autogluon.timeseries 1.4.1b20250820__py3-none-any.whl → 1.4.1b20250901__py3-none-any.whl

autogluon/timeseries/models/presets.py

@@ -1,280 +0,0 @@
-import copy
-import logging
-import re
-from collections import defaultdict
-from typing import Any, Dict, List, Optional, Set, Type, Union
-
-from autogluon.common import space
-from autogluon.core import constants
-from autogluon.timeseries.metrics import TimeSeriesScorer
-from autogluon.timeseries.utils.features import CovariateMetadata
-
-from .abstract import AbstractTimeSeriesModel
-from .multi_window.multi_window_model import MultiWindowBacktestingModel
-from .registry import ModelRegistry
-
-logger = logging.getLogger(__name__)
-
-ModelHyperparameters = Dict[str, Any]
-
-
-VALID_AG_ARGS_KEYS = {
-    "name",
-    "name_prefix",
-    "name_suffix",
-}
-
-
-def get_default_hps(key):
-    default_model_hps = {
-        "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,
-            },
-        },
-    }
-    return default_model_hps[key]
-
-
-def get_preset_models(
-    freq: Optional[str],
-    prediction_length: int,
-    path: str,
-    eval_metric: Union[str, TimeSeriesScorer],
-    hyperparameters: Union[str, Dict, None],
-    hyperparameter_tune: bool,
-    covariate_metadata: CovariateMetadata,
-    all_assigned_names: List[str],
-    excluded_model_types: Optional[List[str]],
-    multi_window: bool = False,
-    **kwargs,
-):
-    """
-    Create a list of models according to hyperparameters. If hyperparamaters=None,
-    will create models according to presets.
-    """
-    models = []
-    hyperparameter_dict = get_hyperparameter_dict(hyperparameters, hyperparameter_tune)
-
-    model_priority_list = sorted(
-        hyperparameter_dict.keys(), key=lambda x: ModelRegistry.get_model_priority(x), reverse=True
-    )
-    excluded_models = get_excluded_models(excluded_model_types)
-    all_assigned_names = all_assigned_names.copy()
-
-    for model in model_priority_list:
-        if isinstance(model, str):
-            if model in excluded_models:
-                logger.info(
-                    f"\tFound '{model}' model in `hyperparameters`, but '{model}' "
-                    "is present in `excluded_model_types` and will be removed."
-                )
-                continue
-            model_type: Type[AbstractTimeSeriesModel] = ModelRegistry.get_model_class(model)
-        elif isinstance(model, type):
-            if not issubclass(model, AbstractTimeSeriesModel):
-                raise ValueError(f"Custom model type {model} must inherit from `AbstractTimeSeriesModel`.")
-            model_type = model
-        else:
-            raise ValueError(
-                f"Keys of the `hyperparameters` dictionary must be strings or types, received {type(model)}."
-            )
-
-        for model_hps in hyperparameter_dict[model]:
-            ag_args = model_hps.pop(constants.AG_ARGS, {})
-            for key in ag_args:
-                if key not in VALID_AG_ARGS_KEYS:
-                    raise ValueError(
-                        f"Model {model_type} received unknown ag_args key: {key} (valid keys {VALID_AG_ARGS_KEYS})"
-                    )
-            model_name_base = get_model_name(ag_args, model_type)
-
-            model_type_kwargs: Dict[str, Any] = dict(
-                name=model_name_base,
-                path=path,
-                freq=freq,
-                prediction_length=prediction_length,
-                eval_metric=eval_metric,
-                covariate_metadata=covariate_metadata,
-                hyperparameters=model_hps,
-                **kwargs,
-            )
-
-            # add models while preventing name collisions
-            model = model_type(**model_type_kwargs)
-            model_type_kwargs.pop("name", None)
-
-            increment = 1
-            while model.name in all_assigned_names:
-                increment += 1
-                model = model_type(name=f"{model_name_base}_{increment}", **model_type_kwargs)
-
-            if multi_window:
-                model = MultiWindowBacktestingModel(model_base=model, name=model.name, **model_type_kwargs)  # type: ignore
-
-            all_assigned_names.append(model.name)
-            models.append(model)
-
-    return models
-
-
-def get_excluded_models(excluded_model_types: Optional[List[str]]) -> Set[str]:
-    excluded_models = set()
-    if excluded_model_types is not None and len(excluded_model_types) > 0:
-        if not isinstance(excluded_model_types, list):
-            raise ValueError(f"`excluded_model_types` must be a list, received {type(excluded_model_types)}")
