• Kashif Rasul's avatar
    time series forecasting model (#17965) · 5cd16f01
    Kashif Rasul authored
    
    
    * initial files
    
    * initial model via cli
    
    * typos
    
    * make a start on the model config
    
    * ready with configuation
    
    * remove tokenizer ref.
    
    * init the transformer
    
    * added initial model forward to return dec_output
    
    * require gluonts
    
    * update dep. ver table and add as extra
    
    * fixed typo
    
    * add type for prediction_length
    
    * use num_time_features
    
    * use config
    
    * more config
    
    * typos
    
    * opps another typo
    
    * freq can be none
    
    * default via transformation is 1
    
    * initial transformations
    
    * fix imports
    
    * added transform_start_field
    
    * add helper to create pytorch dataloader
    
    * added inital val and test data loader
    
    * added initial distr head and loss
    
    * training working
    
    * remove TimeSeriesTransformerTokenizer
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * Update src/transformers/__init__.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/__init__.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * fixed copyright
    
    * removed docs
    
    * remove time series tokenizer
    
    * fixed docs
    
    * fix text
    
    * fix second
    
    * fix default
    
    * fix order
    
    * use config directly
    
    * undo change
    
    * fix comment
    
    * fix year
    
    * fix import
    
    * add additional arguments for training vs. test
    
    * initial greedy inference loop
    
    * fix inference
    
    * comment out token inputs to enc dec
    
    * Use HF encoder/decoder
    
    * fix inference
    
    * Use Seq2SeqTSModelOutput output
    
    * return Seq2SeqTSPredictionOutput
    
    * added default arguments
    
    * fix return_dict true
    
    * scale is a tensor
    
    * output static_features for inference
    
    * clean up some unused bits
    
    * fixed typo
    
    * set return_dict if none
    
    * call model once for both train/predict
    
    * use cache if future_target is none
    
    * initial generate func
    
    * generate arguments
    
    * future_time_feat is required
    
    * return SampleTSPredictionOutput
    
    * removed unneeded classes
    
    * fix when params is none
    
    * fix return dict
    
    * fix num_attention_heads
    
    * fix arguments
    
    * remove unused shift_tokens_right
    
    * add different dropout configs
    
    * implement FeatureEmbedder, Scaler and weighted_average
    
    * remove gluonts dependency
    
    * fix class names
    
    * avoid _variable names
    
    * remove gluonts dependency
    
    * fix imports
    
    * remove gluonts from configuration
    
    * fix docs
    
    * fixed typo
    
    * move utils to examples
    
    * add example requirements
    
    * config has no freq
    
    * initial run_ts_no_trainer
    
    * remove from ignore
    
    * fix output_attentions and removed unsued getters/setters
    
    * removed unsed tests
    
    * add dec seq len
    
    * add test_attention_outputs
    
    * set has_text_modality=False
    
    * add config attribute_map
    
    * make style
    
    * make fix-copies
    
    * add encoder_outputs to TimeSeriesTransformerForPrediction forward
    
    * Improve docs, add model to README
    
    * added test_forward_signature
    
    * More improvements
    
    * Add more copied from
    
    * Fix README
    
    * Fix remaining quality issues
    
    * updated encoder and decoder
    
    * fix generate
    
    * output_hidden_states and use_cache are optional
    
    * past key_values returned too
    
    * initialize weights of distribution_output module
    
    * fixed more tests
    
    * update test_forward_signature
    
    * fix return_dict outputs
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * removed commented out tests
    
    * added neg. bin and normal output
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * move to one line
    
    * Add docstrings
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * add try except for assert and raise
    
    * try and raise exception
    
    * fix the documentation formatting
    
    * fix assert call
    
    * fix docstring formatting
    
    * removed input_ids from DOCSTRING
    
    * Update input docstring
    
    * Improve variable names
    
    * Update order of inputs
    
    * Improve configuration
    
    * Improve variable names
    
    * Improve docs
    
    * Remove key_length from tests
    
    * Add extra docs
    
    * initial unittests
    
    * added test_inference_no_head test
    
    * added test_inference_head
    
    * add test_seq_to_seq_generation
    
    * make style
    
    * one line
    
    * assert mean prediction
    
    * removed comments
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    
    * fix order of args
    
    * make past_observed_mask optional as well
    
    * added Amazon license header
    
    * updated utils with new fieldnames
    
    * make style
    
    * cleanup
    
    * undo position of past_observed_mask
    
    * fix import
    
    * typo
    
    * more typo
    
    * rename example files
    
    * remove example for now
    
    * Update docs/source/en/_toctree.yml
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    
    * Update modeling_time_series_transformer.py
    
    fix style
    
    * fixed typo
    
    * fix typo and grammer
    
    * fix style
    Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
    Co-authored-by: default avatarNielsRogge <niels.rogge1@gmail.com>
    Co-authored-by: default avatarSylvain Gugger <35901082+sgugger@users.noreply.github.com>
    5cd16f01
_toctree.yml 15 KB