autogluon.timeseries 1.1.2b20240924__py3-none-any.whl → 1.1.2b20240925__py3-none-any.whl

autogluon/timeseries/learner.py

@@ -280,10 +280,18 @@ class TimeSeriesLearner(AbstractLearner):
 
         return importance_df
 
-    def leaderboard(self, data: Optional[TimeSeriesDataFrame] = None, use_cache: bool = True) -> pd.DataFrame:
+    def leaderboard(
+        self,
+        data: Optional[TimeSeriesDataFrame] = None,
+        extra_info: bool = False,
+        extra_metrics: Optional[List[Union[str, TimeSeriesScorer]]] = None,
+        use_cache: bool = True,
+    ) -> pd.DataFrame:
         if data is not None:
             data = self.feature_generator.transform(data)
-        return self.load_trainer().leaderboard(data, use_cache=use_cache)
+        return self.load_trainer().leaderboard(
+            data, extra_info=extra_info, extra_metrics=extra_metrics, use_cache=use_cache
+        )
 
     def get_info(self, include_model_info: bool = False, **kwargs) -> Dict[str, Any]:
         learner_info = super().get_info(include_model_info=include_model_info)

autogluon/timeseries/models/presets.py

@@ -209,7 +209,7 @@ def get_preset_models(
     for model in model_priority_list:
         if isinstance(model, str):
             if model not in MODEL_TYPES:
-                raise ValueError(f"Model {model} is not supported yet.")
+                raise ValueError(f"Model {model} is not supported. Available models: {sorted(MODEL_TYPES)}")
             if model in excluded_models:
                 logger.info(
                     f"\tFound '{model}' model in `hyperparameters`, but '{model}' "

autogluon/timeseries/predictor.py

@@ -110,8 +110,6 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
         known as dynamic features, exogenous variables, additional regressors or related time series. Examples of such
         covariates include holidays, promotions or weather forecasts.
 
-        Currently, only numeric (float of integer dtype) are supported.
-
         If ``known_covariates_names`` are provided, then:
 
         - :meth:`~autogluon.timeseries.TimeSeriesPredictor.fit`, :meth:`~autogluon.timeseries.TimeSeriesPredictor.evaluate`, and :meth:`~autogluon.timeseries.TimeSeriesPredictor.leaderboard` will expect a data frame with columns listed in ``known_covariates_names`` (in addition to the ``target`` column).
@@ -437,7 +435,6 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
 
             If ``known_covariates_names`` were specified when creating the predictor, ``train_data`` must include the
             columns listed in ``known_covariates_names`` with the covariates values aligned with the target time series.
-            The known covariates must have a numeric (float or integer) dtype.
 
             Columns of ``train_data`` except ``target`` and those listed in ``known_covariates_names`` will be
             interpreted as ``past_covariates`` - covariates that are known only in the past.
@@ -1199,6 +1196,8 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
     def leaderboard(
         self,
         data: Optional[Union[TimeSeriesDataFrame, pd.DataFrame, Path, str]] = None,
+        extra_info: bool = False,
+        extra_metrics: Optional[List[Union[str, TimeSeriesScorer]]] = None,
         display: bool = False,
         use_cache: bool = True,
         **kwargs,
@@ -1236,6 +1235,20 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
             If provided data is a path or a pandas.DataFrame, AutoGluon will attempt to automatically convert it to a
             ``TimeSeriesDataFrame``.
 
+        extra_info : bool, default = False
+            If True, the leaderboard will contain an additional column `hyperparameters` with the hyperparameters used
+            by each model during training. An empty dictionary `{}` means that the model was trained with default
+            hyperparameters.
+        extra_metrics : List[Union[str, TimeSeriesScorer]], optional
+            A list of metrics to calculate scores for and include in the output DataFrame.
+
+            Only valid when `data` is specified. The scores refer to the scores on `data` (same data as used to
+            calculate the `score_test` column).
+
+            This list can contain any values which would also be valid for `eval_metric` when creating a :class:`~autogluon.timeseries.TimeSeriesPredictor`.
+
+            For each provided `metric`, a column with name `str(metric)` will be added to the leaderboard, containing
+            the value of the metric computed on `data`.
         display : bool, default = False
             If True, the leaderboard DataFrame will be printed.
         use_cache : bool, default = True
@@ -1255,11 +1268,16 @@ class TimeSeriesPredictor(TimeSeriesPredictorDeprecatedMixin):
         if len(kwargs) > 0:
             for key in kwargs:
                 raise TypeError(f"TimeSeriesPredictor.leaderboard() got an unexpected keyword argument '{key}'")
+        if data is None and extra_metrics is not None:
+            raise ValueError("`extra_metrics` is only valid when `data` is specified.")
 
