360 Commits
Author SHA1 Message Date
wassname 204aed2371 poor results 2022-12-24 07:37:19 +08:00
wassname 6c84953ac1 fixes 2022-12-23 19:00:56 +08:00
wassname f6d1884c4c fixes 2022-12-23 15:14:17 +08:00
wassname c8ab7d47df restore the original conv. Originally along target dim, but now time dim. 2022-12-23 14:43:15 +08:00
wassname 3fb53f620e wip 2022-12-23 14:34:54 +08:00
wassname ae2b7a6878 add ou noise, and not flattening 2022-12-23 12:51:19 +08:00
wassname f31af603e4 starting on timegrad 2 2022-12-23 12:18:12 +08:00
wassname a4a3e953de updating to gluon 10 or 11 2022-12-04 09:01:58 +08:00
NickandGitHub ccc35afb31 GluonTS import updates (#106)
* GluonTS import updates

* drop freq argument

see https://github.com/awslabs/gluon-ts/pull/1997
2022-07-29 16:46:17 -04:00
Kashif RasulandGitHub f2daf9c2b3 to numpy 2022-04-20 13:45:08 +02:00
Kashif RasulandGitHub ae0aed8339 fixed cosine schedule 2022-04-20 12:01:17 +02:00
Kashif Rasul 0c4b37a48c update imports 2021-12-12 14:06:40 +01:00
Shashank DeshpandeandGitHub 0b0dfe12ca bug fixes in NBEATSEstimator (#74)
* spell correction in n_beats_ensemble

* bug fix - NBEATSEstimator intialization
2021-09-02 09:53:09 +02:00
Kashif Rasul cc7dea9f2f Fixed TFT transform 2021-07-07 11:22:20 +02:00
Dr. Kashif Rasul 0ab82da2cb use glutonts 0.8.0 and remove wandb 2021-07-06 13:16:48 +02:00
Kashif Rasul 5da3be5abd fix tqdm 2021-06-18 20:10:11 +02:00
Kashif Rasul 5b8dc69617 partially fix tqdm with validation dataset 2021-06-18 13:31:33 +02:00
Kashif Rasul 729c4a1b57 fix the scaler 2021-06-11 12:51:44 +02:00
Kashif Rasul 1a0872d110 Merge branch 'master' of github.bus.zalan.do:zalandoresearch/pytorch-ts 2021-06-09 13:49:03 +02:00
5039dcf6ea TFT fixes (#55)
* fixies for running tft

* fix test set configs

* added AgeFeature back to the pipeline

* fixing AgeFeature

* revert setups changes

Co-authored-by: alex sliz-nagy <alex.sliz.nagy@blackswan.com>
2021-06-08 13:23:22 +02:00
Dr. Kashif Rasul 0e085ac3a9 added unit interval domain map 2021-05-18 08:26:11 +02:00
Dr. Kashif Rasul 4c0a13c448 fixed warning 2021-05-17 16:37:51 +02:00
NielsRoggeandGitHub 4c5848ddb5 Add support for dynamic real features to tempflow (#51)
* Add use_feat_dynamic_real

* Fix typo
2021-05-12 15:01:54 +02:00
Kashif RasulandGitHub 821df81e2e fix for issue #42 2021-05-12 09:38:49 +02:00
Larkin LiuandGitHub 4c066aa6cb Added validation set loss tracking (#47)
* added validation loss print

* resolved batch index bug on validation set

* leave notebooks unchanged

* fixed bug using zip iteration

* tracking validation loss

* cleaned up and working validation tracker

* updates to validation tracker

* added torch no grad for validation

* updates to rolling inference

* updated working inference

* updated issue with causal deep ar lengths

* removed testing script
2021-04-30 15:09:01 +02:00
Kashif RasulandGitHub 0053eceaf1 Temporal fusion transformer (#40)
* initial tft model

* fixes

* fix FeatureProjector

* fixed attention module

* added quantile loss output

* added predict

* added tft_transform from gluonts

* requires tensor_split

* comment out key_padding_mask

give nans on GPU

* added example
2021-04-15 19:10:55 +02:00
Dr. Kashif Rasul 499dae83f2 set numpy random state based on worker_id
https://tanelp.github.io/posts/a-bug-that-plagues-thousands-of-open-source-ml-projects/
2021-04-11 09:52:16 +02:00
Kashif RasulandGitHub Enterprise 4e97483fab WIP: causal model (#31)
* intial causal model

* added training

* initial inference

* formatting

* added readme to model

* key is called control

* added schema of the model

* formatting

* get rid of confusing figure.

