autogluon.timeseries 1.4.1b20251115__py3-none-any.whl → 1.4.1b20251218__py3-none-any.whl
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- autogluon/timeseries/configs/hyperparameter_presets.py +7 -21
- autogluon/timeseries/configs/predictor_presets.py +23 -39
- autogluon/timeseries/dataset/ts_dataframe.py +32 -34
- autogluon/timeseries/learner.py +67 -33
- autogluon/timeseries/metrics/__init__.py +4 -4
- autogluon/timeseries/metrics/abstract.py +8 -8
- autogluon/timeseries/metrics/point.py +9 -9
- autogluon/timeseries/metrics/quantile.py +4 -4
- autogluon/timeseries/models/__init__.py +2 -1
- autogluon/timeseries/models/abstract/abstract_timeseries_model.py +52 -39
- autogluon/timeseries/models/abstract/model_trial.py +2 -1
- autogluon/timeseries/models/abstract/tunable.py +8 -8
- autogluon/timeseries/models/autogluon_tabular/mlforecast.py +30 -26
- autogluon/timeseries/models/autogluon_tabular/per_step.py +12 -10
- autogluon/timeseries/models/autogluon_tabular/transforms.py +2 -2
- autogluon/timeseries/models/chronos/__init__.py +2 -1
- autogluon/timeseries/models/chronos/chronos2.py +395 -0
- autogluon/timeseries/models/chronos/model.py +29 -24
- autogluon/timeseries/models/chronos/utils.py +5 -5
- autogluon/timeseries/models/ensemble/__init__.py +17 -10
- autogluon/timeseries/models/ensemble/abstract.py +13 -9
- autogluon/timeseries/models/ensemble/array_based/__init__.py +2 -2
- autogluon/timeseries/models/ensemble/array_based/abstract.py +24 -31
- autogluon/timeseries/models/ensemble/array_based/models.py +146 -11
- autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +2 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +6 -5
- autogluon/timeseries/models/ensemble/array_based/regressor/linear_stacker.py +186 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +44 -83
- autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +21 -55
- autogluon/timeseries/models/ensemble/ensemble_selection.py +167 -0
- autogluon/timeseries/models/ensemble/per_item_greedy.py +172 -0
- autogluon/timeseries/models/ensemble/weighted/abstract.py +7 -3
- autogluon/timeseries/models/ensemble/weighted/basic.py +26 -13
- autogluon/timeseries/models/ensemble/weighted/greedy.py +20 -145
- autogluon/timeseries/models/gluonts/abstract.py +30 -29
- autogluon/timeseries/models/gluonts/dataset.py +9 -9
- autogluon/timeseries/models/gluonts/models.py +0 -7
- autogluon/timeseries/models/local/__init__.py +0 -7
- autogluon/timeseries/models/local/abstract_local_model.py +13 -16
- autogluon/timeseries/models/local/naive.py +2 -2
- autogluon/timeseries/models/local/npts.py +7 -1
- autogluon/timeseries/models/local/statsforecast.py +12 -12
- autogluon/timeseries/models/multi_window/multi_window_model.py +38 -23
- autogluon/timeseries/models/registry.py +3 -4
- autogluon/timeseries/models/toto/_internal/backbone/attention.py +3 -4
- autogluon/timeseries/models/toto/_internal/backbone/backbone.py +6 -6
- autogluon/timeseries/models/toto/_internal/backbone/rope.py +4 -9
- autogluon/timeseries/models/toto/_internal/backbone/rotary_embedding_torch.py +342 -0
- autogluon/timeseries/models/toto/_internal/backbone/scaler.py +2 -3
- autogluon/timeseries/models/toto/_internal/backbone/transformer.py +10 -10
- autogluon/timeseries/models/toto/_internal/dataset.py +2 -2
- autogluon/timeseries/models/toto/_internal/forecaster.py +8 -8
- autogluon/timeseries/models/toto/dataloader.py +4 -4
- autogluon/timeseries/models/toto/hf_pretrained_model.py +97 -16
- autogluon/timeseries/models/toto/model.py +30 -17
- autogluon/timeseries/predictor.py +517 -129
- autogluon/timeseries/regressor.py +18 -23
- autogluon/timeseries/splitter.py +2 -2
- autogluon/timeseries/trainer/ensemble_composer.py +323 -129
- autogluon/timeseries/trainer/model_set_builder.py +9 -9
- autogluon/timeseries/trainer/prediction_cache.py +16 -16
- autogluon/timeseries/trainer/trainer.py +235 -144
- autogluon/timeseries/trainer/utils.py +3 -4
- autogluon/timeseries/transforms/covariate_scaler.py +7 -7
- autogluon/timeseries/transforms/target_scaler.py +8 -8
- autogluon/timeseries/utils/constants.py +10 -0
- autogluon/timeseries/utils/datetime/lags.py +1 -3
- autogluon/timeseries/utils/datetime/seasonality.py +1 -3
- autogluon/timeseries/utils/features.py +22 -9
- autogluon/timeseries/utils/forecast.py +1 -2
- autogluon/timeseries/utils/timer.py +173 -0
- autogluon/timeseries/version.py +1 -1
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/METADATA +23 -21
- autogluon_timeseries-1.4.1b20251218.dist-info/RECORD +103 -0
- autogluon_timeseries-1.4.1b20251115.dist-info/RECORD +0 -96
