* time series forecasting with panel datasets
- integrate Temporal Fusion Transformer as a learner based on pytorchforecasting
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update model.py and test_forecast.py
- remove blank lines
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update model.py to prevent errors
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update automl.py and data.py
- change forecast task name
- update documentation for fit() method
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update test_forecast.py
- add performance test
- use 'fit_kwargs_by_estimator'
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* add time index function
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update test_forecast.py performance test
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update data.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update automl.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update data.py to prevent type error
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update for pytorch forecasting tft on panel datasets
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update automl.py documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* - rename estimator
- add 'gpu_per_trial' for tft estimator
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* include ts panel forecasting as an example
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update model.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update automl_time_series_forecast.ipynb
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* "weights_summary" argument deprecated and removed for pl.Trainer()
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update model.py tft estimator prediction method
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update model.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update `fit_kwargs` documentation
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* update automl.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* Skip transform
* Fix logic and docstring, add test
* Add period ending to skip_transform doc
* Add skip_transform to retrain_from_log method
* Update test/automl/test_classification.py
Co-authored-by: Xueqing Liu <liususan091219@users.noreply.github.com>
Co-authored-by: Xueqing Liu <liususan091219@users.noreply.github.com>
* FLAML_sample_size
* clean up
* starting_points as a list
* catch AssertionError
* per estimator sample size
* import
* per estimator min_sample_size
* Update flaml/automl.py
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* Update test/automl/test_warmstart.py
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* add warnings
* adding more tests
* fix a bug in validating starting points
* improve test
* revise test
* revise test
* documentation about custom_hp
* doc and efficiency
* update test
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* init value type match
* bump version to 1.0.6
* add a note about flaml version in notebook
* add note about mismatched ITER_HP
* catch SSLError when accessing OpenML data
* catch errors in autovw test
Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
* fix checkpoint naming + trial id for non-ray mode, fix the bug in running test mode, delete all the checkpoints in non-ray mode
* finished testing for checkpoint naming, delete checkpoint, ray, max iter = 1
* refactoring TransformersEstimator to support default and custom_hp
* handling starting_points not in search space
* addressing starting point more than max_iter
* fixing upper < lower bug
* fix a bug when using ray & update ray on aml
When using with_parameters(), the config argument must be the first argument in the trainable function.
* make training function runnable standalone
