Merge pull request #112 from google-research/rajat_dev

Upgrading versions and minor change to xreg.
This commit is contained in:
Rajat Sen
2024-07-23 14:46:28 +02:00
committed by GitHub
3 changed files with 185 additions and 233 deletions
Generated
+118 -120
View File
@@ -1414,13 +1414,13 @@ socks = ["socksio (==1.*)"]
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deepspeed = ["accelerate (>=0.21.0)", "deepspeed (>=0.9.3)"]
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dev = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "accelerate (>=0.21.0)", "av (==9.2.0)", "beautifulsoup4", "codecarbon (==1.2.0)", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "decord (==0.6.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "flax (>=0.4.1,<=0.7.0)", "fugashi (>=1.0)", "ipadic (>=1.0.0,<2.0)", "isort (>=5.5.4)", "jax (>=0.4.1,<=0.4.13)", "jaxlib (>=0.4.1,<=0.4.13)", "kenlm", "keras-nlp (>=0.3.1)", "librosa", "nltk", "onnxconverter-common", "optax (>=0.0.8,<=0.1.4)", "optuna", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "ray[tune] (>=2.7.0)", "rhoknp (>=1.1.0,<1.3.1)", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.1.5)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "scipy (<1.13.0)", "sentencepiece (>=0.1.91,!=0.1.92)", "sigopt", "sudachidict-core (>=20220729)", "sudachipy (>=0.6.6)", "tensorboard", "tensorflow (>2.9,<2.16)", "tensorflow-text (<2.16)", "tf2onnx", "timeout-decorator", "timm", "tokenizers (>=0.19,<0.20)", "torch", "torchaudio", "torchvision", "unidic (>=1.0.2)", "unidic-lite (>=1.0.7)", "urllib3 (<2.0.0)"]
dev-tensorflow = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "beautifulsoup4", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "isort (>=5.5.4)", "kenlm", "keras-nlp (>=0.3.1)", "librosa", "nltk", "onnxconverter-common", "onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.1.5)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "sentencepiece (>=0.1.91,!=0.1.92)", "tensorboard", "tensorflow (>2.9,<2.16)", "tensorflow-text (<2.16)", "tf2onnx", "timeout-decorator", "tokenizers (>=0.19,<0.20)", "urllib3 (<2.0.0)"]
dev-torch = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "accelerate (>=0.21.0)", "beautifulsoup4", "codecarbon (==1.2.0)", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "fugashi (>=1.0)", "ipadic (>=1.0.0,<2.0)", "isort (>=5.5.4)", "kenlm", "librosa", "nltk", "onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)", "optuna", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "ray[tune] (>=2.7.0)", "rhoknp (>=1.1.0,<1.3.1)", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.1.5)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "sentencepiece (>=0.1.91,!=0.1.92)", "sigopt", "sudachidict-core (>=20220729)", "sudachipy (>=0.6.6)", "tensorboard", "timeout-decorator", "timm", "tokenizers (>=0.19,<0.20)", "torch", "torchaudio", "torchvision", "unidic (>=1.0.2)", "unidic-lite (>=1.0.7)", "urllib3 (<2.0.0)"]
deepspeed-testing = ["GitPython (<3.1.19)", "accelerate (>=0.21.0)", "beautifulsoup4", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "deepspeed (>=0.9.3)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "nltk", "optuna", "parameterized", "protobuf", "psutil", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.4.4)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "sentencepiece (>=0.1.91,!=0.1.92)", "tensorboard", "timeout-decorator"]