* typi

* more typos

* clarification

* added some examples

* fix covariate convention
2021-03-30 16:55:13 +02:00
Dr. Kashif Rasul b01e7c6a24 upper bound get_lags_for_frequency by context_length 2021-03-16 16:51:57 +01:00
Dr. Kashif Rasul 3a0223d171 make pin_memory True by default 2021-03-16 11:09:34 +01:00
Kashif Rasul 6eaac93f6f norm_freq_str for fourier_time_features
fixes issue #41
2021-02-21 11:49:56 +01:00
Kashif RasulandGitHub 9238fff0f5 fixed typo 2021-02-18 12:11:48 +01:00
Kashif Rasul 86c89c4f58 disable wandb by default 2021-02-15 11:53:10 +01:00
Kashif RasulandGitHub Enterprise 908945b422 Time grad (#28)
* initial uncond image gaussian diff

TODO make it work for multivariate vector
add conditioning

* remove tqdm

* initial unet

TODO convert to 1d conv

* initial time grad estimator

* initial training

* initial sampling

* added huber loss

* use SinusoidalPosEmb from wavegrad

* use time diff network

* fix reshaping

* fix missing property

* clip false

* updated api

* added padding

* added circular padding

* use linear schedule

* added more schedules

* added back cosine schedule

* Delete Solar-time-grad.ipynb

* updated estimator API

* not tuple

* renamed to EpsilonTheta

* removed

* added example notebook

* removed some output

* fix requirements

* formatting

* added more options to time-grad

* added article
2021-02-11 10:09:25 +01:00
Kashif Rasul 512b968b13 formatting 2021-02-10 18:20:05 +01:00
Kashif RasulandGitHub Enterprise 88b6709b47 Gluon master (#30)
* Estimator needs an create_instance_splitter now

* updated estimators and tests

* fix test

* validated

* not a tuple
2021-02-07 18:11:16 +01:00
Kashif RasulandGitHub Enterprise ea9b2b7df5 Gluon master (#29)
* Estimator needs an create_instance_splitter now

* updated estimators and tests

* fix test

* validated
2021-02-07 17:43:07 +01:00
Dr. Kashif Rasul e656337f17 trying adam 2021-01-04 11:38:34 +01:00
Dr. Kashif Rasul 0988331368 fix api 2021-01-04 10:05:16 +01:00
Dr. Kashif Rasul dee1478463 stick with one cycle for now 2021-01-03 21:51:27 +01:00
Dr. Kashif Rasul 4a90f84c16 try one cycle lr 2021-01-03 21:36:47 +01:00
Dr. Kashif Rasul a025fa77d7 update schedular after each epoch 2021-01-03 21:21:44 +01:00
Dr. Kashif Rasul 827b496240 added schedular and gradient clipping 2021-01-03 21:11:41 +01:00
Dr. Kashif Rasul 637fa6d2ab typos 2021-01-02 11:02:18 +01:00
Dr. Kashif Rasul eeeb96335a updated tempflow 2021-01-02 10:59:50 +01:00
Dr. Kashif Rasul e79166f444 updated LSTNet 2021-01-02 10:48:45 +01:00
Dr. Kashif Rasul 4fc70dc7b5 updated nbeats 2021-01-01 22:33:40 +01:00
Dr. Kashif Rasul c7e603be3e fix deepvar test 2021-01-01 13:25:46 +01:00
Dr. Kashif Rasul d5577a2c9e fix some tests 2020-12-30 19:17:54 +01:00
Kashif Rasul a9ea61153f removed all transforms 2020-12-29 16:16:31 +01:00