Add prophet flavor

[BenWilson2]

What changes are proposed in this pull request?

• Adds univariate Prophet flavor

Follow-ups

• Autologging support
• Multivariate forecasting support
• Example

How is this patch tested?

Unit tests

Release Notes

Is this a user-facing change?

• No. You can skip the rest of this section.
• Yes. Give a description of this change to be included in the release notes for MLflow users.

Add support for univariate series Prophet forecasting

What component(s), interfaces, languages, and integrations does this PR affect?

Components

• area/artifacts: Artifact stores and artifact logging
• area/build: Build and test infrastructure for MLflow
• area/docs: MLflow documentation pages
• area/examples: Example code
• area/model-registry: Model Registry service, APIs, and the fluent client calls for Model Registry
• area/models: MLmodel format, model serialization/deserialization, flavors
• area/projects: MLproject format, project running backends
• area/scoring: MLflow Model server, model deployment tools, Spark UDFs
• area/server-infra: MLflow Tracking server backend
• area/tracking: Tracking Service, tracking client APIs, autologging

Interface

• area/uiux: Front-end, user experience, plotting, JavaScript, JavaScript dev server
• area/docker: Docker use across MLflow's components, such as MLflow Projects and MLflow Models
• area/sqlalchemy: Use of SQLAlchemy in the Tracking Service or Model Registry
• area/windows: Windows support

Language

• language/r: R APIs and clients
• language/java: Java APIs and clients
• language/new: Proposals for new client languages

Integrations

• integrations/azure: Azure and Azure ML integrations
• integrations/sagemaker: SageMaker integrations
• integrations/databricks: Databricks integrations

How should the PR be classified in the release notes? Choose one:

• rn/breaking-change - The PR will be mentioned in the "Breaking Changes" section
• rn/none - No description will be included. The PR will be mentioned only by the PR number in the "Small Bugfixes and Documentation Updates" section
• rn/feature - A new user-facing feature worth mentioning in the release notes
• rn/bug-fix - A user-facing bug fix worth mentioning in the release notes
• rn/documentation - A user-facing documentation change worth mentioning in the release notes

[github-actions]

@mlflow Thanks for the contribution! The DCO check failed. Please sign off your commits by following the instructions here: https://github.com/mlflow/mlflow/runs/3510333159. See https://github.com/mlflow/mlflow/blob/master/CONTRIBUTING.rst#sign-your-work for more details.

[dbczumar]

@BenWilson2 Awesome stuff! I tried this out using the dataset from the Prophet quickstart (http://facebook.github.io/prophet/docs/quick_start.html) and confirmed that:

1. Prophet models can be logged & loaded using MLflow
2. Prophet model inference succeeds with both the native Prophet and pyfunc model representations
3. Prophet models can be served and scored successfully
4. Prophet models can be deployed for model serving on Databricks

I left a few initial comments on the tests / implementation. @harupy @WeichenXu123 can you take a look as well? I'd imagine we can get this merged soon!

One other thing we'll want to do is add the flavor to the docs here: https://mlflow.org/docs/latest/models.html#built-in-model-flavors.

As a follow-up task that @harupy can provide guidance on, we'll also probably want to add prophet to our cross version tests for backwards / forwards compatibility testing.

[dbczumar]

@BenWilson2 LGTM once your commits are signed to get the DCO check passing, the docs error shown here is fixed - https://app.circleci.com/pipelines/github/mlflow/mlflow/7647/workflows/efd9b390-90cd-466d-a848-c90ef4eee4be/jobs/11613, and https://github.com/mlflow/mlflow/pull/4773/files#r704924056 is addressed. Awesome stuff! Great work!

[harupy]

@BenWilson2 cc @dbczumar We can ignore the build_doc_r failure since it's unrelated to this PR. I'm working on a fix.

[harupy]

@BenWilson2 Could you add update dev/run-python-flavor-tests.sh to run prophet tests like this commit: 0efd0ee?

[harupy]

LGTM!