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Author SHA1 Message Date
Dr. Kashif Rasul cbb7bb9089 move to 0.4.0 
need pytorch >= 1..8.0
 2021-04-27 18:01:21 +02:00
Dr. Kashif Rasul 89ce008332 use glutonts >= 0.7.0 2021-04-27 17:59:25 +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
Kashif Rasul 903c6c2469 fixed api 2021-04-12 09:53:03 +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
Samuel NorlingandGitHub c4f6445d11 Updated Solar example (#43) 2021-03-06 17:44:34 +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 41b3d7f883 fixed device name to cuda 2021-02-17 10:38:50 +01:00
Dr. Kashif Rasul dbb0e13024 using gluonts as a dependency now. 2021-02-15 16:18:22 +01:00
Dr. Kashif Rasul 1cc17e2733 added repo citation 2021-02-15 16:15:54 +01:00
Dr. Kashif Rasul d418d978b0 fixed references 2021-02-15 16:07:35 +01:00
Kashif RasulandGitHub bfbb223cc0 fix install requires 2021-02-15 13:28:12 +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 Rasul e55dacf644 use dep link 2021-02-10 18:17:06 +01:00
Kashif RasulandGitHub Enterprise 4ab44cbe80 use master 2021-02-10 18:00:18 +01:00
Kashif RasulandGitHub Enterprise 23b2377e7a use https 2021-02-10 17:56:08 +01:00
Kashif RasulandGitHub Enterprise 85149b57af fixed typo 2021-02-10 17:46:38 +01:00
Kashif RasulandGitHub Enterprise a353a6d5a7 use master for now 2021-02-10 17:43:04 +01:00
Kashif RasulandGitHub Enterprise e017536973 update README 2021-02-08 15:13:40 +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 d5cef439af Merge branch 'gluon-ts' 2021-01-04 12:32:14 +01:00
Dr. Kashif Rasul 315301d922 update the version to 0.3.0 2021-01-04 12:20:46 +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
Edrin BashaandGitHub Enterprise 1be0a7b305 add cross platform training and inference (#27) 
Adapt model deserialization to support between cpu training and gpu inference and viceversa
 2020-12-29 17:06:13 +01:00
Kashif Rasul a9ea61153f removed all transforms 2020-12-29 16:16:31 +01:00
Kashif Rasul 25dcfe9f1a simple feedforward 2020-12-29 16:15:02 +01:00
Kashif Rasul 45126c2046 updated transformer model 2020-12-28 18:44:18 +01:00
Kashif Rasul c32d362c7b fixed deepvar 2020-12-28 13:48:15 +01:00
Kashif Rasul 46c76410dc added back fourier date feature 2020-12-28 12:26:31 +01:00
Kashif Rasul 39d58d688c added back fourier date feature 2020-12-28 12:25:49 +01:00
Dr. Kashif Rasul 1ac4bf70d9 added wandb 2020-12-23 16:15:50 +01:00
Dr. Kashif Rasul 7a3f5d2961 fix api 2020-12-23 12:42:57 +01:00