Add upadate sklearn, python and pytorch-forecasting versions (#445)

Co-authored-by: Martin Gabdushev <[email protected]>
tinkoff-ai · Jan 13, 2022 · 5b0f1f1 · 5b0f1f1
1 parent cf95197
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Showing 7 changed files with 464 additions and 431 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -16,6 +16,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Change the way `LagTransform`, `DateFlagsTransform` and `TimeFlagsTransform` generate column names ([#421](https://github.com/tinkoff-ai/etna/pull/421))
 - Clarify the behaviour of TimeSeriesImputerTransform in case of all NaN values ([#427](https://github.com/tinkoff-ai/etna/pull/427))
 - Fixed bug in title in `sample_acf_plot` method ([#432](https://github.com/tinkoff-ai/etna/pull/432))
+- Pytorch-forecasting and sklearn version update + some pytroch transform API changing ([#445](https://github.com/tinkoff-ai/etna/pull/445))
 
 ### Fixed
 - Add relevance_params in GaleShapleyFeatureSelectionTransform ([#410](https://github.com/tinkoff-ai/etna/pull/410))

diff --git a/etna/datasets/tsdataset.py b/etna/datasets/tsdataset.py
@@ -184,10 +184,10 @@ def make_future(self, future_steps: int) -> "TSDataset":
         segment      segment_0                      segment_1
         feature    regressor_1 regressor_2 target regressor_1 regressor_2 target
         timestamp
-        2021-07-01          30          35    nan          70          75    nan
-        2021-07-02          31          36    nan          71          76    nan
-        2021-07-03          32          37    nan          72          77    nan
-        2021-07-04          33          38    nan          73          78    nan
+        2021-07-01          30          35    NaN          70          75    NaN
+        2021-07-02          31          36    NaN          71          76    NaN
+        2021-07-03          32          37    NaN          72          77    NaN
+        2021-07-04          33          38    NaN          73          78    NaN
         """
         self._check_endings()
         max_date_in_dataset = self.df.index.max()

diff --git a/etna/ensembles/stacking_ensemble.py b/etna/ensembles/stacking_ensemble.py
@@ -203,7 +203,11 @@ def _make_features(
         features = pd.DataFrame()
         if self.filtered_features_for_final_model is not None:
             features_in_forecasts = [
-                set(forecast.columns.get_level_values("feature")).intersection(self.filtered_features_for_final_model)
+                list(
+                    set(forecast.columns.get_level_values("feature")).intersection(
+                        self.filtered_features_for_final_model
+                    )
+                )
                 for forecast in forecasts
             ]
             features = pd.concat(

diff --git a/etna/transforms/nn/pytorch_forecasting.py b/etna/transforms/nn/pytorch_forecasting.py
@@ -44,9 +44,8 @@ def __init__(
         time_varying_unknown_categoricals: Optional[List[str]] = None,
         time_varying_unknown_reals: Optional[List[str]] = None,
         variable_groups: Optional[Dict[str, List[int]]] = None,
-        dropout_categoricals: Optional[List[str]] = None,
         constant_fill_strategy: Optional[Dict[str, Union[str, float, int, bool]]] = None,
-        allow_missings: bool = True,
+        allow_missing_timesteps: bool = True,
         lags: Optional[Dict[str, List[int]]] = None,
         add_relative_time_idx: bool = True,
         add_target_scales: bool = True,
@@ -63,7 +62,7 @@ def __init__(
 
         Reference
         ---------
-        https://github.com/jdb78/pytorch-forecasting/blob/v0.8.5/pytorch_forecasting/data/timeseries.py#L117
+        https://github.com/jdb78/pytorch-forecasting/blob/v0.9.2/pytorch_forecasting/data/timeseries.py#L117
         """
         super().__init__()
         self.max_encoder_length = max_encoder_length
@@ -85,10 +84,9 @@ def __init__(
         self.add_relative_time_idx = add_relative_time_idx
         self.add_target_scales = add_target_scales
         self.add_encoder_length = add_encoder_length
-        self.allow_missings = allow_missings
+        self.allow_missing_timesteps = allow_missing_timesteps
         self.target_normalizer = target_normalizer
         self.categorical_encoders = categorical_encoders if categorical_encoders else {}
-        self.dropout_categoricals = dropout_categoricals if dropout_categoricals else []
         self.constant_fill_strategy = constant_fill_strategy if constant_fill_strategy else []
         self.lags = lags if lags else {}
         self.scalers = scalers if scalers else {}
@@ -144,14 +142,14 @@ def fit(self, df: pd.DataFrame) -> "PytorchForecastingTransform":
             add_relative_time_idx=self.add_relative_time_idx,
             add_target_scales=self.add_target_scales,
             add_encoder_length=self.add_encoder_length,
-            allow_missings=self.allow_missings,
+            allow_missing_timesteps=self.allow_missing_timesteps,
             target_normalizer=self.target_normalizer,
             static_categoricals=self.static_categoricals,
             min_prediction_idx=self.min_prediction_idx,
             variable_groups=self.variable_groups,
-            dropout_categoricals=self.dropout_categoricals,
             constant_fill_strategy=self.constant_fill_strategy,
             lags=self.lags,
+            categorical_encoders=self.categorical_encoders,
             scalers=self.scalers,
         )
 

diff --git a/examples/NN_examples.ipynb b/examples/NN_examples.ipynb
@@ -337,9 +337,8 @@
     "    time_varying_unknown_categoricals: List[str] = [],\n",
     "    time_varying_unknown_reals: List[str] = [],\n",
     "    variable_groups: Dict[str, List[int]] = {},\n",
-    "    dropout_categoricals: List[str] = [],\n",
     "    constant_fill_strategy: Dict[str, Union[str, float, int, bool]] = {},\n",
-    "    allow_missings: bool = True,\n",
+    "    allow_missing_timesteps: bool = True,\n",
     "    lags: Dict[str, List[int]] = {},\n",
     "    add_relative_time_idx: bool = True,\n",
     "    add_target_scales: bool = True,\n",
@@ -919,8 +918,7 @@
    "metadata": {
     "pycharm": {
      "name": "#%%\n"
-    },
-    "scrolled": false
+    }
    },
    "outputs": [
     {
@@ -1567,9 +1565,9 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "local-venv",
    "language": "python",
-   "name": "python3"
+   "name": "local-venv"
   },
   "language_info": {
    "codemirror_mode": {
@@ -1581,7 +1579,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.8.12"
+   "version": "3.8.6"
   }
  },
  "nbformat": 4,