         if data is not None:
             data = self._check_and_prepare_data_frame(data)
             self._check_data_for_evaluation(data)
-        leaderboard = self._learner.leaderboard(data, use_cache=use_cache)
+
+        leaderboard = self._learner.leaderboard(
+            data, extra_info=extra_info, extra_metrics=extra_metrics, use_cache=use_cache
+        )
         if display:
             with pd.option_context("display.max_rows", None, "display.max_columns", None, "display.width", 1000):
                 print(leaderboard)

autogluon/timeseries/trainer/abstract_trainer.py

@@ -21,6 +21,7 @@ from autogluon.timeseries import TimeSeriesDataFrame
 from autogluon.timeseries.metrics import TimeSeriesScorer, check_get_evaluation_metric
 from autogluon.timeseries.models.abstract import AbstractTimeSeriesModel
 from autogluon.timeseries.models.ensemble import AbstractTimeSeriesEnsembleModel, TimeSeriesGreedyEnsemble
+from autogluon.timeseries.models.multi_window import MultiWindowBacktestingModel
 from autogluon.timeseries.models.presets import contains_searchspace
 from autogluon.timeseries.splitter import AbstractWindowSplitter, ExpandingWindowSplitter
 from autogluon.timeseries.utils.features import (
@@ -755,7 +756,13 @@ class AbstractTimeSeriesTrainer(SimpleAbstractTrainer):
         self.save_model(model=ensemble)
         return ensemble.name
 
-    def leaderboard(self, data: Optional[TimeSeriesDataFrame] = None, use_cache: bool = True) -> pd.DataFrame:
+    def leaderboard(
+        self,
+        data: Optional[TimeSeriesDataFrame] = None,
+        extra_info: bool = False,
+        extra_metrics: Optional[List[Union[str, TimeSeriesScorer]]] = None,
+        use_cache: bool = True,
+    ) -> pd.DataFrame:
         logger.debug("Generating leaderboard for all models trained")
 
         model_names = self.get_model_names()
@@ -771,6 +778,14 @@ class AbstractTimeSeriesTrainer(SimpleAbstractTrainer):
                 "fit_time_marginal": self.get_model_attribute(model_name, "fit_time"),
                 "pred_time_val": self.get_model_attribute(model_name, "predict_time"),
             }
+            if extra_info:
+                model = self.load_model(model_name=model_name)
+                if isinstance(model, MultiWindowBacktestingModel):
+                    model = model.most_recent_model
+                model_info[model_name]["hyperparameters"] = model.params
+
+        if extra_metrics is None:
+            extra_metrics = []
 
         if data is not None:
             past_data, known_covariates = data.get_model_inputs_for_scoring(
@@ -799,6 +814,14 @@ class AbstractTimeSeriesTrainer(SimpleAbstractTrainer):
                     model_info[model_name]["score_test"] = self._score_with_predictions(data, model_preds)
                     model_info[model_name]["pred_time_test"] = pred_time_dict[model_name]
 
+                for metric in extra_metrics:
+                    if model_preds is None:
+                        model_info[model_name][str(metric)] = float("nan")
+                    else:
+                        model_info[model_name][str(metric)] = self._score_with_predictions(
+                            data, model_preds, metric=metric
+                        )
+
         explicit_column_order = [
             "model",
             "score_test",
@@ -808,15 +831,18 @@ class AbstractTimeSeriesTrainer(SimpleAbstractTrainer):
             "fit_time_marginal",
             "fit_order",
         ]
+        if extra_info:
+            explicit_column_order += ["hyperparameters"]
 
-        df = pd.DataFrame(model_info.values(), columns=explicit_column_order)
         if data is None:
             explicit_column_order.remove("score_test")
             explicit_column_order.remove("pred_time_test")
             sort_column = "score_val"
         else:
             sort_column = "score_test"
+            explicit_column_order += [str(metric) for metric in extra_metrics]
 
+        df = pd.DataFrame(model_info.values(), columns=explicit_column_order)
         df.sort_values(by=[sort_column, "model"], ascending=[False, False], inplace=True)
         df.reset_index(drop=True, inplace=True)
 

autogluon/timeseries/version.py

@@ -1,3 +1,3 @@
 """This is the autogluon version file."""
-__version__ = '1.1.2b20240924'
+__version__ = '1.1.2b20240925'
 __lite__ = False

{autogluon.timeseries-1.1.2b20240924.dist-info → autogluon.timeseries-1.1.2b20240925.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.1.2b20240924
+Version: 1.1.2b20240925
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -52,9 +52,9 @@ Requires-Dist: fugue>=0.9.0
 Requires-Dist: tqdm<5,>=4.38
 Requires-Dist: orjson~=3.9
 Requires-Dist: tensorboard<3,>=2.9
-Requires-Dist: autogluon.core[raytune]==1.1.2b20240924
-Requires-Dist: autogluon.common==1.1.2b20240924
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.1.2b20240924
+Requires-Dist: autogluon.core[raytune]==1.1.2b20240925
+Requires-Dist: autogluon.common==1.1.2b20240925
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.1.2b20240925
 Provides-Extra: all
 Requires-Dist: optimum[onnxruntime]<1.19,>=1.17; extra == "all"
 Provides-Extra: chronos-onnx

{autogluon.timeseries-1.1.2b20240924.dist-info → autogluon.timeseries-1.1.2b20240925.dist-info}/RECORD

