Forecasting docs #442
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Forecasting docs #442
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* new target scaler, allow NoNorm for MLP Encpder * allow sampling full sequences * integrate SeqBuilder to SequenceCollector * restore SequenceBuilder to reduce memory usage * move scaler to network * lag sequence * merge encoder and decoder as a single pipeline * faster lag_seq builder * maint * new init, faster DeepAR inference in trainer * more losses types * maint * new Transformer models, allow RNN to do deepAR inference * maint * maint * maint * maint * reduced search space for Transformer * reduced init design * maint * maint * maint * maint * faster forecasting * maint * allow singel fidelity * maint * fix budget num_seq * faster sampler and lagger * maint * maint * maint deepAR * maint * maint * cross validation * allow holdout for smaller datasets * smac4ac to smac4hpo * maint * maint * allow to change decoder search space * more resampling strategy, more options for MLP * reduced NBEATS * subsampler for val loader * rng for dataloader sampler * maint * remove generator as it cannot be pickled * allow lower fidelity to evaluate less test instances * fix dummy forecastro isues * maint * add gluonts as requirement * more data for val set for larger dataset * maint * maint * fix nbeats decoder * new dataset interface * resolve conflict * maint * allow encoder to receive input from different sources * multi blocks hp design * maint * correct hp updates * first trial on nested conjunction * maint * fit for deep AR model (needs to be reverted when the issue in ConfigSpace is fixed!!!) * adjust backbones to fit new structure * further API changes * tft temporal fusion decoder * construct network * cells for networks * forecasting backbones * maint * maint * move tft layer to backbone * maint * quantile loss * maint * maint * maint * maint * maint * maint * forecasting init configs * add forbidden * maint * maint * maint * remove shift data * maint * maint * copy dataset_properties for each refit iteration * maint and new init * Tft forecating with features (automl#6) * time feature transform * tft with time-variing features * transform features allowed for all architecture * repair mask for temporal fusion layer * maint * fix loss computation in QuantileLoss * fixed scaler computation * maint * fix dataset * adjust window_size to seasonality * maint scaling * fix uncorrect Seq2Seq scaling * fix sampling for seq2seq * maint * fix scaling in NBEATS * move time feature computation to dataset * maint * fix feature computation * maint * multi-variant feature validator * maint * validator for multi-variant series * feature validator * multi-variant datasets * observed targets * stucture adjustment * refactory ts tasks and preprocessing * allow nan in targets * preprocessing for time series * maint * forecasting pipeline * maint * embedding and maint * move targets to the tail of the features * maint * static features * adjsut scaler to static features * remove static features from forward dict * test transform * maint * test sets * adjust dataset to allow future known features * maint * maint * flake8 * synchronise with development * recover timeseries * maint * maint * limit memory usage tae * revert test api * test for targets * not allow sparse forecasting target * test for data validator * test for validations * test on TimeSeriesSequence * maint * test for resampling * test for dataset 1 * test for datasets * test on tae * maint * all evaluator to evalaute test sets * tests on losses * test for metrics * forecasting preprocessing * maint * finish test for preprocessing * test for data loader * tests for dataloader * maint * test for target scaling 1 * test for target scaer * test for training loss * maint * test for network backbone * test for backbone base * test for flat encoder * test for seq encoder * test for seqencoder * maint * test for recurrent decoders * test for network * maint * test for architecture * test for pipelines * fixed sampler * maint sampler * resolve conflict between embedding and net encoder * fix scaling * allow transform for test dataloader * maint dataloader * fix updates * fix dataset * tests on api, initial design on multi-variant * maint * fix dataloader * move test with for loop to unittest.subtest * flake 8 and update requirement * mypy * validator for pd dataframe * allow series idx for api * maint * examples for forecasting * fix mypy * properly memory limitation for forecasting example * fix pre-commit * maint dataloader * remove unused auto-regressive arguments * fix pre-commit * maint * maint mypy * mypy!!! * pre-commit * mypyyyyyyyyyyyyyyyyyyyyyyyy * maint * move forcasting requirements to extras_require * bring eval_test to tae * make rh2epm consistent with SMAC4HPO * remove smac4ac from smbo * revert changes in network * revert changes in trainer * revert format changes * move constant_forecasting to constatn * additional annotate for base pipeline * move forecasting check to tae * maint time series refit dataset * fix test * workflow for extra requirements * docs for time series dataset * fix pre-commit * docs for dataset * maint docstring * merge target scaler to one file * fix forecasting init cfgs * remove redudant pipeline configs * maint * SMAC4HPO instead of SMAC4AC in smbo (will be reverted further if study shows that SMAC4HPO is superior to SMAC4AC) * fixed docstrign for RNN and Transformer Decoder * uniformed docstrings for smbo and base task * correct encoder to decoder in decoder.init * fix doc strings * add license and docstrings for NBEATS heads * allow memory limit to be None * relax test load for forecasting * fix docs * fix pre-commit * make test compatible with py37 * maint docstring * split forecasting_eval_train_function from eval_train_function * fix namespace for test_api from train_evaluator to tae * maint test api for forecasting * decrease number of ensemble size of test_time_series_forecasting to reduce test time * flatten all the prediction for forecasting pipelines * pre-commit fix * fix docstrings and typing * maint time series dataset docstrings * maint warning message in time_series_forecasting_train_evaluator * fix lines that are overlength Co-authored-by: NHML23117 <nhmldeng@login03.css.lan> Co-authored-by: Deng Difan <deng@p200300cd070f1f50dabbc1fffe9c6aa9.dip0.t-ipconnect.de>
This reverts commit 12650c5.
Codecov Report
@@ Coverage Diff @@
## development #442 +/- ##
===============================================
+ Coverage 83.90% 85.57% +1.66%
===============================================
Files 175 230 +55
Lines 10259 16237 +5978
Branches 1766 2996 +1230
===============================================
+ Hits 8608 13895 +5287
- Misses 1144 1510 +366
- Partials 507 832 +325
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Description
This PR adds documentation for Forecasting tasks that aims at solving #438