Dev/upgrade prophet 1.1 (#627)

.github/workflows/ci.yml

@@ -14,7 +14,7 @@ on:
     branches:
       - master
       - 'feature/*'
-    types: [opened, synchronize, reopened, ready_for_review]
+    types: [ opened, synchronize, reopened, ready_for_review ]
   # Trigger workflow once per week
   schedule:
     - cron: '0 0 * * *'
@@ -29,13 +29,13 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ubuntu-latest]
+        os: [ ubuntu-latest ]
         python-version: [ '3.7', '3.8', '3.9', '3.10.6' ]
         include: # Run macos and windows tests on only one python version
-          - os: windows-latest 
-            python-version:  '3.9'  # PyTorch doesn't yet have 3.10 support on Windows (https://pytorch.org/get-started/locally/#windows-python) 
-          - os: macos-latest 
-            python-version:  '3.10.6'
+          - os: windows-latest
+            python-version: '3.9'  # PyTorch doesn't yet have 3.10 support on Windows (https://pytorch.org/get-started/locally/#windows-python)
+          - os: macos-latest
+            python-version: '3.10.6'
 
     steps:
       - name: Checkout code
@@ -51,13 +51,10 @@ jobs:
           python -m pip install --upgrade pip setuptools wheel
           python -m pip install --upgrade --upgrade-strategy eager -r requirements/dev.txt
           python -m pip install --upgrade --upgrade-strategy eager -e .
-          if [ "$RUNNER_OS" != "Windows" ] && ${{ matrix.python-version != '3.10.6' }}; then  # Skip Prophet tests on Windows as installation complex. Skip on Python 3.10 as not supported.
-            python -m pip install --upgrade --upgrade-strategy eager -e .[prophet]
-          fi
           if [ "$RUNNER_OS" == "Linux" ]; then  # Currently, we only support KeOps on Linux.
             python -m pip install --upgrade --upgrade-strategy eager -e .[keops]
           fi
-          python -m pip install --upgrade --upgrade-strategy eager -e .[tensorflow,torch]
+          python -m pip install --upgrade --upgrade-strategy eager -e .[prophet,tensorflow,torch]
           python -m pip freeze
 
       - name: Lint with flake8

.github/workflows/test_all_notebooks.yml

@@ -41,10 +41,7 @@ jobs:
           python -m pip install --upgrade pip setuptools wheel
           python -m pip install --upgrade --upgrade-strategy eager -r requirements/dev.txt -r testing/requirements.txt
           python -m pip install --upgrade --upgrade-strategy eager -e .
-          if [ "$RUNNER_OS" != "Windows" ] && ${{ matrix.python-version != '3.10' }}; then  # Skip Prophet tests on Windows as installation complex. Skip on Python 3.10 as not supported.
-            python -m pip install --upgrade --upgrade-strategy eager -e .[prophet]
-          fi
-          python -m pip install --upgrade --upgrade-strategy eager -e .[torch,tensorflow]
+          python -m pip install --upgrade --upgrade-strategy eager -e .[prophet,torch,tensorflow]
           python -m pip freeze
 
       - name: Run notebooks

.github/workflows/test_changed_notebooks.yml

@@ -56,10 +56,7 @@ jobs:
           python -m pip install --upgrade pip setuptools wheel
           python -m pip install --upgrade --upgrade-strategy eager -r requirements/dev.txt -r testing/requirements.txt
           python -m pip install --upgrade --upgrade-strategy eager -e .
-          if [ "$RUNNER_OS" != "Windows" ] && ${{ matrix.python-version != '3.10' }}; then  # Skip Prophet tests on Windows as installation complex. Skip on Python 3.10 as not supported.
-            python -m pip install --upgrade --upgrade-strategy eager -e .[prophet]
-          fi
-          python -m pip install --upgrade --upgrade-strategy eager -e .[torch,tensorflow]
+          python -m pip install --upgrade --upgrade-strategy eager -e .[prophet,torch,tensorflow]
           python -m pip freeze
 
       - name: Run notebooks

CHANGELOG.md

@@ -8,18 +8,19 @@
 See the [documentation](https://docs.seldon.io/projects/alibi-detect/en/latest/cd/methods/mmddrift.html) and [example notebook](https://docs.seldon.io/projects/alibi-detect/en/latest/examples/cd_mmd_keops.html) for more info ([#548](https://github.com/SeldonIO/alibi-detect/pull/548)).
 - If a `categories_per_feature` dictionary is not passed to `TabularDrift`, a warning is now raised to inform the user that all features are assumed to be numerical ([#606](https://github.com/SeldonIO/alibi-detect/pull/606)).
 
