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[ENH] pytorch forecasting adapter with Global Forecasting API #6228

Merged
merged 92 commits into from
Jun 21, 2024
Merged

[ENH] pytorch forecasting adapter with Global Forecasting API #6228

merged 92 commits into from
Jun 21, 2024

Commits on Mar 28, 2024

  1. pytorch-forecasting first draft

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 28, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 28, 2024
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Commits on Mar 29, 2024

  1. set None params to default value

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 29, 2024
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Commits on Mar 30, 2024

  1. convert X, y to TimeSeriesDataSet in fit

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 30, 2024
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Commits on Mar 31, 2024

  1. fix monotone_constaints is None

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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  2. add dataset_params

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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  3. add to_dataloader_params

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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  4. train validation split by max_prediction_length

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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  5. fix kwargs overwrite in model.from_dataset

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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  6. fix soft dependencies import error

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Mar 31, 2024
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Commits on Apr 1, 2024

  1. data convertion in predict

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 1, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 1, 2024
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  3. fix unsupported operand type(s) for |

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 1, 2024
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Commits on Apr 6, 2024

  1. fix kwargs loss after reset

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 6, 2024
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  2. fix output y name

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 6, 2024
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Commits on Apr 14, 2024

  1. add comments

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 14, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 14, 2024
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Commits on Apr 19, 2024

  1. rename GlobalBaseForecaster to BaseGlobalForecaster

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Apr 19, 2024
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Commits on May 5, 2024

  1. add global_forecaster tag

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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  2. add BaseGlobalForecaster to BASE_CLASS_REGISTER

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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  3. add TestAllGlobalForecasters

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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  4. BaseGlobalForecaster as an exception in test_inheritance

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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  5. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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  6. set _tags before init (add "global_forecaster" tag)

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 5, 2024
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Commits on May 8, 2024

  1. add capability:global_forecasting to PytorchForecastingTFT

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 8, 2024
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  2. fix global_forecasting check in base class

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 8, 2024
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  3. register capability:global_forecasting tag

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 8, 2024
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  4. test_global_forecasting_tag

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    Xinyu-Wu-0000 committed May 8, 2024
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  5. add pytorch-forecasting to pyproject.toml

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 8, 2024
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Commits on May 9, 2024

  1. test_pridect_signature

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    Xinyu-Wu-0000 committed May 9, 2024
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Commits on May 14, 2024

  1. fix empty param dict not work

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 14, 2024
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  2. fix no pd.Series support for y_inner_mtype

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 14, 2024
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  3. add requires_X tag for PytorchForecastingTFT

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 14, 2024
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Commits on May 15, 2024

  1. fix time index not integer error 

    pytorch-forecasting requires time index column to be integer
    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 15, 2024
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Commits on May 17, 2024

  1. add get_test_params for PytorchForecastingTFT

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 17, 2024
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  2. test_global_fit_predict_insample

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 17, 2024
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  3. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 17, 2024
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  4. fix soft dependencies in get_test_param

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 17, 2024
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Commits on May 20, 2024

  1. add target to time_varying_unknown_reals

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 20, 2024
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Commits on May 22, 2024

  1. add PytorchForecastingNBeats

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 22, 2024
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  2. big fix to support defferent input 

    fix X is None (Nbeats model can not handle X)
fix index names contain None
fix column names are not str type
fix just one timeseries
fix y type is pd.series
    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 22, 2024
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  3. Merge branch 'main' into global_pytorch_forecasting 

    solve conficts in pyproject.toml
    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 22, 2024
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Commits on May 23, 2024

  1. fix encoder length to long

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 23, 2024
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  2. fix absolute fh to max prediction length

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 23, 2024
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  3. fix x is pd.Series

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 23, 2024
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  4. add y to _vectorize in predict

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 23, 2024
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  5. dummy X for TFT if X is None

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 23, 2024
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Commits on May 27, 2024

