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[ENH] Adapter for DARTS #1624
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Which model do you want to use that are not in |
Hi @aiwalter There are many that are not there in |
Also, I will be happy to add this to |
@ngupta23, the main point is that you
There should probably be a more descriptive warning for implementers of methods here. |
Perhaps more concretely, what I'd suggest:
|
Hi @fkiraly , Thank you for the suggestions. It works after I make the changes per your suggestion. Working Gist here One followup question. Deep learning models can take additional arguments in # https://github.com/unit8co/darts/blob/master/examples/08-NBEATS-examples.ipynb
model_nbeats.fit(train, val_series=val, verbose=True)
# https://github.com/unit8co/darts/blob/master/examples/05-RNN-examples.ipynb
model_rnn.fit(
train_transformed,
future_covariates=covariates,
val_series=val_transformed,
val_future_covariates=covariates,
verbose=True
) Would it be possible for sktime |
Unfortunately no, that would require a major API change and would "break" the unified interface pattern that half the world relies on... it's really a strong requirement that you can switch out different algorithms and the usage is absolutely identical as long as it is the same kind of algorithm (e.g., forecaster). Like a power plug. Lack of a unified interface like this is one of the major design issues with DARTS currently, it's quite inhomogenous... However, in interfacing from
In the example of nbeats: I believe it expects you to split your series into In the rnn model, you can do the same: |
additionally, since these are neural networks, you may think about extra methods or attributes that users can query for summaries, such as learning curves or validation losses. |
@ngupta23, how is it going? Let me know if the neural networks give you trouble, happy to have a look. |
Hi @fkiraly , Thanks for the feedback. I have not had a chance to evaluate this further. I think some collaborative effort here between sktime and pycaret would be good. Would you be open to adding this adapter in I would be happy to do the work on this and contribute this adapter to sktime (with guidance from you and others). Please let me know. Thanks! |
Hey, yes, adding an adapter sounds like a good idea. One complication is to avoid adding a dependency on the deep-learning frameworks. But it seems like darts is separate out different sets of dependencies already. |
Any progress about this issue? It would be awesome to have some deep learning models of darts while waiting sktime-dl integration. |
@ilkersigirci I have not done any work on this beyond my initial investigation (notebook in #1624 (comment)). If anyone is available to pick this up, please feel free to do so. Thanks! |
@ngupta23 Thanks, I might look into it since I am trying to use sktime with deep learning models |
Excellent, thanks, @ilkersigirci! Here's the how-to of implementing new estimators. |
@ngupta23 I implemented a custom Adapter for Nbeats with Darts as I needed one for the replication of an experiment. It should be easy to change it to any other darts model, and it can also be generalized. I can have a look into contributing it properly to sktime after September if it has not been done until then. |
Sure, that would be great! Thanks |
NICE! We would much appreciate a PR, @MBristle! |
You could make a draft PR with your raw code, if someone else wants to pick up the "generalization" work? @yarnabrina in particular has written or refactored the adapters for |
I'll start to work on this issue as per the conversation we had here #6381 (comment) |
Is your feature request related to a problem? Please describe.
Currently models from DARTS are not supported in sktime.
Describe the solution you'd like
Since the DARTS models use a unified fit, predict format, it may be beneficial to have a DARTS adapter built into
sktime
. The catch seems to be that DARTS works on a proprietary format of data (TimeSeries
), so the adapter will need to handle the conversion fromTimeSeries
to pd.Series and vice versa.Describe alternatives you've considered
I tried creating the adapter outside of sktime. It trains OK, but the prediction does not work. Not sure what the issue is. Can someone help out please?
Notebook with DARTS adapter
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