SUMIN/HuggingFace_transformer
1
0
Fork 0
Code Issues Pull Requests Actions 7 Packages Projects Releases Wiki Activity

time series forecasting model (#17965)

Browse Source 
* 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: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/__init__.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/__init__.py

Co-authored-by: NielsRogge <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: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: Sylvain 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: NielsRogge <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: NielsRogge <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: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: NielsRogge <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: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/configuration_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>

* Update src/transformers/models/time_series_transformer/modeling_time_series_transformer.py

Co-authored-by: Sylvain 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: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
Co-authored-by: NielsRogge <niels.rogge1@gmail.com>
Co-authored-by: Sylvain Gugger <35901082+sgugger@users.noreply.github.com>
This commit is contained in:
Kashif Rasul
2022-09-30 21:32:59 +02:00
committed by GitHub
parent cfb777f27c
commit 5cd16f01db
19 changed files with 2828 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
README.md
View File

@@ -375,6 +375,7 @@ Current number of checkpoints: ![](https://img.shields.io/endpoint?url=https://h
1. **[T5v1.1](https://huggingface.co/docs/transformers/model_doc/t5v1.1)** (from Google AI) released in the repository [google-research/text-to-text-transfer-transformer](https://github.com/google-research/text-to-text-transfer-transformer/blob/main/released_checkpoints.md#t511) by Colin Raffel and Noam Shazeer and Adam Roberts and Katherine Lee and Sharan Narang and Michael Matena and Yanqi Zhou and Wei Li and Peter J. Liu.
1. **[TAPAS](https://huggingface.co/docs/transformers/model_doc/tapas)** (from Google AI) released with the paper [TAPAS: Weakly Supervised Table Parsing via Pre-training](https://arxiv.org/abs/2004.02349) by Jonathan Herzig, Paweł Krzysztof Nowak, Thomas Müller, Francesco Piccinno and Julian Martin Eisenschlos.
1. **[TAPEX](https://huggingface.co/docs/transformers/model_doc/tapex)** (from Microsoft Research) released with the paper [TAPEX: Table Pre-training via Learning a Neural SQL Executor](https://arxiv.org/abs/2107.07653) by Qian Liu, Bei Chen, Jiaqi Guo, Morteza Ziyadi, Zeqi Lin, Weizhu Chen, Jian-Guang Lou.
1. **[Time Series Transformer](https://huggingface.co/docs/transformers/main/model_doc/time_series_transformer)** (from HuggingFace).
1. **[Trajectory Transformer](https://huggingface.co/docs/transformers/model_doc/trajectory_transformers)** (from the University of California at Berkeley) released with the paper [Offline Reinforcement Learning as One Big Sequence Modeling Problem](https://arxiv.org/abs/2106.02039) by Michael Janner, Qiyang Li, Sergey Levine
1. **[Transformer-XL](https://huggingface.co/docs/transformers/model_doc/transfo-xl)** (from Google/CMU) released with the paper [Transformer-XL: Attentive Language Models Beyond a Fixed-Length Context](https://arxiv.org/abs/1901.02860) by Zihang Dai*, Zhilin Yang*, Yiming Yang, Jaime Carbonell, Quoc V. Le, Ruslan Salakhutdinov.
1. **[TrOCR](https://huggingface.co/docs/transformers/model_doc/trocr)** (from Microsoft), released together with the paper [TrOCR: Transformer-based Optical Character Recognition with Pre-trained Models](https://arxiv.org/abs/2109.10282) by Minghao Li, Tengchao Lv, Lei Cui, Yijuan Lu, Dinei Florencio, Cha Zhang, Zhoujun Li, Furu Wei.