def test_pytorch_predictor_serde():
context_length = 20
prediction_length = 5
transformation = InstanceSplitter(
target_field=FieldName.TARGET,
is_pad_field=FieldName.IS_PAD,
start_field=FieldName.START,
forecast_start_field=FieldName.FORECAST_START,
instance_sampler=TestSplitSampler(),
past_length=context_length,
future_length=prediction_length,
)
pred_net = RandomNetwork(prediction_length=prediction_length,
context_length=context_length)
predictor = PyTorchPredictor(
prediction_length=prediction_length,
freq="1H",
input_names=["past_target"],
prediction_net=pred_net,
batch_size=16,
input_transform=transformation,
device=torch.device("cpu"),
)
with tempfile.TemporaryDirectory() as temp_dir:
predictor.serialize(Path(temp_dir))
predictor_exp = Predictor.deserialize(Path(temp_dir))
assert predictor == predictor_exp
def create_predictor(
self,
transformation: Transformation,
trained_network: nn.Module,
device: torch.device,
) -> Predictor:
prediction_splitter = self.create_instance_splitter("test")
prediction_network = SimpleFeedForwardPredictionNetwork(
num_hidden_dimensions=self.num_hidden_dimensions,
prediction_length=self.prediction_length,
context_length=self.context_length,
distr_output=self.distr_output,
batch_normalization=self.batch_normalization,
mean_scaling=self.mean_scaling,
num_parallel_samples=self.num_parallel_samples,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
)
def create_predictor(
self,
transformation: Transformation,
trained_network: nn.Module,
device: torch.device,
) -> Predictor:
prediction_network = NBEATSPredictionNetwork(
prediction_length=self.prediction_length,
context_length=self.context_length,
num_stacks=self.num_stacks,
widths=self.widths,
num_blocks=self.num_blocks,
num_block_layers=self.num_block_layers,
expansion_coefficient_lengths=self.expansion_coefficient_lengths,
sharing=self.sharing,
stack_types=self.stack_types,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
)
def test_pytorch_predictor_serde():
context_length = 20
prediction_length = 5
transformation = InstanceSplitter(
target_field=FieldName.TARGET,
is_pad_field=FieldName.IS_PAD,
start_field=FieldName.START,
forecast_start_field=FieldName.FORECAST_START,
train_sampler=ExpectedNumInstanceSampler(num_instances=1),
past_length=context_length,
future_length=prediction_length,
)
pred_net = RandomNetwork(
prediction_length=prediction_length, context_length=context_length
)
predictor = PyTorchPredictor(
prediction_length=prediction_length,
freq="1H",
input_names=["past_target"],
prediction_net=pred_net,
batch_size=16,
input_transform=transformation,
device=None,
)
with tempfile.TemporaryDirectory() as temp_dir:
predictor.serialize(Path(temp_dir))
predictor_exp = Predictor.deserialize(Path(temp_dir))
test_data = [
{
FieldName.START: pd.Timestamp("2020-01-01 00:00:00", freq="1H"),
FieldName.TARGET: np.random.uniform(size=(100,)).astype("f"),
}
for _ in range(20)
]
forecast = list(predictor.predict(test_data))
forecast_exp = list(predictor_exp.predict(test_data))
for f, f_exp in zip(forecast, forecast_exp):
assert np.allclose(f.samples, f_exp.samples)
def get_predictor(self, input_transform, batch_size=32, device=None):
return PyTorchPredictor(
prediction_length=self.prediction_length,
freq=self.freq,
input_names=["past_target"],
prediction_net=self,
batch_size=batch_size,
input_transform=input_transform,
forecast_generator=DistributionForecastGenerator(
self.distr_output),
device=None,
)
def create_predictor(
self,
transformation: Transformation,
module: DeepARLightningModule,
) -> PyTorchPredictor:
prediction_splitter = self._create_instance_splitter(module, "test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=PREDICTION_INPUT_NAMES,
prediction_net=module.model,
batch_size=self.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
)
def create_predictor(
self,
transformation: Transformation,
module: pl.LightningModule,
device: str = "cpu",
) -> PyTorchPredictor:
prediction_splitter = self._create_instance_splitter("test")
return PyTorchPredictor(
prediction_length=self.prediction_length,
freq=self.freq,
input_names=["past_target", "past_exog", "future_exog"],
prediction_net=module,
batch_size=self.batch_size,
input_transform=transformation + prediction_splitter,
device=device,
)
def create_predictor(
self,
transformation: Transformation,
trained_network: TemporalFusionTransformerTrainingNetwork,
device: torch.device,
) -> Predictor:
prediction_network = TemporalFusionTransformerPredictionNetwork(
context_length=self.context_length,
prediction_length=self.prediction_length,
variable_dim=self.variable_dim,
embed_dim=self.embed_dim,
num_heads=self.num_heads,
num_outputs=self.num_outputs,
dropout=self.dropout_rate,
d_past_feat_dynamic_real=_default_feat_args(
list(self.past_dynamic_feature_dims.values())),
c_past_feat_dynamic_cat=_default_feat_args(
list(self.past_dynamic_cardinalities.values())),
