autogluon.timeseries 1.4.1b20250901__py3-none-any.whl → 1.4.1b20250914__py3-none-any.whl

autogluon/timeseries/models/chronos/model.py

@@ -482,9 +482,12 @@ class ChronosModel(AbstractTimeSeriesModel):
 
                 if self.prediction_length != fine_tune_prediction_length:
                     logger.debug(
-                        f"\tChronosBolt models can only be fine-tuned with a maximum prediction_length of {model_prediction_length}. "
+                        f"\tChronos-Bolt models can only be fine-tuned with a maximum prediction_length of {model_prediction_length}. "
                         f"Fine-tuning prediction_length has been changed to {fine_tune_prediction_length}."
                     )
+                if self.quantile_levels != self.model_pipeline.quantiles:
+                    self.model_pipeline.model.update_output_quantiles(self.quantile_levels)
+                    logger.info(f"\tChronos-Bolt will be fine-tuned with quantile_levels={self.quantile_levels}")
             else:
                 raise ValueError(f"Unsupported model pipeline: {type(self.model_pipeline)}")
 

autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py

@@ -371,6 +371,56 @@ class ChronosBoltModelForForecasting(T5PreTrainedModel):
 
         return decoder_outputs.last_hidden_state  # sequence_outputs, b x 1 x d_model
 
+    def update_output_quantiles(self, new_quantiles: list[float]) -> None:
+        """In-place updates model's output layer to support only the specified new quantiles by copying weights from closest existing quantiles."""
+        old_quantiles = self.chronos_config.quantiles
+        new_quantiles = sorted(new_quantiles)
+
+        if new_quantiles == old_quantiles:
+            return
+
+        self.chronos_config.quantiles = new_quantiles
+        self.num_quantiles = len(new_quantiles)
+        self.register_buffer("quantiles", torch.tensor(new_quantiles, dtype=self.dtype), persistent=False)
+
+        old_output_layer = self.output_patch_embedding
+        new_output_layer = ResidualBlock(
+            in_dim=self.config.d_model,
+            h_dim=self.config.d_ff,
+            out_dim=len(new_quantiles) * self.chronos_config.prediction_length,
+            act_fn_name=self.config.dense_act_fn,
+            dropout_p=self.config.dropout_rate,
+        )
+
+        # hidden_layer is shared across all quantiles
+        new_output_layer.hidden_layer.weight.data.copy_(old_output_layer.hidden_layer.weight.data)
+        if old_output_layer.hidden_layer.bias is not None:
+            new_output_layer.hidden_layer.bias.data.copy_(old_output_layer.hidden_layer.bias.data)
+
+        def copy_quantile_weights(src_idx: int, dst_idx: int):
+            """Copy weights for one quantile from src_idx to dst_idx"""
+            prediction_length = self.chronos_config.prediction_length
+            src_start, src_end = src_idx * prediction_length, (src_idx + 1) * prediction_length
+            dst_start, dst_end = dst_idx * prediction_length, (dst_idx + 1) * prediction_length
+
+            for layer_name in ["output_layer", "residual_layer"]:
+                old_layer_attr = getattr(old_output_layer, layer_name)
+                new_layer_attr = getattr(new_output_layer, layer_name)
+
+                new_layer_attr.weight[dst_start:dst_end] = old_layer_attr.weight[src_start:src_end]
+                if old_layer_attr.bias is not None:
+                    new_layer_attr.bias[dst_start:dst_end] = old_layer_attr.bias[src_start:src_end]
+
+        with torch.no_grad():
+            for new_idx, new_q in enumerate(new_quantiles):
+                closest_q = min(old_quantiles, key=lambda x: abs(x - new_q))
+                closest_idx = old_quantiles.index(closest_q)
+                copy_quantile_weights(closest_idx, new_idx)
+
+        self.output_patch_embedding = new_output_layer
+        self.config.chronos_config["quantiles"] = new_quantiles
+        self.chronos_config.quantiles = new_quantiles
+
 
 class ChronosBoltPipeline(BaseChronosPipeline):
     forecast_type: ForecastType = ForecastType.QUANTILES

autogluon/timeseries/version.py

@@ -1,4 +1,4 @@
 """This is the autogluon version file."""
 
-__version__ = "1.4.1b20250901"
+__version__ = "1.4.1b20250914"
 __lite__ = False

{autogluon.timeseries-1.4.1b20250901.dist-info → autogluon.timeseries-1.4.1b20250914.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: autogluon.timeseries
-Version: 1.4.1b20250901
+Version: 1.4.1b20250914
 Summary: Fast and Accurate ML in 3 Lines of Code
 Home-page: https://github.com/autogluon/autogluon
 Author: AutoGluon Community
@@ -55,10 +55,10 @@ 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]==1.4.1b20250901
-Requires-Dist: autogluon.common==1.4.1b20250901
-Requires-Dist: autogluon.features==1.4.1b20250901
-Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.4.1b20250901
+Requires-Dist: autogluon.core[raytune]==1.4.1b20250914
+Requires-Dist: autogluon.common==1.4.1b20250914
+Requires-Dist: autogluon.features==1.4.1b20250914
+Requires-Dist: autogluon.tabular[catboost,lightgbm,xgboost]==1.4.1b20250914
 Provides-Extra: all
 Provides-Extra: tests
 Requires-Dist: pytest; extra == "tests"

{autogluon.timeseries-1.4.1b20250901.dist-info → autogluon.timeseries-1.4.1b20250914.dist-info}/RECORD