dev = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "accelerate (>=0.21.0)", "av (==9.2.0)", "beautifulsoup4", "codecarbon (==1.2.0)", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "decord (==0.6.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "flax (>=0.4.1,<=0.7.0)", "fugashi (>=1.0)", "ipadic (>=1.0.0,<2.0)", "isort (>=5.5.4)", "jax (>=0.4.1,<=0.4.13)", "jaxlib (>=0.4.1,<=0.4.13)", "kenlm", "keras-nlp (>=0.3.1)", "librosa", "nltk", "onnxconverter-common", "optax (>=0.0.8,<=0.1.4)", "optuna", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "ray[tune] (>=2.7.0)", "rhoknp (>=1.1.0,<1.3.1)", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.4.4)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "scipy (<1.13.0)", "sentencepiece (>=0.1.91,!=0.1.92)", "sigopt", "sudachidict-core (>=20220729)", "sudachipy (>=0.6.6)", "tensorboard", "tensorflow (>2.9,<2.16)", "tensorflow-text (<2.16)", "tf2onnx", "timeout-decorator", "timm (<=0.9.16)", "tokenizers (>=0.19,<0.20)", "torch", "torchaudio", "torchvision", "unidic (>=1.0.2)", "unidic-lite (>=1.0.7)", "urllib3 (<2.0.0)"]
dev-tensorflow = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "beautifulsoup4", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "isort (>=5.5.4)", "kenlm", "keras-nlp (>=0.3.1)", "librosa", "nltk", "onnxconverter-common", "onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.4.4)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "sentencepiece (>=0.1.91,!=0.1.92)", "tensorboard", "tensorflow (>2.9,<2.16)", "tensorflow-text (<2.16)", "tf2onnx", "timeout-decorator", "tokenizers (>=0.19,<0.20)", "urllib3 (<2.0.0)"]
dev-torch = ["GitPython (<3.1.19)", "Pillow (>=10.0.1,<=15.0)", "accelerate (>=0.21.0)", "beautifulsoup4", "codecarbon (==1.2.0)", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "fugashi (>=1.0)", "ipadic (>=1.0.0,<2.0)", "isort (>=5.5.4)", "kenlm", "librosa", "nltk", "onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)", "optuna", "parameterized", "phonemizer", "protobuf", "psutil", "pyctcdecode (>=0.4.0)", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "ray[tune] (>=2.7.0)", "rhoknp (>=1.1.0,<1.3.1)", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.4.4)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "scikit-learn", "sentencepiece (>=0.1.91,!=0.1.92)", "sigopt", "sudachidict-core (>=20220729)", "sudachipy (>=0.6.6)", "tensorboard", "timeout-decorator", "timm (<=0.9.16)", "tokenizers (>=0.19,<0.20)", "torch", "torchaudio", "torchvision", "unidic (>=1.0.2)", "unidic-lite (>=1.0.7)", "urllib3 (<2.0.0)"]
flax = ["flax (>=0.4.1,<=0.7.0)", "jax (>=0.4.1,<=0.4.13)", "jaxlib (>=0.4.1,<=0.4.13)", "optax (>=0.0.8,<=0.1.4)", "scipy (<1.13.0)"]
flax-speech = ["kenlm", "librosa", "phonemizer", "pyctcdecode (>=0.4.0)"]
ftfy = ["ftfy"]
@@ -5659,25 +5657,26 @@ natten = ["natten (>=0.14.6,<0.15.0)"]
onnx = ["onnxconverter-common", "onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)", "tf2onnx"]
onnxruntime = ["onnxruntime (>=1.4.0)", "onnxruntime-tools (>=1.4.2)"]
optuna = ["optuna"]
quality = ["GitPython (<3.1.19)", "datasets (!=2.5.0)", "isort (>=5.5.4)", "ruff (==0.1.5)", "urllib3 (<2.0.0)"]
quality = ["GitPython (<3.1.19)", "datasets (!=2.5.0)", "isort (>=5.5.4)", "ruff (==0.4.4)", "urllib3 (<2.0.0)"]
ray = ["ray[tune] (>=2.7.0)"]
retrieval = ["datasets (!=2.5.0)", "faiss-cpu"]
ruff = ["ruff (==0.4.4)"]