-        logger.info(f"Excluded model types: {excluded_model_types}")
-        for model in excluded_model_types:
-            if not isinstance(model, str):
-                raise ValueError(f"Each entry in `excluded_model_types` must be a string, received {type(model)}")
-            excluded_models.add(normalize_model_type_name(model))
-    return excluded_models
-
-
-def get_hyperparameter_dict(
-    hyperparameters: Union[str, Dict[str, Union[ModelHyperparameters, List[ModelHyperparameters]]], None],
-    hyperparameter_tune: bool,
-) -> Dict[str, List[ModelHyperparameters]]:
-    hyperparameter_dict = {}
-
-    if hyperparameters is None:
-        hyperparameter_dict = copy.deepcopy(get_default_hps("default"))
-    elif isinstance(hyperparameters, str):
-        hyperparameter_dict = copy.deepcopy(get_default_hps(hyperparameters))
-    elif isinstance(hyperparameters, dict):
-        hyperparameter_dict = copy.deepcopy(hyperparameters)
-    else:
-        raise ValueError(
-            f"hyperparameters must be a dict, a string or None (received {type(hyperparameters)}). "
-            f"Please see the documentation for TimeSeriesPredictor.fit"
-        )
-
-    hyperparameter_dict = check_and_clean_hyperparameters(
-        hyperparameter_dict, must_contain_searchspace=hyperparameter_tune
-    )
-
-    return hyperparameter_dict
-
-
-def normalize_model_type_name(model_name: str) -> str:
-    """Remove 'Model' suffix from the end of the string, if it's present."""
-    if model_name.endswith("Model"):
-        model_name = model_name[: -len("Model")]
-    return model_name
-
-
-def check_and_clean_hyperparameters(
-    hyperparameters: Dict[str, Union[ModelHyperparameters, List[ModelHyperparameters]]],
-    must_contain_searchspace: bool,
-) -> Dict[str, List[ModelHyperparameters]]:
-    """Convert the hyperparameters dictionary to a unified format:
-    - Remove 'Model' suffix from model names, if present
-    - Make sure that each value in the hyperparameters dict is a list with model configurations
-    - Checks if hyperparameters contain searchspaces
-    """
-    hyperparameters_clean = defaultdict(list)
-    for key, value in hyperparameters.items():
-        # Handle model names ending with "Model", e.g., "DeepARModel" is mapped to "DeepAR"
-        if isinstance(key, str):
-            key = normalize_model_type_name(key)
-        if not isinstance(value, list):
-            value = [value]
-        hyperparameters_clean[key].extend(value)
-
-    if must_contain_searchspace:
-        verify_contains_at_least_one_searchspace(hyperparameters_clean)
-    else:
-        verify_contains_no_searchspaces(hyperparameters_clean)
-
-    return dict(hyperparameters_clean)
-
-
-def get_model_name(ag_args: Dict[str, Any], model_type: Type[AbstractTimeSeriesModel]) -> str:
-    name = ag_args.get("name")
-    if name is None:
-        name_stem = re.sub(r"Model$", "", model_type.__name__)
-        name_prefix = ag_args.get("name_prefix", "")
-        name_suffix = ag_args.get("name_suffix", "")
-        name = name_prefix + name_stem + name_suffix
-    return name
-
-
-def contains_searchspace(model_hyperparameters: ModelHyperparameters) -> bool:
-    for hp_value in model_hyperparameters.values():
-        if isinstance(hp_value, space.Space):
-            return True
-    return False
-
-
-def verify_contains_at_least_one_searchspace(hyperparameters: Dict[str, List[ModelHyperparameters]]):
-    for model, model_hps_list in hyperparameters.items():
-        for model_hps in model_hps_list:
-            if contains_searchspace(model_hps):
-                return
-
-    raise ValueError(
-        "Hyperparameter tuning specified, but no model contains a hyperparameter search space. "
-        "Please disable hyperparameter tuning with `hyperparameter_tune_kwargs=None` or provide a search space "
-        "for at least one model."
-    )
-
-
-def verify_contains_no_searchspaces(hyperparameters: Dict[str, List[ModelHyperparameters]]):
-    for model, model_hps_list in hyperparameters.items():
-        for model_hps in model_hps_list:
-            if contains_searchspace(model_hps):
-                raise ValueError(
-                    f"Hyperparameter tuning not specified, so hyperparameters must have fixed values. "
-                    f"However, for model {model} hyperparameters {model_hps} contain a search space."
-                )

autogluon.timeseries-1.4.1b20250820.dist-info/RECORD

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