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Feat/pytorch lightning #702

Merged
merged 59 commits into from
Feb 15, 2022
Merged

Feat/pytorch lightning #702

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f7afe81
first draft proposal for pytorch lightning integration
dennisbader Dec 17, 2021
c026bf7
further cleanup
dennisbader Dec 20, 2021
dbef703
removed unnecessary file
dennisbader Dec 21, 2021
706fd35
fix for multiple-TS
dennisbader Dec 22, 2021
3ee8873
moved prediction timeseries generation back to TorchForecastingModel
dennisbader Dec 22, 2021
93b4bf2
support for custom trainer in fit()
dennisbader Dec 22, 2021
8c1b231
removed unused methods from TorchForecastingModel
dennisbader Dec 24, 2021
333cd5f
checkpoint loading now correctly resumes training
dennisbader Jan 11, 2022
ed42108
Merge branch 'master' into feat/pytorch_lightning
dennisbader Jan 12, 2022
facba8c
Merge branch 'master' into feat/pytorch_lightning
dennisbader Jan 15, 2022
df6b8d5
rewrote TorchForecastingModel
dennisbader Jan 15, 2022
9939422
rewrote TFTModel
dennisbader Jan 15, 2022
7d3f24d
rewrote rnn models
dennisbader Jan 15, 2022
e3bb9c2
rewrote nbeats models
dennisbader Jan 15, 2022
4cb7ec5
rewrote tcn model
dennisbader Jan 15, 2022
0ec8245
rewrote transformer model
dennisbader Jan 15, 2022
8408273
removed unused import
dennisbader Jan 15, 2022
2b36b84
resolve failing tests part 1
dennisbader Jan 17, 2022
d4db950
resolve failing tests part 2
dennisbader Jan 18, 2022
d3350d3
adapted the way how model parameters are saved
dennisbader Jan 23, 2022
1c16b72
moved TFTModel predict method into TorchForecastingModel subclass
dennisbader Jan 23, 2022
51b38b1
further simplification of model calls
dennisbader Jan 23, 2022
2905024
integrated ProbabilisticTorchForecastingModel into PLForecastingModule
dennisbader Jan 23, 2022
21ee164
integrated _produce_predict_output into PLForecastingModule
dennisbader Jan 23, 2022
8c3e94c
reintegrated original random state handling
dennisbader Jan 23, 2022
75f7194
removed unused pl random state wrapper function
dennisbader Jan 23, 2022
7102c6d
use OrderedDict for savety in model parameter extraction
dennisbader Jan 23, 2022
f48b61c
made TFM and PLFM paramater extraction generic
dennisbader Jan 29, 2022
7e7eccf
added types for variables in TFM init
dennisbader Jan 29, 2022
93ec255
made predictions deterministic for same fit predict process for non-l…
dennisbader Jan 29, 2022
83e67d6
Merge branch 'master' into feat/pytorch_lightning
dennisbader Jan 29, 2022
0774c6e
fix flake8 issues
dennisbader Jan 29, 2022
e196c97
fix flake8 issues part 2
dennisbader Jan 29, 2022
4c983fb
added pytorch-lightning to torch requirements
dennisbader Feb 2, 2022
57d11cf
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 2, 2022
6277292
fixed loading models with wrong precision
dennisbader Feb 5, 2022
84cbd61
fixed is_probabilistic()
dennisbader Feb 5, 2022
4e0c8b5
fixed failing tests for epoch count tracker
dennisbader Feb 6, 2022
1ddd5ec
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 6, 2022
4c3e268
removed input/output_chunk_length from TorchForecastingModel __init__
dennisbader Feb 9, 2022
2eb240f
unit tests save models to temp dir
dennisbader Feb 9, 2022
2dd7841
added documentation for ModelMeta
dennisbader Feb 9, 2022
984ea88
apply suggestions from PR review part 1
dennisbader Feb 9, 2022
771fbdf
deprecated `torch_device_str`
dennisbader Feb 9, 2022
634524f
updated optimizer docs
dennisbader Feb 9, 2022
d6274a8
updated retrain warning
dennisbader Feb 9, 2022
fbf05d2
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 13, 2022
0ba7f65
made PLMixedCovariatesModule more generic
dennisbader Feb 13, 2022
970db09
added docs
dennisbader Feb 13, 2022
11e7681
added PTL trainer unit tests
dennisbader Feb 13, 2022
7a084ac
update model docs
dennisbader Feb 13, 2022
c8b4bff
fixed broken url in TFM and covariates userguide
dennisbader Feb 13, 2022
f0e4e30
removed input/output chunk length from PL modules
dennisbader Feb 13, 2022
3b7f846
relaxed pytorch-lightning requirement
dennisbader Feb 13, 2022
7290775
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 13, 2022
43803b9
isort
dennisbader Feb 13, 2022
fa5a6db
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 15, 2022
73e3ff4
isort part 2
dennisbader Feb 15, 2022
0d6c105
Merge branch 'master' into feat/pytorch_lightning
dennisbader Feb 15, 2022
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Merge branch 'master' into feat/pytorch_lightning
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@dennisbader
dennisbader committed Feb 15, 2022
commit 0d6c105e8f8198af036ee420e885766c059ac02b

This merge commit was added into this branch cleanly.

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