sagemaker = ["sagemaker (>=2.31.0)"]
sentencepiece = ["protobuf", "sentencepiece (>=0.1.91,!=0.1.92)"]
serving = ["fastapi", "pydantic", "starlette", "uvicorn"]
sigopt = ["sigopt"]
sklearn = ["scikit-learn"]
speech = ["kenlm", "librosa", "phonemizer", "pyctcdecode (>=0.4.0)", "torchaudio"]
testing = ["GitPython (<3.1.19)", "beautifulsoup4", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "nltk", "parameterized", "psutil", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.1.5)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "sentencepiece (>=0.1.91,!=0.1.92)", "tensorboard", "timeout-decorator"]
testing = ["GitPython (<3.1.19)", "beautifulsoup4", "cookiecutter (==1.7.3)", "datasets (!=2.5.0)", "dill (<0.3.5)", "evaluate (>=0.2.0)", "faiss-cpu", "nltk", "parameterized", "psutil", "pydantic", "pytest (>=7.2.0,<8.0.0)", "pytest-rich", "pytest-timeout", "pytest-xdist", "rjieba", "rouge-score (!=0.0.7,!=0.0.8,!=0.1,!=0.1.1)", "ruff (==0.4.4)", "sacrebleu (>=1.4.12,<2.0.0)", "sacremoses", "sentencepiece (>=0.1.91,!=0.1.92)", "tensorboard", "timeout-decorator"]
tf = ["keras-nlp (>=0.3.1)", "onnxconverter-common", "tensorflow (>2.9,<2.16)", "tensorflow-text (<2.16)", "tf2onnx"]
tf-cpu = ["keras (>2.9,<2.16)", "keras-nlp (>=0.3.1)", "onnxconverter-common", "tensorflow-cpu (>2.9,<2.16)", "tensorflow-probability (<2.16)", "tensorflow-text (<2.16)", "tf2onnx"]
tf-cpu = ["keras (>2.9,<2.16)", "keras-nlp (>=0.3.1)", "onnxconverter-common", "tensorflow-cpu (>2.9,<2.16)", "tensorflow-probability (<0.24)", "tensorflow-text (<2.16)", "tf2onnx"]
tf-speech = ["kenlm", "librosa", "phonemizer", "pyctcdecode (>=0.4.0)"]
timm = ["timm"]
timm = ["timm (<=0.9.16)"]
tokenizers = ["tokenizers (>=0.19,<0.20)"]
torch = ["accelerate (>=0.21.0)", "torch"]
torch-speech = ["kenlm", "librosa", "phonemizer", "pyctcdecode (>=0.4.0)", "torchaudio"]
torch-vision = ["Pillow (>=10.0.1,<=15.0)", "torchvision"]
torchhub = ["filelock", "huggingface-hub (>=0.23.0,<1.0)", "importlib-metadata", "numpy (>=1.17)", "packaging (>=20.0)", "protobuf", "regex (!=2019.12.17)", "requests", "sentencepiece (>=0.1.91,!=0.1.92)", "tokenizers (>=0.19,<0.20)", "torch", "tqdm (>=4.27)"]
torchhub = ["filelock", "huggingface-hub (>=0.23.2,<1.0)", "importlib-metadata", "numpy (>=1.17,<2.0)", "packaging (>=20.0)", "protobuf", "regex (!=2019.12.17)", "requests", "sentencepiece (>=0.1.91,!=0.1.92)", "tokenizers (>=0.19,<0.20)", "torch", "tqdm (>=4.27)"]
video = ["av (==9.2.0)", "decord (==0.6.0)"]
vision = ["Pillow (>=10.0.1,<=15.0)"]
@@ -5762,13 +5761,13 @@ zstd = ["zstandard (>=0.18.0)"]
[[package]]
name = "utilsforecast"
version = "0.1.10"
version = "0.2.0"
description = "Forecasting utilities"
optional = false
python-versions = ">=3.8"
files = [
{file = "utilsforecast-0.1.10-py3-none-any.whl", hash = "sha256:186cad81be70466a883a18c284ac1697118af6d896af1c0ab32fb4b124df7194"},
{file = "utilsforecast-0.1.10.tar.gz", hash = "sha256:0f19ba507dcc642af190968268ea5407d31b7cfa7e4b9d81f9e9344c96069834"},
{file = "utilsforecast-0.2.0-py3-none-any.whl", hash = "sha256:a4825bf8da547e3dc552f9b9a7a8159341a118c3a5d122191f09bc3683cba433"},
{file = "utilsforecast-0.2.0.tar.gz", hash = "sha256:3db4245da4e361f26c8eaeef216c2d1206b20defbb033bf11d3e66ce2b1d6ef8"},
]
[package.dependencies]
@@ -5777,10 +5776,9 @@ packaging = "*"
pandas = ">=1.1.1"
[package.extras]
