ = ["TIMESERIES_PRESETS_CONFIGS"]
+__all__ = ["get_hyperparameter_presets", "get_predictor_presets"]

autogluon/timeseries/configs/hyperparameter_presets.py

@@ -0,0 +1,62 @@
+from typing import Any
+
+
+def get_hyperparameter_presets() -> dict[str, dict[str, dict[str, Any] | list[dict[str, Any]]]]:
+    return {
+        "very_light": {
+            "Naive": {},
+            "SeasonalNaive": {},
+            "ETS": {},
+            "Theta": {},
+            "RecursiveTabular": {"max_num_samples": 100_000},
+            "DirectTabular": {"max_num_samples": 100_000},
+        },
+        "light": {
+            "Naive": {},
+            "SeasonalNaive": {},
+            "ETS": {},
+            "Theta": {},
+            "RecursiveTabular": {},
+            "DirectTabular": {},
+            "TemporalFusionTransformer": {},
+            "Chronos": {"model_path": "bolt_small"},
+        },
+        "light_inference": {
+            "SeasonalNaive": {},
+            "DirectTabular": {},
+            "RecursiveTabular": {},
+            "TemporalFusionTransformer": {},
+            "PatchTST": {},
+        },
+        "default": {
+            "SeasonalNaive": {},
+            "AutoETS": {},
+            "NPTS": {},
+            "DynamicOptimizedTheta": {},
+            "RecursiveTabular": {},
+            "DirectTabular": {},
+            "TemporalFusionTransformer": {},
+            "PatchTST": {},
+            "DeepAR": {},
+            "Chronos": [
+                {
+                    "ag_args": {"name_suffix": "ZeroShot"},
+                    "model_path": "bolt_base",
+                },
+                {
+                    "ag_args": {"name_suffix": "FineTuned"},
+                    "model_path": "bolt_small",
+                    "fine_tune": True,
+                    "target_scaler": "standard",
+                    "covariate_regressor": {"model_name": "CAT", "model_hyperparameters": {"iterations": 1_000}},
+                },
+            ],
+            "TiDE": {
+                "encoder_hidden_dim": 256,
+                "decoder_hidden_dim": 256,
+                "temporal_hidden_dim": 64,
+                "num_batches_per_epoch": 100,
+                "lr": 1e-4,
+            },
+        },
+    }

autogluon/timeseries/configs/predictor_presets.py

@@ -0,0 +1,84 @@
+"""Preset configurations for autogluon.timeseries Predictors"""
+
+from typing import Any
+
+from . import get_hyperparameter_presets
+
+TIMESERIES_PRESETS_ALIASES = dict(
+    chronos="chronos_small",
+    best="best_quality",
+    high="high_quality",
+    medium="medium_quality",
+    bq="best_quality",
+    hq="high_quality",
+    mq="medium_quality",
+)
+
+
+def get_predictor_presets() -> dict[str, Any]:
+    hp_presets = get_hyperparameter_presets()
+
+    predictor_presets = dict(
+        best_quality={"hyperparameters": "default", "num_val_windows": 2},
+        high_quality={"hyperparameters": "default"},
+        medium_quality={"hyperparameters": "light"},
+        fast_training={"hyperparameters": "very_light"},
+        # Chronos-Bolt models
+        bolt_tiny={
+            "hyperparameters": {"Chronos": {"model_path": "bolt_tiny"}},
+            "skip_model_selection": True,
+        },
+        bolt_mini={
+            "hyperparameters": {"Chronos": {"model_path": "bolt_mini"}},
+            "skip_model_selection": True,
+        },
+        bolt_small={
+            "hyperparameters": {"Chronos": {"model_path": "bolt_small"}},
+            "skip_model_selection": True,
+        },
+        bolt_base={
+            "hyperparameters": {"Chronos": {"model_path": "bolt_base"}},
+            "skip_model_selection": True,
+        },
+        # Original Chronos models
+        chronos_tiny={
+            "hyperparameters": {"Chronos": {"model_path": "tiny"}},
+            "skip_model_selection": True,
+        },
+        chronos_mini={
+            "hyperparameters": {"Chronos": {"model_path": "mini"}},
+            "skip_model_selection": True,
+        },
+        chronos_small={
+            "hyperparameters": {"Chronos": {"model_path": "small"}},
+            "skip_model_selection": True,
+        },
+        chronos_base={
+            "hyperparameters": {"Chronos": {"model_path": "base"}},
+            "skip_model_selection": True,
+        },
+        chronos_large={
+            "hyperparameters": {"Chronos": {"model_path": "large", "batch_size": 8}},
+            "skip_model_selection": True,
+        },
+        chronos_ensemble={
+            "hyperparameters": {
+                "Chronos": {"model_path": "small"},
+                **hp_presets["light_inference"],
+            }
+        },
+        chronos_large_ensemble={
+            "hyperparameters": {
+                "Chronos": {"model_path": "large", "batch_size": 8},
+                **hp_presets["light_inference"],
+            }
+        },
+    )
+
+    # update with aliases
+    predictor_presets = {
+        **predictor_presets,
+        **{k: predictor_presets[v].copy() for k, v in TIMESERIES_PRESETS_ALIASES.items()},
+    }
+
+    return predictor_presets