autogluon.timeseries 1.1.1b20240603__tar.gz → 1.1.1b20240604__tar.gz

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.1b20240603
+Version: 1.1.1b20240604
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/setup.py

@@ -30,7 +30,7 @@ install_requires = [
     "pytorch_lightning",  # version range defined in `core/_setup_utils.py`
     "transformers[sentencepiece]",  # version range defined in `core/_setup_utils.py`
     "accelerate",  # version range defined in `core/_setup_utils.py`
-    "gluonts>=0.14.0,<0.14.4",  # 0.14.4 caps pandas<2.2
+    "gluonts==0.15.1",
     "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",

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/models/__init__.py

@@ -6,6 +6,7 @@ from .gluonts import (
     PatchTSTModel,
     SimpleFeedForwardModel,
     TemporalFusionTransformerModel,
+    TiDEModel,
     WaveNetModel,
 )
 from .local import (
@@ -55,6 +56,7 @@ __all__ = [
     "SimpleFeedForwardModel",
     "TemporalFusionTransformerModel",
     "ThetaModel",
+    "TiDEModel",
     "WaveNetModel",
     "ZeroModel",
 ]

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/models/gluonts/__init__.py

@@ -4,6 +4,7 @@ from .torch.models import (
     PatchTSTModel,
     SimpleFeedForwardModel,
     TemporalFusionTransformerModel,
+    TiDEModel,
     WaveNetModel,
 )
 
@@ -13,5 +14,6 @@ __all__ = [
     "PatchTSTModel",
     "SimpleFeedForwardModel",
     "TemporalFusionTransformerModel",
+    "TiDEModel",
     "WaveNetModel",
 ]

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/models/gluonts/torch/models.py

@@ -424,3 +424,94 @@ class WaveNetModel(AbstractGluonTSModel):
         init_kwargs.setdefault("time_features", get_time_features_for_frequency(self.freq))
         init_kwargs.setdefault("num_parallel_samples", self.default_num_samples)
         return init_kwargs
+
+
+class TiDEModel(AbstractGluonTSModel):
+    """Time series dense encoder model from [Das2023]_.
+
+    Based on `gluonts.torch.model.tide.TiDEEstimator <https://ts.gluon.ai/stable/api/gluonts/gluonts.torch.model.tide.html>`_.
+    See GluonTS documentation for additional hyperparameters.
+
+
+    References
+    ----------
+    .. [Das2023] Das, Abhimanyu, et al.
+        "Long-term Forecasting with TiDE: Time-series Dense Encoder."
+        Transactions of Machine Learning Research. 2023.
+
+    Other Parameters
+    ----------------
+    context_length : int, default = max(64, 2 * prediction_length)
+        Number of past values used for prediction.
+    disable_static_features : bool, default = False
+        If True, static features won't be used by the model even if they are present in the dataset.
+        If False, static features will be used by the model if they are present in the dataset.
+    disable_known_covariates : bool, default = False
+        If True, known covariates won't be used by the model even if they are present in the dataset.
+        If False, known covariates will be used by the model if they are present in the dataset.
+    disable_past_covariates : bool, default = False
+        If True, past covariates won't be used by the model even if they are present in the dataset.
+        If False, past covariates will be used by the model if they are present in the dataset.
+    feat_proj_hidden_dim : int, default = 4
+        Size of the feature projection layer.
+    encoder_hidden_dim : int, default = 4
+        Size of the dense encoder layer.
+    decoder_hidden_dim : int, default = 4
+        Size of the dense decoder layer.
+    temporal_hidden_dim : int, default = 4
+        Size of the temporal decoder layer.
+    distr_hidden_dim : int, default = 4
+        Size of the distribution projection layer.
+    num_layers_encoder : int, default = 1
+        Number of layers in dense encoder.
+    num_layers_decoder : int, default = 1
+        Number of layers in dense decoder.
+    decoder_output_dim : int, default = 4
+        Output size of the dense decoder.
+    dropout_rate : float, default = 0.3
+        Dropout regularization parameter.
+    num_feat_dynamic_proj : int, default = 2
+        Output size of feature projection layer.
+    embedding_dimension : int, default = [16] * num_feat_static_cat
+        Dimension of the embeddings for categorical features
+    layer_norm : bool, default = False
+        Should layer normalization be enabled?
+    scaling : {"mean", "std", None}, default = "mean"
+        Scaling applied to the inputs. One of ``"mean"`` (mean absolute scaling), ``"std"`` (standardization), ``None`` (no scaling).
+    max_epochs : int, default = 100
+        Number of epochs the model will be trained for
+    batch_size : int, default = 64
+        Size of batches used during training
+    predict_batch_size : int, default = 500
+        Size of batches used during prediction.
+    num_batches_per_epoch : int, default = 50
+        Number of batches processed every epoch
+    lr : float, default = 1e-3,
+        Learning rate used during training
+    trainer_kwargs : dict, optional
+        Optional keyword arguments passed to ``lightning.Trainer``.
+    early_stopping_patience : int or None, default = 20
+        Early stop training if the validation loss doesn't improve for this many epochs.
+    keep_lightning_logs : bool, default = False
+        If True, ``lightning_logs`` directory will NOT be removed after the model finished training.
+    """
+
+    supports_known_covariates = True
+    supports_static_features = True
+
+    @property
+    def default_context_length(self) -> int:
+        return min(512, max(64, 2 * self.prediction_length))
+
+    def _get_estimator_class(self) -> Type[GluonTSEstimator]:
+        from gluonts.torch.model.tide import TiDEEstimator
+
+        return TiDEEstimator
+
+    def _get_estimator_init_args(self) -> Dict[str, Any]:
+        init_kwargs = super()._get_estimator_init_args()
+        init_kwargs["num_feat_static_cat"] = self.num_feat_static_cat
+        init_kwargs["num_feat_static_real"] = self.num_feat_static_real
+        init_kwargs["cardinality"] = self.feat_static_cat_cardinality
+        init_kwargs["num_feat_dynamic_real"] = self.num_feat_dynamic_real
+        return init_kwargs