dev = ["datasetsforecast (==0.0.8)", "nbdev", "numba", "pandas[plot]", "plotly", "plotly-resampler", "polars", "pyarrow", "scipy"]
dev = ["datasetsforecast (==0.0.8)", "nbdev", "pandas[plot]", "plotly", "plotly-resampler", "polars[numpy]", "pyarrow", "scipy"]
plotting = ["pandas[plot]", "plotly", "plotly-resampler"]
polars = ["polars"]
scalers = ["numba", "scipy"]
polars = ["polars[numpy]"]
[[package]]
name = "wcwidth"
@@ -5974,4 +5972,4 @@ test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools",
[metadata]
lock-version = "2.0"
python-versions = ">=3.10,<3.11"
content-hash = "640ff49d7d249bebced6f89477c72046ec94763c34cc6c1fdecd369c99b57e91"
content-hash = "734b625d8c483c4cdced33cc30e90a5199fa1b27724677de68b0429013365853"
+9 -9
View File
@@ -30,15 +30,15 @@ include = [
[tool.poetry.dependencies]
python = ">=3.10,<3.11"
einshape = "1.0.0"
numpy = "1.26.4"
pandas = "2.1.4"
paxml = "1.4.0"
utilsforecast = "0.1.10"
jax = {version = "0.4.26", extras = ["cuda12"]}
jaxlib = "0.4.26"
huggingface_hub = {version = "0.23.0", extras = ["cli"]}
scikit-learn = "1.0.2"
einshape = ">=1.0.0"
numpy = ">=1.26.4"
pandas = ">=2.1.4"
paxml = ">=1.4.0"
utilsforecast = ">=0.1.10"
jax = {version = ">=0.4.26", extras = ["cuda12"]}
jaxlib = ">=0.4.26"
huggingface_hub = {version = ">=0.23.0", extras = ["cli"]}
scikit-learn = ">=1.2.2"
[build-system]
requires = ["poetry-core"]
+58 -104
View File
@@ -11,7 +11,6 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Helper functions for in-context covariates and regression."""
import itertools
@@ -36,20 +35,19 @@ def _unnest(nested: Sequence[Sequence[Any]]) -> np.ndarray:
def _repeat(elements: Iterable[Any], counts: Iterable[int]) -> np.ndarray:
return np.array(
list(
itertools.chain.from_iterable(map(itertools.repeat, elements, counts))
)
)
itertools.chain.from_iterable(map(itertools.repeat, elements,
counts))))
def _to_padded_jax_array(x: np.ndarray) -> jax.Array:
if x.ndim == 1:
(i,) = x.shape
di = 2 ** math.ceil(math.log2(i)) - i
di = 2**math.ceil(math.log2(i)) - i
return jnp.pad(x, ((0, di),), mode="constant", constant_values=0.0)
elif x.ndim == 2:
i, j = x.shape
di = 2 ** math.ceil(math.log2(i)) - i
dj = 2 ** math.ceil(math.log2(j)) - j
di = 2**math.ceil(math.log2(i)) - i
dj = 2**math.ceil(math.log2(j)) - j
return jnp.pad(x, ((0, di), (0, dj)), mode="constant", constant_values=0.0)
else:
raise ValueError(f"Unsupported array shape: {x.shape}")
@@ -86,21 +84,16 @@ class BatchedInContextXRegBase:
train_lens: Sequence[int],
test_lens: Sequence[int],
train_dynamic_numerical_covariates: (
Mapping[str, Sequence[Sequence[float]]] | None
) = None,
Mapping[str, Sequence[Sequence[float]]] | None) = None,
train_dynamic_categorical_covariates: (
Mapping[str, Sequence[Sequence[Category]]] | None
) = None,
Mapping[str, Sequence[Sequence[Category]]] | None) = None,
test_dynamic_numerical_covariates: (
Mapping[str, Sequence[Sequence[float]]] | None
) = None,
Mapping[str, Sequence[Sequence[float]]] | None) = None,
test_dynamic_categorical_covariates: (
Mapping[str, Sequence[Sequence[Category]]] | None
) = None,
Mapping[str, Sequence[Sequence[Category]]] | None) = None,
static_numerical_covariates: Mapping[str, Sequence[float]] | None = None,
static_categorical_covariates: (
Mapping[str, Sequence[Category]] | None
) = None,
static_categorical_covariates: (Mapping[str, Sequence[Category]] |
None) = None,
) -> None:
"""Initializes with the exogenous covariate inputs.
