Merge pull request #3 from LeonEthan/main

FIX: Add exclude_insample_y param to TimeXer for model loading (Nixtla#1306)

Author: LeonEthan

.circleci/config.yml

@@ -11,6 +11,7 @@ jobs:
           command: micromamba install -n base -c conda-forge -y python=3.10 git -f environment-cpu.yml
       - run:
           name: Run nbdev tests
+          no_output_timeout: 20m
           command: |
             eval "$(micromamba shell hook --shell bash)"
             micromamba activate base

.github/workflows/lint.yaml

@@ -19,7 +19,7 @@ jobs:
           python-version: "3.10"
 
       - name: Install dependencies
-        run: pip install black nbdev==2.3.25 pre-commit
+        run: pip install black "fastcore<1.8.0" nbdev==2.3.25 pre-commit
 
       - name: Run pre-commit
         run: pre-commit run --files neuralforecast/*

nbs/models.timexer.ipynb

@@ -293,6 +293,7 @@
     "                 futr_exog_list = None,\n",
     "                 hist_exog_list = None,\n",
     "                 stat_exog_list = None,\n",
+    "                 exclude_insample_y: bool = False,\n",
     "                 patch_len: int = 16,\n",
     "                 hidden_size: int = 512,\n",
     "                 n_heads: int = 8,\n",
@@ -332,7 +333,7 @@
     "                                    futr_exog_list=futr_exog_list,\n",
     "                                    hist_exog_list=hist_exog_list,\n",
     "                                    stat_exog_list=stat_exog_list,\n",
-    "                                    exclude_insample_y = False,\n",
+    "                                    exclude_insample_y=exclude_insample_y,\n",
     "                                    loss=loss,\n",
     "                                    valid_loss=valid_loss,\n",
     "                                    max_steps=max_steps,\n",

neuralforecast/models/timexer.py

@@ -199,6 +199,7 @@ def __init__(
         futr_exog_list=None,
         hist_exog_list=None,
         stat_exog_list=None,
+        exclude_insample_y: bool = False,
         patch_len: int = 16,
         hidden_size: int = 512,
         n_heads: int = 8,
@@ -240,7 +241,7 @@ def __init__(
             futr_exog_list=futr_exog_list,
             hist_exog_list=hist_exog_list,
             stat_exog_list=stat_exog_list,
-            exclude_insample_y=False,
+            exclude_insample_y=exclude_insample_y,
             loss=loss,
             valid_loss=valid_loss,
             max_steps=max_steps,

settings.ini

@@ -18,7 +18,7 @@ status = 2
 requirements = coreforecast>=0.0.6 fsspec numpy>=1.21.6 pandas>=1.3.5 torch>=2.0.0 pytorch-lightning>=2.0.0 ray[tune]>=2.2.0 optuna utilsforecast>=0.2.3
 spark_requirements = fugue pyspark>=3.5
 aws_requirements = fsspec[s3]
-dev_requirements = black gitpython hyperopt ipython<=8.32.0 matplotlib mypy nbdev==2.3.25 polars pre-commit pyarrow ruff s3fs transformers
+dev_requirements = black fastcore<=1.7.29 gitpython hyperopt ipython<=8.32.0 matplotlib mypy nbdev==2.3.25 polars pre-commit pyarrow ruff s3fs transformers
 nbs_path = nbs
 doc_path = _docs
 recursive = True