Model serialization (#8)

* wip: serialization ran successfully

* wip: deserialization ran successfully

* wip: deepar serialization

pts/feature/time_feature.py

@@ -4,11 +4,12 @@ from typing import List
 import numpy as np
 import pandas as pd
 from pandas.tseries.frequencies import to_offset
-
+from pts.core.component import validated
 from .utils import get_granularity
 
 
 class TimeFeature(ABC):
+    @validated()
     def __init__(self, normalized: bool = True):
         self.normalized = normalized
 

pts/transform/convert.py

@@ -19,8 +19,7 @@ from scipy.special import erf, erfinv
 import torch
 
 from pts.exception import assert_pts
-from pts.dataset import DataEntry
-
+from pts.core.component import validated
 from pts.dataset import DataEntry
 
 from .transform import (
@@ -42,7 +41,7 @@ class AsNumpyArray(SimpleTransformation):
     dtype
         numpy dtype to use.
     """
-
+    @validated()
     def __init__(
         self, field: str, expected_ndim: int, dtype: np.dtype = np.float32
     ) -> None:
@@ -86,7 +85,7 @@ class ExpandDimArray(SimpleTransformation):
     axis
         Axis to expand (see np.expand_dims for details)
     """
-
+    @validated()
     def __init__(self, field: str, axis: Optional[int] = None) -> None:
         self.field = field
         self.axis = axis
@@ -112,7 +111,7 @@ class VstackFeatures(SimpleTransformation):
     drop_inputs
         If set to true the input fields will be dropped.
     """
-
+    @validated()
     def __init__(
         self, output_field: str, input_fields: List[str], drop_inputs: bool = True,
     ) -> None:
@@ -148,7 +147,7 @@ class ConcatFeatures(SimpleTransformation):
     drop_inputs
         If set to true the input fields will be dropped.
     """
-
+    @validated()
     def __init__(
         self, output_field: str, input_fields: List[str], drop_inputs: bool = True,
     ) -> None:
@@ -180,7 +179,7 @@ class SwapAxes(SimpleTransformation):
     axes
         Axes to use
     """
-
+    @validated()
     def __init__(self, input_fields: List[str], axes: Tuple[int, int]) -> None:
         self.input_fields = input_fields
         self.axis1, self.axis2 = axes
@@ -215,7 +214,7 @@ class ListFeatures(SimpleTransformation):
     drop_inputs
         If true the input fields will be removed from the result.
     """
-
+    @validated()
     def __init__(
         self, output_field: str, input_fields: List[str], drop_inputs: bool = True,
     ) -> None:
@@ -238,7 +237,7 @@ class TargetDimIndicator(SimpleTransformation):
     """
     Label-encoding of the target dimensions.
     """
-
+    @validated()
     def __init__(self, field_name: str, target_field: str) -> None:
         self.field_name = field_name
         self.target_field = target_field
@@ -252,7 +251,7 @@ class SampleTargetDim(FlatMapTransformation):
     """
     Samples random dimensions from the target at training time.
     """
-
+    @validated()
     def __init__(
         self,
         field_name: str,
@@ -304,7 +303,7 @@ class CDFtoGaussianTransform(MapTransformation):
     Note that this transformation is currently intended for multivariate
     targets only.
     """
-
+    @validated()
     def __init__(
         self,
         target_dim: int,

pts/transform/feature.py

@@ -18,7 +18,7 @@ import pandas as pd
 
 from pts.dataset import DataEntry
 from pts.feature import TimeFeature
-
+from pts.core.component import validated
 from .transform import SimpleTransformation, MapTransformation
 from .split import shift_timestamp
 
@@ -49,7 +49,7 @@ class AddObservedValuesIndicator(SimpleTransformation):
         they will not be replaced. In any case the indicator is included in the
         result.
     """
-
+    @validated()
     def __init__(
         self,
         target_field: str,
@@ -101,7 +101,7 @@ class AddConstFeature(MapTransformation):
     dtype
         Numpy dtype to use for resulting array.
     """
-
+    @validated()
     def __init__(
         self,
         output_field: str,
@@ -146,7 +146,7 @@ class AddTimeFeatures(MapTransformation):
     pred_length
         Prediction length
     """
-
+    @validated()
     def __init__(
         self,
         start_field: str,
@@ -226,7 +226,7 @@ class AddAgeFeature(MapTransformation):
         If set to true the age feature grows logarithmically otherwise linearly
         over time.
     """
-
+    @validated()
     def __init__(
         self,
         target_field: str,

pts/transform/field.py

@@ -15,7 +15,7 @@ from collections import Counter
 from typing import Any, Dict, List
 
 from pts.dataset import DataEntry
-
+from pts.core.component import validated
 from .transform import SimpleTransformation, MapTransformation
 
 
@@ -28,7 +28,7 @@ class RenameFields(SimpleTransformation):
     mapping
         Name mapping `input_name -> output_name`
     """
-
+    @validated()
     def __init__(self, mapping: Dict[str, str]) -> None:
         self.mapping = mapping
         values_count = Counter(mapping.values())
@@ -46,6 +46,8 @@ class RenameFields(SimpleTransformation):
 
 
 class RemoveFields(SimpleTransformation):
+
+    @validated()
     def __init__(self, field_names: List[str]) -> None:
         self.field_names = field_names
 
@@ -67,7 +69,7 @@ class SetField(SimpleTransformation):
     value
         Value to be set
     """
-
+    @validated()
     def __init__(self, output_field: str, value: Any) -> None:
         self.output_field = output_field
         self.value = value
@@ -88,7 +90,7 @@ class SetFieldIfNotPresent(SimpleTransformation):
     value
         Value to be set
     """
-
+    @validated()
     def __init__(self, field: str, value: Any) -> None:
         self.output_field = field
         self.value = value
@@ -108,7 +110,7 @@ class SelectFields(MapTransformation):
     input_fields
         List of fields to keep.
     """
-
+    @validated()
     def __init__(self, input_fields: List[str]) -> None:
         self.input_fields = input_fields