@@ -187,17 +180,13 @@ class BatchedInContextXRegBase:
self.train_lens = train_lens
self.test_lens = test_lens
self.train_dynamic_numerical_covariates = (
train_dynamic_numerical_covariates or {}
)
train_dynamic_numerical_covariates or {})
self.train_dynamic_categorical_covariates = (
train_dynamic_categorical_covariates or {}
)
self.test_dynamic_numerical_covariates = (
test_dynamic_numerical_covariates or {}
)
train_dynamic_categorical_covariates or {})
self.test_dynamic_numerical_covariates = (test_dynamic_numerical_covariates
or {})
self.test_dynamic_categorical_covariates = (
test_dynamic_categorical_covariates or {}
)
test_dynamic_categorical_covariates or {})
self.static_numerical_covariates = static_numerical_covariates or {}
self.static_categorical_covariates = static_categorical_covariates or {}
@@ -205,31 +194,23 @@ class BatchedInContextXRegBase:
"""Verifies the validity of the covariate inputs."""
# Check presence.
if (
self.train_dynamic_numerical_covariates
and not self.test_dynamic_numerical_covariates
) or (
not self.train_dynamic_numerical_covariates
and self.test_dynamic_numerical_covariates
):
if (self.train_dynamic_numerical_covariates and
not self.test_dynamic_numerical_covariates) or (
not self.train_dynamic_numerical_covariates and
self.test_dynamic_numerical_covariates):
raise ValueError(
"train_dynamic_numerical_covariates and"
" test_dynamic_numerical_covariates must be both present or both"
" absent."
)
" absent.")
if (
self.train_dynamic_categorical_covariates
and not self.test_dynamic_categorical_covariates
) or (
not self.train_dynamic_categorical_covariates
and self.test_dynamic_categorical_covariates
):
if (self.train_dynamic_categorical_covariates and
not self.test_dynamic_categorical_covariates) or (
not self.train_dynamic_categorical_covariates and
self.test_dynamic_categorical_covariates):
raise ValueError(
"train_dynamic_categorical_covariates and"
" test_dynamic_categorical_covariates must be both present or both"
" absent."
)
" absent.")
# Check keys.
for dict_a, dict_b, dict_a_name, dict_b_name in (
@@ -248,46 +229,38 @@ class BatchedInContextXRegBase:
):
if w := set(dict_a.keys()) - set(dict_b.keys()):
raise ValueError(
f"{dict_a_name} has keys not present in {dict_b_name}: {w}"
)
f"{dict_a_name} has keys not present in {dict_b_name}: {w}")
if w := set(dict_b.keys()) - set(dict_a.keys()):
raise ValueError(
f"{dict_b_name} has keys not present in {dict_a_name}: {w}"
)
f"{dict_b_name} has keys not present in {dict_a_name}: {w}")
# Check shapes.
if assert_covariate_shapes:
if len(self.targets) != len(self.train_lens):
raise ValueError(
"targets and train_lens must have the same number of elements."
)
"targets and train_lens must have the same number of elements.")
if len(self.train_lens) != len(self.test_lens):
raise ValueError(
"train_lens and test_lens must have the same number of elements."
)
"train_lens and test_lens must have the same number of elements.")
for i, (target, train_len) in enumerate(
zip(self.targets, self.train_lens)
):
for i, (target, train_len) in enumerate(zip(self.targets,
self.train_lens)):
if len(target) != train_len:
raise ValueError(
f"targets[{i}] has length {len(target)} != expected {train_len}."
)
f"targets[{i}] has length {len(target)} != expected {train_len}.")
for key, values in self.static_numerical_covariates.items():
if len(values) != len(self.train_lens):
raise ValueError(
f"static_numerical_covariates has key {key} with number of"
f" examples {len(values)} != expected {len(self.train_lens)}."
)
f" examples {len(values)} != expected {len(self.train_lens)}.")
for key, values in self.static_categorical_covariates.items():
if len(values) != len(self.train_lens):
raise ValueError(
f"static_categorical_covariates has key {key} with number of"
f" examples {len(values)} != expected {len(self.train_lens)}."
)
f" examples {len(values)} != expected {len(self.train_lens)}.")
for lens, dict_cov, dict_cov_name in (
(
@@ -315,14 +288,12 @@ class BatchedInContextXRegBase:
if len(cov_values) != len(lens):
raise ValueError(
f"{dict_cov_name} has key {key} with number of examples"
f" {len(cov_values)} != expected {len(lens)}."
)
f" {len(cov_values)} != expected {len(lens)}.")
for i, cov_value in enumerate(cov_values):
if len(cov_value) != lens[i]:
raise ValueError(
f"{dict_cov_name} has key {key} with its {i}-th example"
f" length {len(cov_value)} != expected {lens[i]}."