- /autogluon.timeseries-1.4.1b20251115-py3.9-nspkg.pth → /autogluon.timeseries-1.4.1b20251218-py3.11-nspkg.pth +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/WHEEL +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/licenses/LICENSE +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/licenses/NOTICE +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/namespace_packages.txt +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/top_level.txt +0 -0
- {autogluon_timeseries-1.4.1b20251115.dist-info → autogluon_timeseries-1.4.1b20251218.dist-info}/zip-safe +0 -0
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@@ -2,7 +2,8 @@ import logging
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import os
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import time
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import traceback
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from
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from pathlib import Path
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from typing import Any, Iterator
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import networkx as nx
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import numpy as np
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from autogluon.timeseries import TimeSeriesDataFrame
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from autogluon.timeseries.metrics import TimeSeriesScorer
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from autogluon.timeseries.models.ensemble import
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from autogluon.timeseries.models.ensemble import (
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AbstractTimeSeriesEnsembleModel,
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PerformanceWeightedEnsemble,
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get_ensemble_class,
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)
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from autogluon.timeseries.utils.timer import SplitTimer
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from autogluon.timeseries.utils.warning_filters import warning_filter
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from .utils import log_scores_and_times
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@@ -20,18 +25,59 @@ logger = logging.getLogger("autogluon.timeseries.trainer")
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class EnsembleComposer:
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"""Helper class for TimeSeriesTrainer to build multi-layer stack ensembles.
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"""Helper class for TimeSeriesTrainer to build multi-layer stack ensembles.
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This class depends on the trainer to provide the necessary initialization parameters, training
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and validation data, as well as having fit the base (non-ensemble) models and persisted their
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out-of-fold predictions which will be used for ensemble training.
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Parameters
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----------
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path
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Path of the calling TimeSeriesTrainer. EnsembleComposer finds the model objects and their
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out-of-fold prediction artifacts with respect to this path. EnsembleComposer only saves
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ensemble models and their out-of-fold predictions to this folder (i.e., does not pickle
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itself).
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prediction_length
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Number of time steps to forecast.
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eval_metric
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Metric used to evaluate ensemble performance.
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target
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Name of the target column in the time series data.
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num_windows_per_layer
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Number of windows used for training each ensemble layer. Length must match the number of layers
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in ensemble_hyperparameters. Example: (3, 2) means first layer uses 3 windows, second layer uses
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2 windows.
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Base models must have OOF predictions saved for all sum(num_windows_per_layer) windows, prior
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to this class being called.
