Package :: PYPI :: pytorch-forecasting

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pytorch-forecasting 0.9.1 2021-09-26

Added

  • Use target name instead of target number for logging metrics (588)
  • Optimizer can be initialized by passing string, class or function (602)
  • Add support for multiple outputs in Baseline model (6…
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pytorch-forecasting 0.9.0 2021-06-04

Breaking changes

  • Removed dropout\_categoricals parameter from TimeSeriesDataSet. Use categorical\_encoders=dict(=NaNLabelEncoder(add\_nan=True)) instead (518)
  • Rename parameter allow\_missings for T…
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pytorch-forecasting 0.8.5 2021-04-27

Added

  • Allow lists for multiple losses and normalizers (405)
  • Warn if normalization is with scale < 1e-7 (429)
  • Allow usage of distribution losses in all settings (434)

Fixed

  • Fix issue when pr…
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pytorch-forecasting 0.8.4 2021-03-07

Added

  • Adding a filter functionality to the timeseries datasset (329)
  • Add simple models such as LSTM, GRU and a MLP on the decoder (380)
  • Allow usage of any torch optimizer such as SGD (380)

Fixed

  • M…
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pytorch-forecasting 0.8.3 2021-01-31

Added

  • Make tuning trainer kwargs overwritable (300)
  • Allow adding categories to NaNEncoder (303)

Fixed

  • Underlying data is copied if modified. Original data is not modified inplace (263)
  • Allow plott…
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pytorch-forecasting 0.8.2 2021-01-12
  • Added missing output transformation which was switched off by default (260)
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pytorch-forecasting 0.8.1 2021-01-10

Added

  • Add "Release Notes" section to docs (237)
  • Enable usage of lag variables for any model (252)

Changed

  • Require PyTorch>=1.7 (245)

Fixed

  • Fix issue for multi-target forecasting when decoder …
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pytorch-forecasting 0.8.0 2021-01-03

Added

  • Adding support for multiple targets in the TimeSeriesDataSet (199) and amended tutorials.
  • Temporal fusion transformer and DeepAR with support for multiple tagets (199)
  • Check for non-finite val…
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pytorch-forecasting 0.7.1 2020-12-07

Added

  • Tutorial on how to implement a new architecture covering basic and advanced use cases (188)
  • Additional and improved documentation - particularly of implementation details (188)

Changed (break…

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pytorch-forecasting 0.7.0 2020-12-03

Added

  • Beta distribution loss for probabilistic models such as DeepAR (160)

Changed

  • BREAKING: Simplifying how to apply transforms (such as logit or log) before and after applying encoder. Some tran…
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pytorch-forecasting 0.6.1 2020-11-24

Added

  • Using GRU cells with DeepAR (153)

Fixed

  • GPU fix for variable sequence length (169)
  • Fix incorrect syntax for warning when removing series (167)
  • Fix issue when using unknown group ids in valid…
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pytorch-forecasting 0.6.0 2020-11-10

Added

  • DeepAR by Amazon (115)
  • First autoregressive model in PyTorch Forecasting
  • Distribution loss: normal, negative binomial and log-normal distributions
  • Currently missing: handling lag variables and…
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pytorch-forecasting 0.5.3 2020-10-31

Fixes

  • Fix issue where hyperparameter verbosity controlled only part of output (118)
  • Fix occasional error when .get\\_parameters() from TimeSeriesDataSet failed (117)
  • Remove redundant double pass thr…
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pytorch-forecasting 0.5.2 2020-10-18

Added

  • Hyperparameter tuning with optuna to tutorial
  • Control over verbosity of hyper parameter tuning

Fixes

  • Interpretation error when different batches had different maximum decoder lengths
  • Fix som…
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pytorch-forecasting 0.5.1 2020-10-14

This release has only one purpose: Allow usage of PyTorch Lightning 1.0 - all tests have passed.

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pytorch-forecasting 0.5.0 2020-10-12

Added

  • Additional checks for TimeSeriesDataSet inputs - now flagging if series are lost due to high min\\_encoder\\_length and ensure parameters are integers
  • Enable classification - simply change the…
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pytorch-forecasting 0.4.1 2020-10-01

Fixes

Model

  • Removed attention to current datapoint in TFT decoder to generalise better over various sequence lengths
  • Allow resuming optuna hyperparamter tuning study

Data

  • Fixed inconsistent naming…
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pytorch-forecasting 0.4.0 2020-09-28

Added

Models

  • Backcast loss for N-BEATS network for better regularisation
  • logging\_metrics as explicit arguments to models

Metrics

  • MASE (Mean absolute scaled error) metric for training and reportin…
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pytorch-forecasting 0.3.1 2020-09-13
  • More tests driving coverage to ~90%
  • Performance tweaks for temporal fusion transformer
  • Reformatting with sort
  • Improve documentation - particularly expand on hyper parameter tuning

Fixed

  • Fix Poisso…
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pytorch-forecasting 0.3.0 2020-09-02

Added

  • Calculating partial dependency for a variable
  • Improved documentation - in particular added FAQ section and improved tutorial
  • Data for examples and tutorials can now be downloaded. Cloning the …
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pytorch-forecasting

Forecasting timeseries with PyTorch - dataloaders, normalizers, metrics and models

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