  1. fix QuantileLoss not pass test_set_params

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 27, 2024
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  2. self._y in predict if y=None

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 27, 2024
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  3. capability:pred_int:insample

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 27, 2024
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Commits on May 29, 2024

  1. fix fh not continue

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 29, 2024
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  2. fix column name in _series_to_frame

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 29, 2024
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  3. fix overwrite self._X self._y

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 29, 2024
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  4. move global_forecasting tag check to the top

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 29, 2024
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  5. extend y and concat x

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 29, 2024
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Commits on May 30, 2024

  1. wordaround for max_prediction_length=1 problem in CI 

    The bug happens when the model try to log the validation, therefor, setting log_val_interval to -1 could avoid the error in CI. However users will still encouter the error if they try to log validation with  max_prediction_length=1.
    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 30, 2024
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  2. test_global_forecasting_multiindex_hier

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 30, 2024
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  3. test_global_forecasting_multiindex

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    Xinyu-Wu-0000 committed May 30, 2024
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  4. test_global_forecasting_series

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 30, 2024
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  5. test_global_forecasting_no_X

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    Xinyu-Wu-0000 committed May 30, 2024
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  6. Merge branch 'main' into global_pytorch_forecasting 

    resolve conflics in pyproject.toml
    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 30, 2024
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Commits on May 31, 2024

  1. add version constraint

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed May 31, 2024
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Commits on Jun 2, 2024

  1. clean fix

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 2, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 2, 2024
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Commits on Jun 3, 2024

  1. Merge branch 'main' into pr/6228

    @fkiraly
    fkiraly committed Jun 3, 2024
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  2. Update pytorchforecasting.py

    @fkiraly
    fkiraly committed Jun 3, 2024
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  3. Update forecasting.rst

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 3, 2024
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  4. Merge branch 'main' into pr/6228

    @fkiraly
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Commits on Jun 4, 2024

  1. fix for review by benHeid

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 4, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 4, 2024
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  3. [AUTOMATED] update CONTRIBUTORS.md

    @Xinyu-Wu-0000 @github-actions
    Xinyu-Wu-0000 authored and github-actions[bot] committed Jun 4, 2024
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Commits on Jun 7, 2024

  1. Merge branch 'main' into pr/6228

    @fkiraly
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  2. Merge branch 'global_pytorch_forecasting' of https://github.com/Xinyu… 

    …-Wu-0000/sktime into pr/6228
    @fkiraly
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Commits on Jun 10, 2024

  1. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 10, 2024
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Commits on Jun 11, 2024

  1. global forecast docstring in predict

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 11, 2024
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  2. improve CI test

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 11, 2024
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  3. add underscore to BaseGlobalForecaster

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 11, 2024
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  4. NotImplementedError for in sample predict

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 11, 2024
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  5. set tag dict explicitly

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 11, 2024
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Commits on Jun 12, 2024

  1. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 12, 2024
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  2. pd.Dataframe inner type

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 12, 2024
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  3. fix NaN in target column if fh is not continuous

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 12, 2024
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Commits on Jun 13, 2024

  1. fix FileNotFoundError in CI

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 13, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 13, 2024
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  3. Merge branch 'main' into pr/6228

    @fkiraly
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  4. Merge branch 'global_pytorch_forecasting' of https://github.com/Xinyu… 

    …-Wu-0000/sktime into pr/6228
    @fkiraly
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Commits on Jun 14, 2024

  1. fix non-continuous fh in extend_y

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 14, 2024
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  2. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 14, 2024
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Commits on Jun 15, 2024

  1. random log dir in CI

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 15, 2024
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Commits on Jun 19, 2024

  1. Merge branch 'main' into global_pytorch_forecasting

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 19, 2024
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Commits on Jun 20, 2024

  1. is_all_out_of_sample

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 20, 2024
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  2. fix no attribute '_random_log_dir'

    @Xinyu-Wu-0000
    Xinyu-Wu-0000 committed Jun 20, 2024
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