@@ -1,10 +1,10 @@
-autogluon.timeseries-1.1.2b20240924-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.1.2b20240925-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
 autogluon/timeseries/__init__.py,sha256=_CrLLc1fkjen7UzWoO0Os8WZoHOgvZbHKy46I8v_4k4,304
 autogluon/timeseries/evaluator.py,sha256=l642tYfTHsl8WVIq_vV6qhgAFVFr9UuZD7gLra3A_Kc,250
-autogluon/timeseries/learner.py,sha256=IYXpJSDyTzjZXjKL_SrTujt5Uke83mSJFA0sMj25_sM,13828
-autogluon/timeseries/predictor.py,sha256=IaooHyVzNTjYn6uVEVKvqecIdMTH9oEa4f3YMJbHdXM,83216
+autogluon/timeseries/learner.py,sha256=NXhftyqMD8Bl1QHIBN82UKP0UlCV_ACughZqkmMf4oY,14043
+autogluon/timeseries/predictor.py,sha256=NFe-y1H8987Rlnjcr4GqAxL7ivFaMuu94XWWiZrp9Uc,84351
 autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
-autogluon/timeseries/version.py,sha256=7OEI1zXsnqzxER4gcsIWfxvNI5u5RNdbT6aW1MT0r4Y,90
+autogluon/timeseries/version.py,sha256=O9QEUJv0UF7vl2iZXmooSPWoH_6JaKWyK14XJQJkIJA,90
 autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
 autogluon/timeseries/configs/presets_configs.py,sha256=94-yL9teDHKs2irWjP3kpewI7FE1ChYCgEgz9XHJ6gc,1965
 autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
@@ -15,7 +15,7 @@ autogluon/timeseries/metrics/point.py,sha256=xy8sKrBbuxZ7yTW21TDPayKnEj2FBj1AEse
 autogluon/timeseries/metrics/quantile.py,sha256=owMbOAJYwVyzdRkrJpuCGUXk937GU843QndCZyp5n9Y,3967
 autogluon/timeseries/metrics/utils.py,sha256=eJ63TCR-UwbeJ1c2Qm7B2q-8B3sFthPgiooEccrf2Kc,912
 autogluon/timeseries/models/__init__.py,sha256=WKV7DIpJkrwEj0cUfscESp67Ydap9hAqaNTYvgi2EIA,1303
-autogluon/timeseries/models/presets.py,sha256=lC-FGlJdpa6yg465Ks9FlTE0I4xfWt-LKNYilLrIep4,11637
+autogluon/timeseries/models/presets.py,sha256=7ORBU-7fCwwYlpXaWCXEfNx0pss3mvB6KGSsQ1kyw2k,11673
 autogluon/timeseries/models/abstract/__init__.py,sha256=wvDsQAZIV0N3AwBeMaGItoQ82trEfnT-nol2AAOIxBg,102
 autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=MvLF529b3fo0icgle-qmS0oce-ftiiQ1jPBLnY-39fk,23435
 autogluon/timeseries/models/abstract/model_trial.py,sha256=ENPg_7nsdxIvaNM0o0UShZ3x8jFlRmwRc5m0fGPC0TM,3720
@@ -41,7 +41,7 @@ autogluon/timeseries/models/local/statsforecast.py,sha256=79swW7g7bn1CmuGY79i7r0
 autogluon/timeseries/models/multi_window/__init__.py,sha256=Bq7AT2Jxdd4WNqmjTdzeqgNiwn1NCyWp4tBIWaM-zfI,60
 autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=HiujLv8MJ31fWxRM5iXG2PzobFn4Mus0nJPu0MP2Rw4,11374
 autogluon/timeseries/trainer/__init__.py,sha256=lxiOT-Gc6BEnr_yWQqra85kEngeM_wtH2SCaRbmC_qE,170
-autogluon/timeseries/trainer/abstract_trainer.py,sha256=ElEcSVsaS1b-UT6cLBiwM_5LqqfDEs1q5Sy-GlabMuI,59310
+autogluon/timeseries/trainer/abstract_trainer.py,sha256=hZI4QcsFvU1gxP2yv_DRCIMlc6q02ptR7UDA9EgJPoM,60409
 autogluon/timeseries/trainer/auto_trainer.py,sha256=psJFZBwWWPlLjNwAgvO4OUJXsRW1sTN2YS9a4pdoeoE,3344
 autogluon/timeseries/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 autogluon/timeseries/utils/features.py,sha256=hEir-2lU8fvHjt5r_LG9tLZEk5wNdRdeLRE7qF5z3_Y,19585
@@ -52,11 +52,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 autogluon/timeseries/utils/datetime/lags.py,sha256=GoLtvcZ8oKb3QkoBJ9E59LSPLOP7Qjxrr2UmMSZgjyw,5909
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=h_4w00iEytAz_N_EpCENQ8RCXy7KQITczrYjBgVqWkQ,764
 autogluon/timeseries/utils/datetime/time_features.py,sha256=PAXbYbQ0z_5GFbkxSNi41zLY_2-U3x0Ynm1m_WhdtGc,2572
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