+### Changed
+- Minimum `prophet` version bumped to `1.1.0` (used by `OutlierProphet`). This upgrade removes the dependency on `pystan` as `cmdstanpy` is used instead. This version also comes with pre-built wheels for all major platforms and Python versions, making both installation and testing easier ([#627](https://github.com/SeldonIO/alibi-detect/pull/627)).
+
 ### Development
 - UTF-8 decoding is enforced when `README.md` is opened by `setup.py`. This is to prevent pip install errors on systems with `PYTHONIOENCODING` set to use other encoders ([#605](https://github.com/SeldonIO/alibi-detect/pull/605)).
 - Skip specific save/load tests that require downloading remote artefacts if the relevant URI(s) is/are down ([#607](https://github.com/SeldonIO/alibi-detect/pull/607)).
 
-## v0.10.3
 ## [v0.10.3](https://github.com/SeldonIO/alibi-detect/tree/v0.10.3) (2022-08-17)
 [Full Changelog](https://github.com/SeldonIO/alibi-detect/compare/v0.10.2...v0.10.3)
 
 ### Fixed
 - Fix to allow `config.toml` files to be loaded when the [meta] field is not present ([#591](https://github.com/SeldonIO/alibi-detect/pull/591)).
 
-## v0.10.2
 ## [v0.10.2](https://github.com/SeldonIO/alibi-detect/tree/v0.10.2) (2022-08-16)
 [Full Changelog](https://github.com/SeldonIO/alibi-detect/compare/v0.10.1...v0.10.2)
 

alibi_detect/od/prophet.py

@@ -1,4 +1,4 @@
-from fbprophet import Prophet
+from prophet import Prophet
 import logging
 import pandas as pd
 from typing import Dict, List, Union

alibi_detect/od/tests/test_prophet.py

@@ -33,10 +33,10 @@ def prophet_params(request):
 
 @pytest.mark.parametrize('prophet_params', list(range(n_tests)), indirect=True)
 def test_prophet(prophet_params):
-    fbprophet = pytest.importorskip('fbprophet', reason="Prophet tests skipped as Prophet not installed")
+    prophet = pytest.importorskip('prophet', reason="Prophet tests skipped as Prophet not installed")
     growth, return_instance_score, return_forecast = prophet_params
     od = OutlierProphet(growth=growth)
-    assert isinstance(od.model, fbprophet.forecaster.Prophet)
+    assert isinstance(od.model, prophet.forecaster.Prophet)
     assert od.meta == {'name': 'OutlierProphet', 'detector_type': 'outlier', 'data_type': 'time-series',
                        'online': False, 'version': __version__}
     if growth == 'logistic':

alibi_detect/utils/missing_optional_dependency.py

@@ -29,9 +29,7 @@
     before the pip install message is issued as this is the most robust place to capture these differences.
 """
 ERROR_TYPES = {
-    "fbprophet": 'prophet',
-    "holidays": 'prophet',
-    "pystan": 'prophet',
+    "prophet": 'prophet',
     "tensorflow_probability": 'tensorflow',
     "tensorflow": 'tensorflow',
     "torch": 'torch',

setup.py

@@ -11,9 +11,7 @@ def readme():
 
 extras_require = {
     "prophet": [
-        "fbprophet>=0.5, <0.7",
-        "holidays==0.9.11",
-        "pystan<3.0"
+        "prophet>=1.1.0, <2.0.0",
     ],
     "torch": [
         "torch>=1.7.0, <1.13.0"
@@ -28,9 +26,7 @@ def readme():
         "torch>=1.7.0, <1.13.0"
     ],
     "all": [
-        "fbprophet>=0.5, <0.7",
-        "holidays==0.9.11",
-        "pystan<3.0",
+        "prophet>=1.1.0, <2.0.0",
         "tensorflow_probability>=0.8.0, <0.18.0",
         "tensorflow>=2.2.0, !=2.6.0, !=2.6.1, <2.10.0",  # https://github.com/SeldonIO/alibi-detect/issues/375 and 387
         "pykeops>=2.0.0, <2.2.0",