Fix/ loading metrics and loss in load_from_checkpoint (#1759)

* fix: loss_fn and torch_metrics are properly restored when calling laoding_from_checkpoint()

* fix: moved fix to the PL on_save/on_load methods instead of load_from_checkpoint()

* fix: address reviewer comments, loss and metrics objects are saved in the constructor

* update changelog

---------

Co-authored-by: Dennis Bader <dennis.bader@gmx.ch>

CHANGELOG.md

@@ -11,6 +11,7 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
 
 **Improved**
 - Added support for `PathLike` to the `save()` and `load()` functions of `ForecastingModel`. [#1754](https://github.com/unit8co/darts/pull/1754) by [Simon Sudrich](https://github.com/sudrich).
+- Fixed an issue with `TorchForecastingModel.load_from_checkpoint()` not properly loading the loss function and metrics. [#1749](https://github.com/unit8co/darts/pull/1749) by [Antoine Madrona](https://github.com/madtoinou).
 
 **Fixed**
 - Fixed an issue not considering original component names for `TimeSeries.plot()` when providing a label prefix. [#1783](https://github.com/unit8co/darts/pull/1783) by [Simon Sudrich](https://github.com/sudrich).

darts/models/forecasting/pl_forecasting_module.py

@@ -88,8 +88,7 @@ def __init__(
         super().__init__()
 
         # save hyper parameters for saving/loading
-        # do not save type nn.Module params
-        self.save_hyperparameters(ignore=["loss_fn", "torch_metrics"])
+        self.save_hyperparameters()
 
         raise_if(
             input_chunk_length is None or output_chunk_length is None,
@@ -116,19 +115,8 @@ def __init__(
             dict() if lr_scheduler_kwargs is None else lr_scheduler_kwargs
         )
 
-        if torch_metrics is None:
-            torch_metrics = torchmetrics.MetricCollection([])
-        elif isinstance(torch_metrics, torchmetrics.Metric):
-            torch_metrics = torchmetrics.MetricCollection([torch_metrics])
-        elif isinstance(torch_metrics, torchmetrics.MetricCollection):
-            pass
-        else:
-            raise_log(
-                AttributeError(
-                    "`torch_metrics` only accepts type torchmetrics.Metric or torchmetrics.MetricCollection"
-                ),
-                logger,
-            )
+        # convert torch_metrics to torchmetrics.MetricCollection
+        torch_metrics = self.configure_torch_metrics(torch_metrics)
         self.train_metrics = torch_metrics.clone(prefix="train_")
         self.val_metrics = torch_metrics.clone(prefix="val_")
 
@@ -425,6 +413,26 @@ def epochs_trained(self):
 
         return current_epoch
 
+    @staticmethod
+    def configure_torch_metrics(
+        torch_metrics: Union[torchmetrics.Metric, torchmetrics.MetricCollection]
+    ) -> torchmetrics.MetricCollection:
+        """process the torch_metrics parameter."""
+        if torch_metrics is None:
+            torch_metrics = torchmetrics.MetricCollection([])
+        elif isinstance(torch_metrics, torchmetrics.Metric):
+            torch_metrics = torchmetrics.MetricCollection([torch_metrics])
+        elif isinstance(torch_metrics, torchmetrics.MetricCollection):
+            pass
+        else:
+            raise_log(
+                AttributeError(
+                    "`torch_metrics` only accepts type torchmetrics.Metric or torchmetrics.MetricCollection"
+                ),
+                logger,
+            )
+        return torch_metrics
+
 
 class PLPastCovariatesModule(PLForecastingModule, ABC):
     def _produce_train_output(self, input_batch: Tuple):

darts/models/forecasting/torch_forecasting_model.py

@@ -1682,6 +1682,7 @@ def load_from_checkpoint(
         logger.info(f"loading {file_name}")
 
         model.model = model._load_from_checkpoint(file_path, **kwargs)
+
         # restore _fit_called attribute, set to False in load() if no .ckpt is found/provided
         model._fit_called = True
         model.load_ckpt_path = file_path

darts/tests/models/forecasting/test_torch_forecasting_model.py

@@ -16,6 +16,7 @@
 
 try:
     import torch
+    from pytorch_lightning.loggers.logger import DummyLogger
     from pytorch_lightning.tuner.lr_finder import _LRFinder
     from torchmetrics import (
         MeanAbsoluteError,
@@ -471,6 +472,63 @@ def test_load_weights(self):
                 f"respectively {retrained_mape} and {original_mape}",
             )
 