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ensemble_hyperparameters
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Ensemble configuration. A list of dicts, one per layer. If an ensemble model should be fitted
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with multiple hyperparameter configurations, a list of dicts may be provided as the value.
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Each layer's dict maps ensemble names to either a single hyperparameter dict or a list of
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hyperparameter dicts.
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Examples:
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- ``[{"GreedyEnsemble": {}}, {"GreedyEnsemble": {}}]`` for 2 layers of greedy ensembles.
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- ``[{"GreedyEnsemble": [{"ensemble_size": 10}, {"ensemble_size": 20}]}]`` for a single layer of
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two greedy ensembles, with differing ensemble sizes.
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quantile_levels
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Quantile levels for probabilistic forecasting.
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model_graph
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Directed graph containing base models and their metadata (val_score, fit_time, etc.). Only
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base models (nodes without predecessors) are used for ensemble training.
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"""
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def __init__(
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path,
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path: str,
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prediction_length: int,
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eval_metric: TimeSeriesScorer,
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target: str,
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num_windows_per_layer: tuple[int, ...],
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ensemble_hyperparameters: list[dict[str, dict | list[dict]]],
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quantile_levels: list[float],
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model_graph: nx.DiGraph,
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ensemble_hyperparameters: dict,
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window_splitter: AbstractWindowSplitter,
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self.eval_metric = eval_metric
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self.path = path
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self.target = target
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self.quantile_levels = quantile_levels
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self.
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self.num_windows_per_layer = num_windows_per_layer
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self.num_layers = len(num_windows_per_layer)
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if len(ensemble_hyperparameters) != self.num_layers:
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raise ValueError(
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"Number of ensemble_hyperparameters must match the number of layers. "
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f"Received {len(ensemble_hyperparameters)} ensemble_hyperparameters, "
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f"but {self.num_layers} layers."
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)
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self.ensemble_hyperparameters = ensemble_hyperparameters
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self.banned_model_names = list(model_graph.nodes)
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self.model_graph = self._get_base_model_graph(source_graph=model_graph)
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def _get_base_model_graph(source_graph: nx.DiGraph) -> nx.DiGraph:
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"""Return a model graph by copying only base models (nodes without predecessors)
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"""Return a model graph by copying only base models (nodes without predecessors).
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This ensures we start fresh for training ensembles.
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"""
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rootset = EnsembleComposer._get_rootset(source_graph)
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def _get_rootset(graph: nx.DiGraph) -> list[str]:
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return [n for n in graph.nodes if not list(graph.predecessors(n))]
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def _load_model(self, model_name: str) -> Any:
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"""Load a model from the graph by name."""
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attrs = self.model_graph.nodes[model_name]
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model_path = os.path.join(self.path, *attrs["path"])
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return attrs["type"].load(path=model_path)
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def _iter_models(self, layer: int) -> Iterator[tuple[str, Any]]:
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"""Iterate over models in a specific layer of the model graph.
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Parameters
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----------
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Layer index (0 for base models, 1+ for ensemble layers)
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Yields
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------
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model_name
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Name of the model
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model
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Loaded model instance
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"""
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rootset = self._get_rootset(self.model_graph)
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layer_iter = nx.traversal.bfs_layers(self.model_graph, rootset)
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for layer_idx, layer_keys in enumerate(layer_iter):
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if layer_idx != layer:
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continue
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for model_name in layer_keys:
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def iter_ensembles(self) -> Iterator[tuple[int, AbstractTimeSeriesEnsembleModel, list[str]]]:
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"""Iterate over trained ensemble models, layer by layer. Used by the Trainer to copy the
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def get_inputs_for_layer(layer_idx, model_names):
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"""Retrieve predictions from previous layer models for current layer training."""
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# trained.