@@ -1,11 +1,11 @@
-autogluon.timeseries-1.4.1b20250901-py3.9-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
+autogluon.timeseries-1.4.1b20250914-py3.9-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=eQrqFVOmL-2JC85LgCMkbyoLpKS02Dilg1T8RUeS_LI,13887
 autogluon/timeseries/predictor.py,sha256=7X4YsWYa3Xk2RI1Irf2O-c3-I82Zqhg-cgj8cj_4AoA,88427
 autogluon/timeseries/regressor.py,sha256=lc8Qr3-8v4oxajtCnV3sxpUaW6vxXXJOA6Kr-qVne4k,11926
 autogluon/timeseries/splitter.py,sha256=8ACkuCXeUhQGUx4jz_Vv17q814WrHJQeKvq2v4-oE6s,3158
-autogluon/timeseries/version.py,sha256=DurfNRu1wHc-WOAmHcK0c7FQyI6vSMxFUlL1CmSv3fg,91
+autogluon/timeseries/version.py,sha256=8GEreNWVnf-7rz2Wg5SVu6X9RDkcDAIUbsld3AMrNtI,91
 autogluon/timeseries/configs/__init__.py,sha256=wiLBwxZkDTQBJkSJ9-xz3p_yJxX0dbHe108dS1P5O6A,183
 autogluon/timeseries/configs/hyperparameter_presets.py,sha256=GbI2sd3uakWtaeaMyF7B5z_lmyfb6ToK6PZEUZTyG9w,2031
 autogluon/timeseries/configs/predictor_presets.py,sha256=B5HFHIelh91hhG0YYE5SJ7_14P7sylFAABgHX8n_53M,2712
@@ -28,11 +28,11 @@ autogluon/timeseries/models/autogluon_tabular/per_step.py,sha256=M5rhj_jjcQz27wP
 autogluon/timeseries/models/autogluon_tabular/transforms.py,sha256=aI1QJLJaOB5Xy2WA0jo6Jh25MRVyyZ8ONrqlV96kpw0,2735
 autogluon/timeseries/models/autogluon_tabular/utils.py,sha256=Fn3Vu_Q0PCtEUbtNgLp1xIblg7dOdpFlF3W5kLHgruI,63
 autogluon/timeseries/models/chronos/__init__.py,sha256=wT77HzTtmQxW3sw2k0mA5Ot6PSHivX-Uvn5fjM05EU4,60
-autogluon/timeseries/models/chronos/model.py,sha256=UYLI1HVwsW5KfA-jXqJdBel-7N6l6ggdBVrjLLaq9P0,32333
+autogluon/timeseries/models/chronos/model.py,sha256=-z6Y5Fyo5_X-U8BCeSZBhqQqaJaGBCNIAYDd5y6WaMQ,32614
 autogluon/timeseries/models/chronos/pipeline/__init__.py,sha256=bkTR0LSKIxAaKFOr9A0HSkCtnRdikDPUPp810WOKgxE,247
 autogluon/timeseries/models/chronos/pipeline/base.py,sha256=Us-TUpHSN3mM3ut05IVc2a9Q6KYq1n9pTb7JZG7b6kA,5546
 autogluon/timeseries/models/chronos/pipeline/chronos.py,sha256=bgow5FkHG7y5qWBXcggqXemnistJUfrl0lWFXcGXg5g,20197
-autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py,sha256=KJYgxASTW2VhS0ObkP5DUQXyfnTRTXzjRD5Gm-FQFI4,21355
+autogluon/timeseries/models/chronos/pipeline/chronos_bolt.py,sha256=5zM8G6K9id7qrWhRT37z_xoPVE-BJXwms1SwjF0TBG4,23949
 autogluon/timeseries/models/chronos/pipeline/utils.py,sha256=WYeCKFP5dxs4u09XTncBI2486VV22O1DiM9a3ZvZ1OE,12790
 autogluon/timeseries/models/ensemble/__init__.py,sha256=x2Y6dWk15XugTEWNUKq8U5z6nIjelo3UjpI-TfS13OE,159
 autogluon/timeseries/models/ensemble/abstract.py,sha256=wvtXNZTwiYpIurPkOYSzsi3XTRRx5guJLMYLmXTdOeQ,5695
@@ -65,11 +65,11 @@ autogluon/timeseries/utils/datetime/base.py,sha256=3NdsH3NDq4cVAOSoy3XpaNixyNlbj
 autogluon/timeseries/utils/datetime/lags.py,sha256=rjJtdBU0M41R1jwfmvCbo045s-6XBjhGVnGBQJ9-U1E,5997
 autogluon/timeseries/utils/datetime/seasonality.py,sha256=YK_2k8hvYIMW-sJPnjGWRtCnvIOthwA2hATB3nwVoD4,834
 autogluon/timeseries/utils/datetime/time_features.py,sha256=kEOFls4Nzh8nO0Pcz1DwLsC_NA3hMI4JUlZI3kuvuts,2666
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-autogluon.timeseries-1.4.1b20250901.dist-info/METADATA,sha256=DrZmr9IiJJZqKwPv4SG8EjkopWhqpHUUGweKVIkZDjQ,12463
-autogluon.timeseries-1.4.1b20250901.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
-autogluon.timeseries-1.4.1b20250901.dist-info/WHEEL,sha256=tZoeGjtWxWRfdplE7E3d45VPlLNQnvbKiYnx7gwAy8A,92
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-autogluon.timeseries-1.4.1b20250901.dist-info/RECORD,,
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+autogluon.timeseries-1.4.1b20250914.dist-info/METADATA,sha256=m31U3KWc93EME8Ng1Vc205wBVRXj5gtNMx2zi7Lu8_Q,12463
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