* Initial commit of PatchTST model classes
Co-authored-by: Phanwadee Sinthong <phsinthong@gmail.com>
Co-authored-by: Nam Nguyen <namctin@gmail.com>
Co-authored-by: Vijay Ekambaram <vijaykr.e@gmail.com>
Co-authored-by: Ngoc Diep Do <55230119+diepi@users.noreply.github.com>
Co-authored-by: Wesley Gifford <79663411+wgifford@users.noreply.github.com>
* Add PatchTSTForPretraining
* update to include classification
Co-authored-by: Phanwadee Sinthong <phsinthong@gmail.com>
Co-authored-by: Nam Nguyen <namctin@gmail.com>
Co-authored-by: Vijay Ekambaram <vijaykr.e@gmail.com>
Co-authored-by: Ngoc Diep Do <55230119+diepi@users.noreply.github.com>
Co-authored-by: Wesley Gifford <79663411+wgifford@users.noreply.github.com>
* clean up auto files
* Add PatchTSTForPrediction
* Fix relative import
* Replace original PatchTSTEncoder with ChannelAttentionPatchTSTEncoder
* temporary adding absolute path + add PatchTSTForForecasting class
* Update base PatchTSTModel + Unittest
* Update ForecastHead to use the config class
* edit cv_random_masking, add mask to model output
* Update configuration_patchtst.py
* add masked_loss to the pretraining
* add PatchEmbeddings
* Update configuration_patchtst.py
* edit loss which considers mask in the pretraining
* remove patch_last option
* Add commits from internal repo
* Update ForecastHead
* Add model weight initilization + unittest
* Update PatchTST unittest to use local import
* PatchTST integration tests for pretraining and prediction
* Added PatchTSTForRegression + update unittest to include label generation
* Revert unrelated model test file
* Combine similar output classes
* update PredictionHead
* Update configuration_patchtst.py
* Add Revin
* small edit to PatchTSTModelOutputWithNoAttention
* Update modeling_patchtst.py
* Updating integration test for forecasting
* Fix unittest after class structure changed
* docstring updates
* change input_size to num_input_channels
* more formatting
* Remove some unused params
* Add a comment for pretrained models
* add channel_attention option
add channel_attention option and remove unused positional encoders.
* Update PatchTST models to use HF's MultiHeadAttention module
* Update paper + github urls
* Fix hidden_state return value
* Update integration test to use PatchTSTForForecasting
* Adding dataclass decorator for model output classes
* Run fixup script
* Rename model repos for integration test
* edit argument explanation
* change individual option to shared_projection
* style
* Rename integration test + import cleanup
* Fix outpu_hidden_states return value
* removed unused mode
* added std, mean and nops scaler
* add initial distributional loss for predition
* fix typo in docs
* add generate function
* formatting
* add num_parallel_samples
* Fix a typo
* copy weighted_average function, edit PredictionHead
* edit PredictionHead
* add distribution head to forecasting
* formatting
* Add generate function for forecasting
* Add generate function to prediction task
* formatting
* use argsort
* add past_observed_mask ordering
* fix arguments
* docs
* add back test_model_outputs_equivalence test
* formatting
* cleanup
* formatting
* use ACT2CLS
* formatting
* fix add_start_docstrings decorator
* add distribution head and generate function to regression task
add distribution head and generate function to regression task. Also made add PatchTSTForForecastingOutput, PatchTSTForRegressionOutput.
* add distribution head and generate function to regression task
add distribution head and generate function to regression task. Also made add PatchTSTForForecastingOutput, PatchTSTForRegressionOutput.
* fix typos
* add forecast_masking
* fixed tests
* use set_seed
* fix doc test
* formatting
* Update docs/source/en/model_doc/patchtst.md
Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
* better var names
* rename PatchTSTTranspose
* fix argument names and docs string
* remove compute_num_patches and unused class
* remove assert
* renamed to PatchTSTMasking
* use num_labels for classification
* use num_labels
* use default num_labels from super class
* move model_type after docstring
* renamed PatchTSTForMaskPretraining
* bs -> batch_size
* more review fixes
* use hidden_state
* rename encoder layer and block class
* remove commented seed_number
* edit docstring
* Add docstring
* formatting
* use past_observed_mask
* doc suggestion
* make fix-copies
* use Args:
* add docstring
* add docstring
* change some variable names and add PatchTST before some class names
* formatting
* fix argument types
* fix tests
* change x variable to patch_input
* format
* formatting
* fix-copies
* Update tests/models/patchtst/test_modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* move loss to forward
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* formatting
* fix a bug when pre_norm is set to True
* output_hidden_states is set to False as default
* set pre_norm=True as default
* format docstring
* format
* output_hidden_states is None by default
* add missing docs
* better var names
* docstring: remove default to False in output_hidden_states
* change labels name to target_values in regression task
* format
* fix tests
* change to forecast_mask_ratios and random_mask_ratio
* change mask names
* change future_values to target_values param in the prediction class
* remove nn.Sequential and make PatchTSTBatchNorm class
* black
* fix argument name for prediction
* add output_attentions option
* add output_attentions to PatchTSTEncoder
* formatting
* Add attention output option to all classes
* Remove PatchTSTEncoderBlock
* create PatchTSTEmbedding class
* use config in PatchTSTPatchify
* Use config in PatchTSTMasking class
* add channel_attn_weights
* Add PatchTSTScaler class
* add output_attentions arg to test function
* format
* Update doc with image patchtst.md
* fix-copies
* rename Forecast <-> Prediction
* change name of a few parameters to match with PatchTSMixer.
* Remove *ForForecasting class to match with other time series models.
* make style
* Remove PatchTSTForForecasting in the test
* remove PatchTSTForForecastingOutput class
* change test_forecast_head to test_prediction_head
* style
* fix docs
* fix tests
* change num_labels to num_targets
* Remove PatchTSTTranspose
* remove arguments in PatchTSTMeanScaler
* remove arguments in PatchTSTStdScaler
* add config as an argument to all the scaler classes
* reformat
* Add norm_eps for batchnorm and layernorm
* reformat.
* reformat
* edit docstring
* update docstring
* change variable name pooling to pooling_type
* fix output_hidden_states as tuple
* fix bug when calling PatchTSTBatchNorm
* change stride to patch_stride
* create PatchTSTPositionalEncoding class and restructure the PatchTSTEncoder
* formatting
* initialize scalers with configs
* edit output_hidden_states
* style
* fix forecast_mask_patches doc string
---------
Co-authored-by: Gift Sinthong <gift.sinthong@ibm.com>
Co-authored-by: Nam Nguyen <namctin@gmail.com>
Co-authored-by: Vijay Ekambaram <vijaykr.e@gmail.com>
Co-authored-by: Ngoc Diep Do <55230119+diepi@users.noreply.github.com>
Co-authored-by: Wesley Gifford <79663411+wgifford@users.noreply.github.com>
Co-authored-by: Wesley M. Gifford <wmgifford@us.ibm.com>
Co-authored-by: nnguyen <nnguyen@us.ibm.com>
Co-authored-by: Ngoc Diep Do <diiepy@gmail.com>
Co-authored-by: Kashif Rasul <kashif.rasul@gmail.com>
Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
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