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/models/presets.py

@@ -31,6 +31,7 @@ from . import (
     SimpleFeedForwardModel,
     TemporalFusionTransformerModel,
     ThetaModel,
+    TiDEModel,
     WaveNetModel,
     ZeroModel,
 )
@@ -51,6 +52,7 @@ MODEL_TYPES = dict(
     DLinear=DLinearModel,
     PatchTST=PatchTSTModel,
     TemporalFusionTransformer=TemporalFusionTransformerModel,
+    TiDE=TiDEModel,
     WaveNet=WaveNetModel,
     RecursiveTabular=RecursiveTabularModel,
     DirectTabular=DirectTabularModel,
@@ -93,6 +95,7 @@ DEFAULT_MODEL_PRIORITY = dict(
     # Models that can early stop are trained at the end
     TemporalFusionTransformer=45,
     DeepAR=40,
+    TiDE=30,
     PatchTST=30,
     # Models below are not included in any presets
     WaveNet=25,

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/predictor.py

@@ -1068,6 +1068,13 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
     def load(cls, path: Union[str, Path], require_version_match: bool = True) -> "TimeSeriesPredictor":
         """Load an existing ``TimeSeriesPredictor`` from given ``path``.
 
+        .. warning::
+
+            :meth:`autogluon.timeseries.TimeSeriesPredictor.load` uses `pickle` module implicitly, which is known to
+            be unsecure. It is possible to construct malicious pickle data which will execute arbitrary code during
+            unpickling. Never load data that could have come from an untrusted source, or that could have been tampered
+            with. **Only load data you trust.**
+
         Parameters
         ----------
         path : str or pathlib.Path

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.1.1b20240603'
+__version__ = '1.1.1b20240604'
 __lite__ = False

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon.timeseries.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.1b20240603
+Version: 1.1.1b20240604
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community

{autogluon.timeseries-1.1.1b20240603 → autogluon.timeseries-1.1.1b20240604}/src/autogluon.timeseries.egg-info/requires.txt

@@ -7,7 +7,7 @@ lightning<2.2,>=2.1
 pytorch_lightning<2.3,>=2.2
 transformers[sentencepiece]<4.41.0,>=4.38.0
 accelerate<0.22.0,>=0.21.0
-gluonts<0.14.4,>=0.14.0
+gluonts==0.15.1
 networkx<4,>=3.0
 statsforecast<1.5,>=1.4.0
 mlforecast<0.10.1,>=0.10.0
@@ -15,9 +15,9 @@ utilsforecast<0.0.11,>=0.0.10
 tqdm<5,>=4.38
 orjson~=3.9
 tensorboard<3,>=2.9
-autogluon.core[raytune]==1.1.1b20240603
-autogluon.common==1.1.1b20240603
-autogluon.tabular[catboost,lightgbm,xgboost]==1.1.1b20240603
+autogluon.core[raytune]==1.1.1b20240604
+autogluon.common==1.1.1b20240604
+autogluon.tabular[catboost,lightgbm,xgboost]==1.1.1b20240604
 
 [all]
 optimum[onnxruntime]<1.19,>=1.17