Source code for autogluon.timeseries.models.autogluon_tabular.tabular_model

import logging
import re
import time
import warnings
from typing import Any, Callable, Dict, List, Optional, Tuple

import numpy as np
import pandas as pd
import scipy.stats

# TODO: Drop GluonTS dependency
from gluonts.time_feature import get_lags_for_frequency, time_features_from_frequency_str

import autogluon.core as ag
from autogluon.tabular import TabularPredictor
from autogluon.timeseries.dataset.ts_dataframe import ITEMID, TIMESTAMP, TimeSeriesDataFrame
from autogluon.timeseries.models.abstract import AbstractTimeSeriesModel

logger = logging.getLogger(__name__)


[docs]class AutoGluonTabularModel(AbstractTimeSeriesModel): """Predict future time series values using autogluon.tabular.TabularPredictor. The forecasting is converted to a tabular problem using the following features: - lag features (observed time series values) based on ``freq`` of the data - time features (e.g., day of the week) based on the timestamp of the measurement - static features of each item (if available) Quantiles are obtained by assuming that the residuals follow zero-mean normal distribution, scale of which is estimated from the empirical distribution of the residuals. Other Parameters ---------------- max_train_size : int, default = 1_000_000 Maximum number of rows in the training and validation sets. If the number of rows in train or validation data exceeds ``max_train_size``, then ``max_train_size`` many rows are subsampled from the dataframe. tabular_hyperparmeters : Dict[Dict[str, Any]], optional Hyperparameters dictionary passed to `TabularPredictor.fit`. Contains the names of models that should be fit. Defaults to ``{"XGB": {}, "CAT": {}, "GBM" :{}}``. """ default_tabular_hyperparameters = { "XGB": {}, "CAT": {}, "GBM": {}, } PREDICTION_BATCH_SIZE = 100_000 TIMESERIES_METRIC_TO_TABULAR_METRIC = { "MASE": "root_mean_squared_error", "MAPE": "mean_absolute_percentage_error", "sMAPE": "mean_absolute_percentage_error", "mean_wQuantileLoss": "root_mean_squared_error", "MSE": "mean_squared_error", "RMSE": "root_mean_squared_error", } def __init__( self, freq: Optional[str] = None, prediction_length: int = 1, path: Optional[str] = None, name: Optional[str] = None, eval_metric: str = None, hyperparameters: Dict[str, Any] = None, **kwargs, # noqa ): name = name or re.sub(r"Model$", "", self.__class__.__name__) # TODO: look name up from presets super().__init__( path=path, freq=freq, prediction_length=prediction_length, name=name, eval_metric=eval_metric, hyperparameters=hyperparameters, **kwargs, ) self._lag_indices: np.array = None self._time_features: List[Callable] = None self._available_features: pd.Index = None self.residuals_std = 0.0 self.tabular_predictor = TabularPredictor( label=self.target, problem_type=ag.constants.REGRESSION, eval_metric=self.TIMESERIES_METRIC_TO_TABULAR_METRIC.get(self.eval_metric), ) def _get_features_dataframe( self, data: TimeSeriesDataFrame, last_k_values: Optional[int] = None, ) -> pd.DataFrame: """Generate a feature matrix used by TabularPredictor. Parameters ---------- data : TimeSeriesDataFrame Dataframe containing features derived from time index & past time series values, as well as the target. last_k_values: int, optional If provided, features will be generated only for the last `last_k_values` timesteps of each time series. """ def get_lag_features_and_target(group): timestamp = group.index.get_level_values(TIMESTAMP) lag_columns = {f"lag_{idx}": group.shift(idx).values.ravel() for idx in self._lag_indices} features = pd.DataFrame(lag_columns, index=timestamp) # Starting from the end of the time series, mask the values as if the last `prediction_length` steps weren't observed # This mimics what will happen at test time, when we simultaneously predict the next `prediction_length` values num_windows = (len(group) - 1) // self.prediction_length # We don't hide any past values for the first `remainder` values, otherwise the features will be all empty remainder = len(group) - num_windows * self.prediction_length num_hidden = np.concatenate([np.zeros(remainder), np.tile(np.arange(self.prediction_length), num_windows)]) mask = num_hidden[:, None] >= self._lag_indices[None] # shape [num_timesteps, num_lags] features[mask] = np.nan # Prediction target features[self.target] = group.values.ravel() return features features = data[self.target].groupby(level=ITEMID, sort=False).apply(get_lag_features_and_target) timestamps = features.index.get_level_values(TIMESTAMP) for time_feat in self._time_features: features[time_feat.