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[ENH] Add optimizer param for neuralforecast models #6235

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merged 13 commits into from Apr 14, 2024
Merged

[ENH] Add optimizer param for neuralforecast models #6235

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acb271e
Add optimizer param for neuralforecast models
pranavvp16 Mar 29, 2024
0075fc0
update neuralforecast version and fix failing tests in CI
pranavvp16 Mar 30, 2024
93e6ccb
Handler params according to neuralforecast version
pranavvp16 Mar 31, 2024
fe8147d
Replace warning with sktime util
pranavvp16 Apr 3, 2024
1e558e9
Fix merge conflicts
pranavvp16 Apr 8, 2024
54fcd86
Merge branch 'main' into neuralforcast
pranavvp16 Apr 8, 2024
d8476d4
Add refernces to optimizers in docs
pranavvp16 Apr 9, 2024
e66becb
Check params with default values for filter
pranavvp16 Apr 10, 2024
49de3f1
Merge branch 'main' into pr/6235
fkiraly Apr 11, 2024
a6eb43a
Merge branch 'sktime:main' into neuralforcast
pranavvp16 Apr 12, 2024
757b9c7
Log warning for invalid trainer params
pranavvp16 Apr 12, 2024
3240d0f
Update get_test_params
pranavvp16 Apr 13, 2024
a4f8382
Merge branch 'sktime:main' into neuralforcast
pranavvp16 Apr 13, 2024
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14 changes: 6 additions & 8 deletions sktime/forecasting/neuralforecast.py
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Expand Up @@ -3,8 +3,6 @@
import functools
import typing

from torch import optim

from sktime.forecasting.base.adapters._neuralforecast import _NeuralForecastAdapter
from sktime.utils.validation._dependencies import _check_soft_dependencies

Expand Down Expand Up @@ -95,7 +93,7 @@ class NeuralForecastRNN(_NeuralForecastAdapter):
workers to be used by ``TimeSeriesDataLoader``
drop_last_loader : bool (default=False)
whether ``TimeSeriesDataLoader`` drops last non-full batch
optimizer : torch.optim.Optimizer (default=None)
optimizer : pytorch optimizer (default=None)
optimizer to use for training, if passed with None defaults to Adam
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optimizer_kwargs : dict (default=None)
dict of parameters to pass to the user defined optimizer
Expand Down Expand Up @@ -163,7 +161,7 @@ class NeuralForecastRNN(_NeuralForecastAdapter):
# inherited from _NeuralForecastAdapter
# estimator type
# --------------
"python_dependencies": ["neuralforecast>=1.6.4"],
"python_dependencies": ["neuralforecast>=1.7.0"],
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}

def __init__(
Expand Down Expand Up @@ -198,7 +196,7 @@ def __init__(
random_seed=1,
num_workers_loader=0,
drop_last_loader=False,
optimizer: optim.Optimizer = None,
optimizer=None,
optimizer_kwargs: dict = None,
trainer_kwargs: typing.Optional[dict] = None,
):
Expand Down Expand Up @@ -464,7 +462,7 @@ class NeuralForecastLSTM(_NeuralForecastAdapter):
workers to be used by `TimeSeriesDataLoader`
drop_last_loader : bool (default=False)
whether `TimeSeriesDataLoader` drops last non-full batch
optimizer : torch.optim.Optimizer (default=None)
optimizer : pytorch-optimizer (default=None)
optimizer to use for training, if passed with None defaults to Adam
optimizer_kwargs : dict (default=None)
dict of parameters to pass to the user defined optimizer
Expand Down Expand Up @@ -528,7 +526,7 @@ class NeuralForecastLSTM(_NeuralForecastAdapter):
# inherited from _NeuralForecastAdapter
# estimator type
# --------------
"python_dependencies": ["neuralforecast>=1.6.4"],
"python_dependencies": ["neuralforecast>=1.7.0"],
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}

def __init__(
Expand Down Expand Up @@ -562,7 +560,7 @@ def __init__(
random_seed=1,
num_workers_loader=0,
drop_last_loader=False,
optimizer: optim.Optimizer = None,
optimizer=None,
optimizer_kwargs: dict = None,
trainer_kwargs: typing.Optional[dict] = None,
):
Expand Down