# +1 is for Age Feature
d_feat_dynamic_real=_default_feat_args(
[1] * (len(self.time_features) + 1) +
list(self.dynamic_feature_dims.values())),
c_feat_dynamic_cat=_default_feat_args(
list(self.dynamic_cardinalities.values())),
d_feat_static_real=_default_feat_args(
list(self.static_feature_dims.values()), ),
c_feat_static_cat=_default_feat_args(
list(self.static_cardinalities.values()), ),
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
forecast_generator=QuantileForecastGenerator(
quantiles=[str(q) for q in prediction_network.quantiles], ),
)
def create_predictor(
self,
transformation: Transformation,
trained_network: TransformerTempFlowTrainingNetwork,
device: torch.device,
) -> Predictor:
prediction_network = TransformerTempFlowPredictionNetwork(
input_size=self.input_size,
target_dim=self.target_dim,
num_heads=self.num_heads,
act_type=self.act_type,
d_model=self.d_model,
dim_feedforward_scale=self.dim_feedforward_scale,
num_encoder_layers=self.num_encoder_layers,
num_decoder_layers=self.num_decoder_layers,
history_length=self.history_length,
context_length=self.context_length,
prediction_length=self.prediction_length,
dropout_rate=self.dropout_rate,
cardinality=self.cardinality,
embedding_dimension=self.embedding_dimension,
lags_seq=self.lags_seq,
scaling=self.scaling,
flow_type=self.flow_type,
n_blocks=self.n_blocks,
hidden_size=self.hidden_size,
n_hidden=self.n_hidden,
conditioning_length=self.conditioning_length,
dequantize=self.dequantize,
num_parallel_samples=self.num_parallel_samples,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
)
def create_predictor(
self,
transformation: Transformation,
trained_network: TimeGradTrainingNetwork,
device: torch.device,
) -> Predictor:
prediction_network = TimeGradPredictionNetwork(
input_size=self.input_size,
target_dim=self.target_dim,
num_layers=self.num_layers,
num_cells=self.num_cells,
cell_type=self.cell_type,
history_length=self.history_length,
context_length=self.context_length,
prediction_length=self.prediction_length,
dropout_rate=self.dropout_rate,
cardinality=self.cardinality,
embedding_dimension=self.embedding_dimension,
diff_steps=self.diff_steps,
loss_type=self.loss_type,
beta_end=self.beta_end,
beta_schedule=self.beta_schedule,
residual_layers=self.residual_layers,
residual_channels=self.residual_channels,
dilation_cycle_length=self.dilation_cycle_length,
lags_seq=self.lags_seq,
scaling=self.scaling,
conditioning_length=self.conditioning_length,
num_parallel_samples=self.num_parallel_samples,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
)
def create_predictor(
self,
transformation: Transformation,
module,
) -> PyTorchPredictor:
prediction_splitter = self._create_instance_splitter(module, "test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=PREDICTION_INPUT_NAMES,
prediction_net=module.model,
forecast_generator=DistributionForecastGenerator(
self.distr_output),
batch_size=self.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=torch.device(
"cuda" if torch.cuda.is_available() else "cpu"),
)
def create_predictor(
self,
transformation: Transformation,
trained_network: DeepVARTrainingNetwork,
device: torch.device,
) -> Predictor:
prediction_network = DeepVARPredictionNetwork(
input_size=self.input_size,
target_dim=self.target_dim,
num_parallel_samples=self.num_parallel_samples,
num_layers=self.num_layers,
num_cells=self.num_cells,
cell_type=self.cell_type,
history_length=self.history_length,
context_length=self.context_length,
prediction_length=self.prediction_length,
distr_output=self.distr_output,
dropout_rate=self.dropout_rate,
cardinality=self.cardinality,
embedding_dimension=self.embedding_dimension,
lags_seq=self.lags_seq,
scaling=self.scaling,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.prediction_length,
device=device,
output_transform=self.output_transform,
)
def create_predictor(
self,
transformation: Transformation,
trained_network: LSTNetTrain,
device: torch.device,
) -> PyTorchPredictor:
prediction_network = LSTNetPredict(
num_series=self.num_series,
channels=self.channels,
kernel_size=self.kernel_size,
rnn_cell_type=self.rnn_cell_type,
rnn_num_cells=self.rnn_num_cells,
skip_rnn_cell_type=self.skip_rnn_cell_type,
skip_rnn_num_cells=self.skip_rnn_num_cells,
skip_size=self.skip_size,
ar_window=self.ar_window,
context_length=self.context_length,
horizon=self.horizon,
prediction_length=self.prediction_length,
dropout_rate=self.dropout_rate,
output_activation=self.output_activation,
scaling=self.scaling,
).to(device)
copy_parameters(trained_network, prediction_network)
input_names = get_module_forward_input_names(prediction_network)
prediction_splitter = self.create_instance_splitter("test")
return PyTorchPredictor(
input_transform=transformation + prediction_splitter,
input_names=input_names,
prediction_net=prediction_network,
batch_size=self.trainer.batch_size,
freq=self.freq,
prediction_length=self.horizon or self.prediction_length,
device=device,
)