__name__] = time_feat(timestamps) if last_k_values is not None: features = features.groupby(level=ITEMID, sort=False).tail(last_k_values) if data.static_features is not None: features = pd.merge(features, data.static_features, how="left", on=ITEMID, suffixes=(None, "_static_feat")) features.reset_index(inplace=True, drop=True) return features def _fit( self, train_data: TimeSeriesDataFrame, val_data: Optional[TimeSeriesDataFrame] = None, time_limit: int = None, **kwargs, ) -> None: self._check_fit_params() start_time = time.time() if self.tabular_predictor._learner.is_fit: raise AssertionError(f"{self.name} predictor has already been fit!") verbosity = kwargs.get("verbosity", 2) self._lag_indices = np.array(get_lags_for_frequency(train_data.freq), dtype=np.int64) self._time_features = time_features_from_frequency_str(train_data.freq) train_data, _ = self._normalize_targets(train_data) train_df = self._get_features_dataframe(train_data) # Remove features that are completely missing in the training set train_df.dropna(axis=1, how="all", inplace=True) self._available_features = train_df.columns model_params = self._get_model_params() tabular_hyperparameters = model_params.get("tabular_hyperparameters", self.default_tabular_hyperparameters) max_train_size = model_params.get("max_train_size", 1_000_000) if len(train_df) > max_train_size: train_df = train_df.sample(max_train_size) if val_data is not None: if val_data.freq != train_data.freq: raise ValueError( f"train_data and val_data must have the same freq (received {train_data.freq} and {val_data.freq})" ) val_data, _ = self._normalize_targets(val_data) val_df = self._get_features_dataframe(val_data, last_k_values=self.prediction_length) val_df = val_df[self._available_features] if len(val_df) > max_train_size: val_df = val_df.sample(max_train_size) else: logger.warning( f"No val_data was provided to {self.name}. " "TabularPredictor will generate a validation set without respecting the temporal ordering." ) val_df = None time_elapsed = time.time() - start_time autogluon_logger = logging.getLogger("autogluon") logging_level = autogluon_logger.level with warnings.catch_warnings(): warnings.simplefilter("ignore") self.tabular_predictor.fit( train_data=train_df, tuning_data=val_df, time_limit=time_limit - time_elapsed if time_limit else None, hyperparameters=tabular_hyperparameters, verbosity=verbosity - 2, ) residuals = (self.tabular_predictor.predict(train_df) - train_df[self.target]).values self.residuals_std = np.sqrt(np.mean(np.square(residuals))) # Logger level is changed inside .fit(), restore to the initial value autogluon_logger.setLevel(logging_level) def _extend_index(self, data: TimeSeriesDataFrame) -> TimeSeriesDataFrame: """Add self.prediction_length many time steps with dummy values to each timeseries in the dataset.""" def extend_single_time_series(group): offset = pd.tseries.frequencies.to_offset(data.freq) cutoff = group.index.get_level_values(TIMESTAMP)[-1] new_index = pd.date_range(cutoff + offset, freq=offset, periods=self.prediction_length).rename(TIMESTAMP) new_values = np.full([self.prediction_length], fill_value=np.nan) new_df = pd.DataFrame(new_values, index=new_index, columns=[self.target]) return pd.concat([group.droplevel(ITEMID), new_df]) extended_data = data.groupby(ITEMID, sort=False).apply(extend_single_time_series) extended_data.static_features = data.static_features return extended_data def predict(self, data: TimeSeriesDataFrame, quantile_levels: List[float] = None, **kwargs) -> TimeSeriesDataFrame: self._check_predict_inputs(data=data, quantile_levels=quantile_levels) if quantile_levels is None: quantile_levels = self.quantile_levels data, scale_per_item = self._normalize_targets(data) data_extended = self._extend_index(data) features = self._get_features_dataframe(data_extended, last_k_values=self.prediction_length) features = features[self._available_features] # Predict for batches (instead of using full dataset) to avoid high memory usage batches = features.groupby(np.arange(len(features)) // self.PREDICTION_BATCH_SIZE, sort=False) predictions = pd.concat([self.tabular_predictor.predict(batch) for _, batch in batches]) predictions = predictions.rename("mean").to_frame() preds_index = data_extended.slice_by_timestep(-self.prediction_length, None).index predictions.set_index(preds_index, inplace=True) for q in quantile_levels: predictions[str(q)] = predictions["mean"] + self.residuals_std * scipy.stats.norm.ppf(q) predictions = self._rescale_targets(predictions, scale_per_item) return TimeSeriesDataFrame(predictions).loc[data.item_ids] def _normalize_targets(self, data: TimeSeriesDataFrame, min_scale=1e-5) -> Tuple[TimeSeriesDataFrame, pd.Series]: """Normalize data such that each the average absolute value of each time series is equal to 1.""" # TODO: Implement other scalers (min/max)? # TODO: Don't include validation data when computing the scale scale_per_item = data.abs().groupby(ITEMID, sort=False)[self.target].mean().clip(lower=min_scale) normalized_data = data.copy() for col in normalized_data.columns: normalized_data[col] = normalized_data[col] / scale_per_item return normalized_data, scale_per_item def _rescale_targets(self, normalized_data: TimeSeriesDataFrame, scale_per_item: pd.Series) -> TimeSeriesDataFrame: """Scale all columns in the normalized dataframe back to original scale (inplace).""" data = normalized_data for col in data.columns: data[col] = data[col] * scale_per_item return data