Enabling passing context into Model.forecast v2 #888

Mr-Geekman · 2022-08-25T15:55:58Z

Before submitting (must do checklist)

Did you read the contribution guide?
Did you update the docs? We use Numpy format for all the methods and classes.
Did you write any new necessary tests?
Did you update the CHANGELOG?

Proposed Changes

Change signatures of base models.
Add interfaces for models with intervals and models with context.
Fix base models to work with different interfaces differently.

Closing issues

Closes #845.

github-actions · 2022-08-25T15:59:14Z

🚀 Deployed on https://deploy-preview-888--etna-docs.netlify.app

codecov-commenter · 2022-08-25T16:18:59Z

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  Files                ?      130           
  Lines                ?     7501           
  Branches             ?        0           
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  Hits                 ?     3719           
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etna/models/base.py

alex-hse-repository

We also need tests for the correct dispatching in pipelines

etna/models/base.py

etna/models/nn/tft.py

etna/models/seasonal_ma.py

etna/models/base.py

etna/pipeline/autoregressive_pipeline.py

etna/pipeline/pipeline.py

martins0n · 2022-09-02T10:47:48Z

etna/pipeline/autoregressive_pipeline.py

+                    self.model = cast(ContextRequiredModelType, self.model)
+                    if isinstance(self.model, DeepBaseModel):
+                        current_ts_forecast = current_ts.make_future(
+                            future_steps=self.model.decoder_length, tail_steps=self.model.encoder_length


self.model.context_size $\neq$ self.model.encoder_length ?

For DeepBaseModel they are the same.

Why do we use extra branch in this case?

Because of self.model.decoder_length.

Ok, we should fix it in the future

martins0n · 2022-09-02T10:48:50Z

etna/pipeline/autoregressive_pipeline.py

+
+                if isinstance(self.model, get_args(ContextRequiredModelType)):
+                    self.model = cast(ContextRequiredModelType, self.model)
+                    if isinstance(self.model, DeepBaseModel):


Nested ifs are not readable. Better to use plain if cases.

d.a.bunin added 3 commits August 25, 2022 17:38

Unify interface to work with prediction intervals

7b81911

Add ContextRequiredInterface

d557646

Remove context_size from models that doesn't require it

12c901f

Mr-Geekman self-assigned this Aug 25, 2022

Fix class name in errors

e84068a

github-actions bot temporarily deployed to pull request August 25, 2022 16:03 Inactive

Remove commented import

0b6f22c

github-actions bot temporarily deployed to pull request August 25, 2022 16:38 Inactive

alex-hse-repository suggested changes Aug 28, 2022

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Change the hierarchy of models.base

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d.a.bunin added 2 commits August 31, 2022 13:16

Add mixins, rearrange code

46828f5

Merge branch 'inference' into issue-845-v2

669d528

github-actions bot temporarily deployed to pull request August 31, 2022 10:27 Inactive

Update inheritance of mixins

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Merge branch 'inference' into issue-845-v2

4e8505d

github-actions bot temporarily deployed to pull request August 31, 2022 16:05 Inactive

Fix bug with rnn

755d6a8

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github-actions bot temporarily deployed to pull request September 1, 2022 08:52 Inactive

Add tests on Pipeline, AutoregressivePipeline

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Remove todos, add link to solution with patching

3a67784

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Mr-Geekman requested a review from alex-hse-repository September 1, 2022 14:05

alex-hse-repository suggested changes Sep 2, 2022

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github-actions bot temporarily deployed to pull request September 2, 2022 09:40 Inactive

Mr-Geekman marked this pull request as ready for review September 2, 2022 09:56

Update changelog

0fe28c8

alex-hse-repository approved these changes Sep 2, 2022

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Remove nested ifs in pipelines

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martins0n approved these changes Sep 2, 2022

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Mr-Geekman merged commit 2a207d2 into inference Sep 2, 2022

Mr-Geekman deleted the issue-845-v2 branch September 2, 2022 13:59

Mr-Geekman mentioned this pull request Sep 6, 2022

Enabling passing context into Model.forecast #845

Closed

Mr-Geekman mentioned this pull request Oct 26, 2022

Merge inference track #979

Merged

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Enabling passing context into Model.forecast v2 #888

Enabling passing context into Model.forecast v2 #888

Mr-Geekman commented Aug 25, 2022 •

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Enabling passing context into Model.forecast v2 #888

Enabling passing context into Model.forecast v2 #888

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Mr-Geekman commented Aug 25, 2022 • edited Loading

Before submitting (must do checklist)

Proposed Changes

Closing issues

github-actions bot commented Aug 25, 2022 • edited Loading

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Mr-Geekman commented Aug 25, 2022 •

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