Feat/tft static categorical (#1081)

* categorical static covariate support for TFTModel

* from_group_dataframe fix

* added static covariate transformer

* OneHotEncoder support for StaticCovariatesTransformer

* small fix

* TFTModel static covariate handling

* improved transformer with specifying which columns to transform

* docs improvements

* docstring improvement for StaticCvoariatesTransformer

* added static covariates notebook example

* TFTModel docstring update

* Apply suggestions from code review

Co-authored-by: Julien Herzen <[email protected]>

* applied suggestions from PR review

* applied suggestions from PR review part 2

* added automatic embedding size option for TFTModel

* added test for TFTModel categorical static covariate support

Co-authored-by: Julien Herzen <[email protected]>

Author: dennisbader

.github/workflows/merge.yml

@@ -87,7 +87,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        example-name: [00-quickstart.ipynb, 01-multi-time-series-and-covariates.ipynb, 02-data-processing.ipynb, 03-FFT-examples.ipynb, 04-RNN-examples.ipynb, 05-TCN-examples.ipynb, 06-Transformer-examples.ipynb, 07-NBEATS-examples.ipynb, 08-DeepAR-examples.ipynb, 09-DeepTCN-examples.ipynb, 10-Kalman-filter-examples.ipynb, 11-GP-filter-examples.ipynb, 12-Dynamic-Time-Warping-example.ipynb, 13-TFT-examples.ipynb]
+        example-name: [00-quickstart.ipynb, 01-multi-time-series-and-covariates.ipynb, 02-data-processing.ipynb, 03-FFT-examples.ipynb, 04-RNN-examples.ipynb, 05-TCN-examples.ipynb, 06-Transformer-examples.ipynb, 07-NBEATS-examples.ipynb, 08-DeepAR-examples.ipynb, 09-DeepTCN-examples.ipynb, 10-Kalman-filter-examples.ipynb, 11-GP-filter-examples.ipynb, 12-Dynamic-Time-Warping-example.ipynb, 13-TFT-examples.ipynb, 15-static-covariates.ipynb]
     steps:
       - name: "1. Clone repository"
         uses: actions/checkout@v2

.ipynb_checkpoints/Untitled-checkpoint.ipynb

@@ -0,0 +1,6 @@
+{
+ "cells": [],
+ "metadata": {},
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

Untitled.ipynb

@@ -0,0 +1,33 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "c28921d2-5852-488d-b2b6-e1161a1a3373",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "darts_37",
+   "language": "python",
+   "name": "darts_37"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.7.12"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

darts/dataprocessing/transformers/__init__.py

@@ -15,3 +15,4 @@
     TopDownReconciliator,
 )
 from .scaler import Scaler
+from .static_covariates_transformer import StaticCovariatesTransformer