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num_windows = self.num_windows_per_layer[0]
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inputs = {name: predictions_per_window[name][:num_windows] for name in model_names}
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window_start = -sum(self.num_windows_per_layer[layer_idx - 1 :])
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inputs = {}
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inputs[model_name] = oof_predictions[window_slice]
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return inputs
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def get_ground_truth_for_layer(layer_idx):
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layer_input_model_names = [name for name, _ in self._iter_models(layer=layer_idx - 1)]
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try:
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data_per_window=layer_data_per_window,
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ensemble.fit_time = time.monotonic() - time_start
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predictions = []
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predict_time = 0
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predict_time_start = time.monotonic()
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pred_base_predictions = get_inputs_for_layer(pred_layer_idx, ensemble.model_names)
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for window_idx in range(self.num_windows_per_layer[pred_layer_idx - 1]):
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prediction = ensemble.predict(
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{n: pred_base_predictions[n][window_idx] for n in ensemble.model_names}
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)
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predictions.append(prediction)
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predict_time = time.monotonic() - predict_time_start
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# record marginal prediction time per window in the last layer's data
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ensemble.predict_time_marginal = predict_time / self.num_windows_per_layer[-1]
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ensemble.cache_oof_predictions(predictions)
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# compute validation score using the last layer's validation windows
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last_layer_oof_predictions = ensemble.get_oof_predictions()[-self.num_windows_per_layer[-1] :]
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last_layer_ground_truth = get_ground_truth_for_layer(self.num_layers)
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score_per_fold = [
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self.eval_metric(data, prediction, target=self.target)
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for prediction, data in zip(last_layer_oof_predictions, last_layer_ground_truth)
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]
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ensemble.val_score = float(np.mean(score_per_fold, dtype=np.float64))
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# add model to the graph, compute predict time, and save
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self._add_model(ensemble, base_models=ensemble.model_names)
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ensemble.predict_time = self._calculate_predict_time(ensemble)
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self.model_graph.nodes[ensemble.name]["predict_time"] = ensemble.predict_time
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ensemble.save()
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# log performance
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log_scores_and_times(
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ensemble.val_score,
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ensemble.fit_time,
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ensemble.predict_time,
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eval_metric_name=self.eval_metric.name_with_sign,
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)
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# check time and advance round
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if main_loop_timer.timed_out():
|
|
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logger.warning(
|
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"Time limit exceeded during ensemble training, will stop training new ensembles."
|
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)
|
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return self
|
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-
|
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-
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{n: predictions_per_window[n][window_idx] for n in ensemble.model_names}
|
|
290
|
+
except Exception as err: # noqa
|
|
291
|
+
logger.error(
|
|
292
|
+
f"\tWarning: Exception caused {ensemble_name} to fail during training... Skipping this model."
|
|
142
293
|
)
|
|
143
|
-
|
|
144
|
-
|
|
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|
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logger.error(f"\t{err}")
|
|
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|
+
logger.debug(traceback.format_exc())
|
|
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296
|
|
|
146
|
-
|
|
147
|
-
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|
297
|
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finally:
|
|
298
|
+
main_loop_timer.next_round()
|
|
148
299
|
|
|
149
|
-
|
|
150
|
-
ensemble.val_score,
|
|
151
|
-
ensemble.fit_time,
|
|
152
|
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ensemble.predict_time,
|
|
153
|
-
eval_metric_name=self.eval_metric.name_with_sign,
|
|
154
|
-
)
|
|
300
|
+
return self
|
|
155
301
|
|
|
156
|
-
|
|
302
|
+
def iter_layer_models_and_hps(self, layer_idx: int):
|
|
303
|
+
layer_hps = self.ensemble_hyperparameters[layer_idx - 1]
|
|
157
304
|
|
|
158
|
-
|
|
159
|
-
|
|
160
|
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|
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161
|
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|
|
162
|
-
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
logger.debug(traceback.format_exc())
|
|
305
|
+
for model_name, hps in layer_hps.items():
|
|
306
|
+
if isinstance(hps, list):
|
|
307
|
+
# If a list is provided, create one ensemble per hyperparameter dict
|
|
308
|
+
for hp in hps:
|
|
309
|
+
yield model_name, hp
|
|
310
|
+
else:
|
|
311
|
+
yield model_name, hps
|
|
166
312
|
|
|
167
|
-
|
|
313
|
+
def _fit_single_ensemble(
|
|
314
|
+
self,
|
|
315
|
+
model_name: str,
|
|
316
|
+
hyperparameters: dict,
|
|
317
|
+
predictions_per_window: dict[str, list[TimeSeriesDataFrame]],
|
|
318
|
+
data_per_window: list[TimeSeriesDataFrame],
|
|
319
|
+
base_model_scores: dict[str, float],
|
|
320
|
+
layer_idx: int,
|
|
321
|
+
time_limit: float | None = None,
|
|
322
|
+
) -> AbstractTimeSeriesEnsembleModel:
|
|
323
|
+
ensemble_class = get_ensemble_class(model_name)