+        def test_load_from_checkpoint_w_custom_loss(self):
+            model_name = "pretraining_custom_loss"
+            # model with a custom loss
+            model = RNNModel(
+                12,
+                "RNN",
+                5,
+                1,
+                n_epochs=1,
+                work_dir=self.temp_work_dir,
+                model_name=model_name,
+                save_checkpoints=True,
+                force_reset=True,
+                loss_fn=torch.nn.L1Loss(),
+            )
+            model.fit(self.series)
+
+            loaded_model = RNNModel.load_from_checkpoint(
+                model_name, self.temp_work_dir, best=False
+            )
+            # custom loss function should be properly restored from ckpt
+            self.assertTrue(isinstance(loaded_model.model.criterion, torch.nn.L1Loss))
+
+            loaded_model.fit(self.series, epochs=2)
+            # calling fit() should not impact the loss function
+            self.assertTrue(isinstance(loaded_model.model.criterion, torch.nn.L1Loss))
+
+        def test_load_from_checkpoint_w_metrics(self):
+            model_name = "pretraining_metrics"
+            # model with one torch_metrics
+            model = RNNModel(
+                12,
+                "RNN",
+                5,
+                1,
+                n_epochs=1,
+                work_dir=self.temp_work_dir,
+                model_name=model_name,
+                save_checkpoints=True,
+                force_reset=True,
+                torch_metrics=MeanAbsolutePercentageError(),
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
+            )
+            model.fit(self.series)
+            # check train_metrics before loading
+            self.assertTrue(isinstance(model.model.train_metrics, MetricCollection))
+            self.assertEqual(len(model.model.train_metrics), 1)
+
+            loaded_model = RNNModel.load_from_checkpoint(
+                model_name, self.temp_work_dir, best=False
+            )
+            # custom loss function should be properly restored from ckpt torchmetrics.Metric
+            self.assertTrue(
+                isinstance(loaded_model.model.train_metrics, MetricCollection)
+            )
+            self.assertEqual(len(loaded_model.model.train_metrics), 1)
+
         def test_optimizers(self):
 
             optimizers = [
@@ -531,17 +589,39 @@ def test_metrics(self):
             )
 
             # test single metric
-            model = RNNModel(12, "RNN", 10, 10, n_epochs=1, torch_metrics=metric)
+            model = RNNModel(
+                12,
+                "RNN",
+                10,
+                10,
+                n_epochs=1,
+                torch_metrics=metric,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
+            )
             model.fit(self.series)
 
             # test metric collection
             model = RNNModel(
-                12, "RNN", 10, 10, n_epochs=1, torch_metrics=metric_collection
+                12,
+                "RNN",
+                10,
+                10,
+                n_epochs=1,
+                torch_metrics=metric_collection,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
             )
             model.fit(self.series)
 
             # test multivariate series
-            model = RNNModel(12, "RNN", 10, 10, n_epochs=1, torch_metrics=metric)
+            model = RNNModel(
+                12,
+                "RNN",
+                10,
+                10,
+                n_epochs=1,
+                torch_metrics=metric,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
+            )
             model.fit(self.multivariate_series)
 
         def test_metrics_w_likelihood(self):
@@ -559,6 +639,7 @@ def test_metrics_w_likelihood(self):
                 n_epochs=1,
                 likelihood=GaussianLikelihood(),
                 torch_metrics=metric,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
             )
             model.fit(self.series)
 
@@ -571,6 +652,7 @@ def test_metrics_w_likelihood(self):
                 n_epochs=1,
                 likelihood=GaussianLikelihood(),
                 torch_metrics=metric_collection,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
             )
             model.fit(self.series)
 
@@ -583,6 +665,7 @@ def test_metrics_w_likelihood(self):
                 n_epochs=1,
                 likelihood=GaussianLikelihood(),
                 torch_metrics=metric_collection,
+                pl_trainer_kwargs={"logger": DummyLogger(), "log_every_n_steps": 1},
             )
             model.fit(self.multivariate_series)