)
f" length {len(cov_value)} != expected {lens[i]}.")
def create_covariate_matrix(
self,
@@ -356,11 +327,9 @@ class BatchedInContextXRegBase:
# Numerical features.
for name in sorted(self.train_dynamic_numerical_covariates):
x_train.append(
_unnest(self.train_dynamic_numerical_covariates[name])[:, np.newaxis]
)
_unnest(self.train_dynamic_numerical_covariates[name])[:, np.newaxis])
x_test.append(
_unnest(self.test_dynamic_numerical_covariates[name])[:, np.newaxis]
)
_unnest(self.test_dynamic_numerical_covariates[name])[:, np.newaxis])
for covs in self.static_numerical_covariates.values():
x_train.append(_repeat(covs, self.train_lens)[:, np.newaxis])
@@ -372,25 +341,22 @@ class BatchedInContextXRegBase:
# Normalize for robustness.
x_mean = np.mean(x_train, axis=0, keepdims=True)
x_std = np.where(
(w := np.std(x_train, axis=0, keepdims=True)) > _TOL, w, 1.0
)
x_std = np.where((w := np.std(x_train, axis=0, keepdims=True)) > _TOL, w,
1.0)
x_train = [(x_train - x_mean) / x_std]
x_test = [(x_test - x_mean) / x_std]
# Categorical features. Encode one by one.
one_hot_encoder = preprocessing.OneHotEncoder(
drop=one_hot_encoder_drop,
sparse=False,
sparse_output=False,
handle_unknown="ignore",
)
for name in sorted(self.train_dynamic_categorical_covariates.keys()):
ohe_train = _unnest(self.train_dynamic_categorical_covariates[name])[
:, np.newaxis
]
ohe_test = _unnest(self.test_dynamic_categorical_covariates[name])[
:, np.newaxis
]
ohe_train = _unnest(
self.train_dynamic_categorical_covariates[name])[:, np.newaxis]
ohe_test = _unnest(
self.test_dynamic_categorical_covariates[name])[:, np.newaxis]
x_train.append(np.array(one_hot_encoder.fit_transform(ohe_train)))
x_test.append(np.array(one_hot_encoder.transform(ohe_test)))
@@ -426,12 +392,8 @@ class BatchedInContextXRegLinear(BatchedInContextXRegBase):
debug_info: bool = False,
assert_covariates: bool = False,
assert_covariate_shapes: bool = False,
) -> (
list[np.ndarray]
| tuple[
list[np.ndarray], list[np.ndarray], jax.Array, jax.Array, jax.Array
]
):
) -> (list[np.ndarray] | tuple[list[np.ndarray], list[np.ndarray], jax.Array,
jax.Array, jax.Array]):
"""Fits a linear model for in-context regression.
Args:
@@ -495,14 +457,10 @@ class BatchedInContextXRegLinear(BatchedInContextXRegBase):
x_train = _to_padded_jax_array(x_train)
flat_targets = _to_padded_jax_array(flat_targets)
x_test = _to_padded_jax_array(x_test)
beta_hat = (
jnp.linalg.pinv(
x_train.T @ x_train + ridge * jnp.eye(x_train.shape[1]),
hermitian=True,
)
@ x_train.T
@ flat_targets
)
beta_hat = (jnp.linalg.pinv(
x_train.T @ x_train + ridge * jnp.eye(x_train.shape[1]),
hermitian=True,
) @ x_train.T @ flat_targets)
y_hat = x_test @ beta_hat
y_hat_context = x_train_raw @ beta_hat if debug_info else None
@@ -511,18 +469,14 @@ class BatchedInContextXRegLinear(BatchedInContextXRegBase):
# Reconstruct the ragged 2-dim batched forecasts from flattened linear fits.
train_index, test_index = 0, 0
for train_index_delta, test_index_delta in zip(
self.train_lens, self.test_lens
):
outputs.append(
np.array(y_hat[test_index : (test_index + test_index_delta)])
)
for train_index_delta, test_index_delta in zip(self.train_lens,
self.test_lens):
outputs.append(np.array(y_hat[test_index:(test_index +
test_index_delta)]))
if debug_info:
outputs_context.append(
np.array(
y_hat_context[train_index : (train_index + train_index_delta)]
)
)
np.array(y_hat_context[train_index:(train_index +
train_index_delta)]))
train_index += train_index_delta
test_index += test_index_delta