|
|
324
|
+
|
|
325
|
+
# TODO: remove this after PerformanceWeightedEnsemble is removed. This is a temporary fix
|
|
326
|
+
# to make sure PerformanceWeightedEnsemble is not fit on the validation scores of future
|
|
327
|
+
# out-of-fold splits.
|
|
328
|
+
if layer_idx < self.num_layers and ensemble_class is PerformanceWeightedEnsemble:
|
|
329
|
+
raise RuntimeError(
|
|
330
|
+
"PerformanceWeightedEnsemble is not supported for multi-layer stack ensembles, except "
|
|
331
|
+
"when it's used in the last layer of the ensemble."
|
|
332
|
+
)
|
|
333
|
+
|
|
334
|
+
ensemble: AbstractTimeSeriesEnsembleModel = ensemble_class(
|
|
335
|
+
eval_metric=self.eval_metric,
|
|
336
|
+
target=self.target,
|
|
337
|
+
prediction_length=self.prediction_length,
|
|
338
|
+
path=self.path,
|
|
339
|
+
freq=data_per_window[0].freq,
|
|
340
|
+
quantile_levels=self.quantile_levels,
|
|
341
|
+
hyperparameters=hyperparameters,
|
|
342
|
+
)
|
|
343
|
+
|
|
344
|
+
# update name to prevent name collisions
|
|
345
|
+
old_name = ensemble.name
|
|
346
|
+
ensemble.name = self._get_ensemble_model_name(ensemble.name, layer_idx)
|
|
347
|
+
if ensemble.name != old_name:
|
|
348
|
+
path_obj = Path(ensemble.path)
|
|
349
|
+
ensemble.path = str(path_obj.parent / ensemble.name)
|
|
350
|
+
|
|
351
|
+
fit_log_message = f"Training ensemble model {ensemble.name}. "
|
|
352
|
+
if time_limit is not None:
|
|
353
|
+
fit_log_message += f"Training for up to {time_limit:.1f}s."
|
|
354
|
+
logger.info(fit_log_message)
|
|
355
|
+
|
|
356
|
+
with warning_filter():
|
|
357
|
+
ensemble.fit(
|
|
358
|
+
predictions_per_window=predictions_per_window,
|
|
359
|
+
data_per_window=data_per_window,
|
|
360
|
+
model_scores=base_model_scores,
|
|
361
|
+
time_limit=time_limit,
|
|
362
|
+
)
|
|
363
|
+
|
|
364
|
+
return ensemble
|
|
365
|
+
|
|
366
|
+
def _get_model_oof_predictions(self, model_name: str) -> list[TimeSeriesDataFrame]:
|
|
367
|
+
model_attrs = self.model_graph.nodes[model_name]
|
|
368
|
+
model_path = os.path.join(self.path, *model_attrs["path"])
|
|
369
|
+
return model_attrs["type"].load_oof_predictions(path=model_path)
|
|
168
370
|
|
|
169
371
|
def _add_model(self, model, base_models: list[str]):
|
|
170
372
|
self.model_graph.add_node(
|
|
@@ -177,10 +379,11 @@ class EnsembleComposer:
|
|
|
177
379
|
)
|
|
178
380
|
for base_model in base_models:
|
|
179
381
|
self.model_graph.add_edge(base_model, model.name)
|
|
382
|
+
self.banned_model_names.append(model.name)
|
|
180
383
|
|
|
181
384
|
def _can_fit_ensemble(
|
|
182
385
|
self,
|
|
183
|
-
time_limit:
|
|
386
|
+
time_limit: float | None,
|
|
184
387
|
num_models_available_for_ensemble: int,
|
|
185
388
|
) -> bool:
|
|
186
389
|
if time_limit is not None and time_limit <= 0:
|
|
@@ -200,51 +403,42 @@ class EnsembleComposer:
|
|
|
200
403
|
|
|
201
404
|
return True
|
|
202
405
|
|
|
203
|
-
def
|
|
204
|
-
self, train_data: TimeSeriesDataFrame, val_data: Optional[TimeSeriesDataFrame]
|
|
205
|
-
) -> list[TimeSeriesDataFrame]:
|
|
206
|
-
# TODO: update for window/stack-layer logic and refit logic
|
|
207
|
-
if val_data is None:
|
|
208
|
-
return [val_fold for _, val_fold in self.window_splitter.split(train_data)]
|
|
209
|
-
else:
|
|
210
|
-
return [val_data]
|
|
211
|
-
|
|
212
|
-
def _get_ensemble_model_name(self, name: str) -> str:
|
|
406
|
+
def _get_ensemble_model_name(self, name: str, layer_idx: int) -> str:
|
|
213
407
|
"""Revise name for an ensemble model, ensuring we don't have name collisions"""
|
|
214
408
|
base_name = name
|
|
409
|
+
layer_suffix = f"_L{layer_idx + 1}" if self.num_layers > 1 else ""
|
|
410
|
+
name = f"{base_name}" + layer_suffix
|
|
215
411
|
increment = 1
|
|
216
412
|
while name in self.banned_model_names:
|
|
217
413
|
increment += 1
|
|
218
|
-
name = f"{base_name}_{increment}"
|
|
414
|
+
name = f"{base_name}_{increment}" + layer_suffix
|
|
219
415
|
return name
|
|
220
416
|
|
|
221
|
-
def
|
|
222
|
-
"""Get base model predictions for ensemble training / inference."""
|
|
223
|
-
# TODO: update for window/stack-layer logic and refit logic
|
|
224
|
-
predictions_per_window = {}
|
|
225
|
-
|
|
226
|
-
for model_name in model_names:
|
|
227
|
-
model_attrs = self.model_graph.nodes[model_name]
|
|
228
|
-
|
|
229
|
-
model_path = os.path.join(self.path, *model_attrs["path"])
|
|
230
|
-
model_type = model_attrs["type"]
|
|
231
|
-
|
|
232
|
-
predictions_per_window[model_name] = model_type.load_oof_predictions(path=model_path)
|
|
233
|
-
|
|
234
|
-
return predictions_per_window
|
|
235
|
-
|
|
236
|
-
def _calculate_base_models_predict_time(self, model_names: list[str]) -> float:
|
|
417
|
+
def _calculate_predict_time(self, model: AbstractTimeSeriesEnsembleModel) -> float:
|
|
237
418
|
"""Calculate ensemble predict time as sum of base model predict times."""
|
|
238
|
-
|
|
239
|
-
|
|
240
|
-
|
|
241
|
-
|
|
242
|
-
|
|
243
|
-
|
|
244
|
-
|
|
245
|
-
|
|
246
|
-
|
|
247
|
-
|
|
248
|
-
|
|
249
|
-
|
|
250
|
-
|
|
419
|
+
assert model.predict_time_marginal is not None
|
|
420
|
+
predict_time = model.predict_time_marginal
|
|
421
|
+
for model_name in nx.ancestors(self.model_graph, model.name):
|
|
422
|
+
ancestor = self._load_model(model_name)
|
|
423
|
+
if isinstance(ancestor, AbstractTimeSeriesEnsembleModel):
|
|
424
|
+
assert ancestor.predict_time_marginal is not None
|
|
425
|
+
predict_time += ancestor.predict_time_marginal
|
|
426
|
+
else:
|
|
427
|
+
predict_time += ancestor.predict_time
|
|
428
|
+
|
|
429
|
+
return predict_time
|
|
430
|
+
|
|
431
|
+
|
|
432
|
+
def validate_ensemble_hyperparameters(hyperparameters: list[dict[str, dict | list[dict]]]) -> None:
|
|
433
|
+
if not isinstance(hyperparameters, list):
|
|
434
|
+
raise ValueError(f"ensemble_hyperparameters must be list, got {type(hyperparameters)}")
|
|
435
|
+
|
|
436
|
+
for layer_idx, layer_hp in enumerate(hyperparameters):
|
|
437
|
+
if not isinstance(layer_hp, dict):
|
|
438
|
+
raise ValueError(f"Layer {layer_idx} hyperparameters must be dict, got {type(layer_hp)}")
|
|
439
|
+
for ensemble_name, ensemble_hp in layer_hp.items():
|
|
440
|
+
get_ensemble_class(ensemble_name) # Will raise if unknown
|
|
441
|
+
hp_is_dict = isinstance(ensemble_hp, dict)
|
|
442
|
+
hp_is_valid_list = isinstance(ensemble_hp, list) and all(isinstance(d, dict) for d in ensemble_hp)
|
|
443
|
+
if not (hp_is_dict or hp_is_valid_list):
|
|
444
|
+
raise ValueError(f"Hyperparameters for {ensemble_name} must be dict or list, got {type(ensemble_hp)}")
|
|
@@ -2,7 +2,7 @@ import copy
|
|
|
2
2
|
import logging
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import re
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from collections import defaultdict
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-
from typing import Any,
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5
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+
from typing import Any, Type
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from autogluon.common import space
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from autogluon.core import constants
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@@ -16,7 +16,7 @@ from autogluon.timeseries.utils.features import CovariateMetadata
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logger = logging.getLogger(__name__)
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-
ModelKey =
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+
ModelKey = str | Type[AbstractTimeSeriesModel]
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ModelHyperparameters = dict[str, Any]
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TrainerHyperparameterSpec = dict[ModelKey, list[ModelHyperparameters]]
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@@ -34,7 +34,7 @@ class TrainableModelSetBuilder:
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def __init__(
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self,
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path: str,
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-
freq:
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+
freq: str | None,
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prediction_length: int,
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eval_metric: TimeSeriesScorer,
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target: str,
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@@ -53,10 +53,10 @@ class TrainableModelSetBuilder:
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def get_model_set(
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self,
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-
hyperparameters:
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+
hyperparameters: str | dict | None,
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hyperparameter_tune: bool,
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-
excluded_model_types:
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-
banned_model_names:
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+
excluded_model_types: list[str] | None,
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+
banned_model_names: list[str] | None = None,
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) -> list[AbstractTimeSeriesModel]:
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"""Resolve hyperparameters and create the requested list of models"""
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models = []
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@@ -153,9 +153,9 @@ class HyperparameterBuilder:
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def __init__(
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self,
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-
hyperparameters:
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+
hyperparameters: str | dict | None,
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hyperparameter_tune: bool,
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-
excluded_model_types:
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+
excluded_model_types: list[str] | None,
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):
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self.hyperparameters = hyperparameters
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self.hyperparameter_tune = hyperparameter_tune
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@@ -184,7 +184,7 @@ class HyperparameterBuilder:
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def _check_and_clean_hyperparameters(
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self,
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-
hyperparameters: dict[ModelKey,
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+
hyperparameters: dict[ModelKey, ModelHyperparameters | list[ModelHyperparameters]],
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) -> TrainerHyperparameterSpec:
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"""Convert the hyperparameters dictionary to a unified format:
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- Remove 'Model' suffix from model names, if present
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