* add distribution head to forecasting
* formatting
* Add generate function for forecasting
* Add generate function to prediction task
* formatting
* use argsort
* add past_observed_mask ordering
* fix arguments
* docs
* add back test_model_outputs_equivalence test
* formatting
* cleanup
* formatting
* use ACT2CLS
* formatting
* fix add_start_docstrings decorator
* add distribution head and generate function to regression task
add distribution head and generate function to regression task. Also made add PatchTSTForForecastingOutput, PatchTSTForRegressionOutput.
* add distribution head and generate function to regression task
add distribution head and generate function to regression task. Also made add PatchTSTForForecastingOutput, PatchTSTForRegressionOutput.
* fix typos
* add forecast_masking
* fixed tests
* use set_seed
* fix doc test
* formatting
* Update docs/source/en/model_doc/patchtst.md
Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
* better var names
* rename PatchTSTTranspose
* fix argument names and docs string
* remove compute_num_patches and unused class
* remove assert
* renamed to PatchTSTMasking
* use num_labels for classification
* use num_labels
* use default num_labels from super class
* move model_type after docstring
* renamed PatchTSTForMaskPretraining
* bs -> batch_size
* more review fixes
* use hidden_state
* rename encoder layer and block class
* remove commented seed_number
* edit docstring
* Add docstring
* formatting
* use past_observed_mask
* doc suggestion
* make fix-copies
* use Args:
* add docstring
* add docstring
* change some variable names and add PatchTST before some class names
* formatting
* fix argument types
* fix tests
* change x variable to patch_input
* format
* formatting
* fix-copies
* Update tests/models/patchtst/test_modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* move loss to forward
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
* formatting
* fix a bug when pre_norm is set to True
* output_hidden_states is set to False as default
* set pre_norm=True as default
* format docstring
* format
* output_hidden_states is None by default
* add missing docs
* better var names
* docstring: remove default to False in output_hidden_states
* change labels name to target_values in regression task
* format
* fix tests
* change to forecast_mask_ratios and random_mask_ratio
* change mask names
* change future_values to target_values param in the prediction class
* remove nn.Sequential and make PatchTSTBatchNorm class
* black
* fix argument name for prediction
* add output_attentions option
* add output_attentions to PatchTSTEncoder
* formatting
* Add attention output option to all classes
* Remove PatchTSTEncoderBlock
* create PatchTSTEmbedding class
* use config in PatchTSTPatchify
* Use config in PatchTSTMasking class
* add channel_attn_weights
* Add PatchTSTScaler class
* add output_attentions arg to test function
* format
* Update doc with image patchtst.md
* fix-copies
* rename Forecast <-> Prediction
* change name of a few parameters to match with PatchTSMixer.
* Remove *ForForecasting class to match with other time series models.
* make style
* Remove PatchTSTForForecasting in the test
* remove PatchTSTForForecastingOutput class
* change test_forecast_head to test_prediction_head
* style
* fix docs
* fix tests
* change num_labels to num_targets
* Remove PatchTSTTranspose
* remove arguments in PatchTSTMeanScaler
* remove arguments in PatchTSTStdScaler
* add config as an argument to all the scaler classes
* reformat
* Add norm_eps for batchnorm and layernorm
* reformat.
* reformat
* edit docstring
* update docstring
* change variable name pooling to pooling_type
* fix output_hidden_states as tuple
* fix bug when calling PatchTSTBatchNorm
* change stride to patch_stride
* create PatchTSTPositionalEncoding class and restructure the PatchTSTEncoder
* formatting
* initialize scalers with configs
* edit output_hidden_states
* style
* fix forecast_mask_patches doc string
* doc improvements
* move summary to the start
* typo
* fix docstring
* turn off masking when using prediction, regression, classification
* return scaled output
* adjust output when using distribution head
* remove _num_patches function in the config
* get config.num_patches from patchifier init
* add output_attentions docstring, remove tuple in output_hidden_states
* change SamplePatchTSTPredictionOutput and SamplePatchTSTRegressionOutput to SamplePatchTSTOutput
* remove print("model_class: ", model_class)
* change encoder_attention_heads to num_attention_heads
* change norm to norm_layer
* change encoder_layers to num_hidden_layers
* change shared_embedding to share_embedding, shared_projection to share_projection
* add output_attentions
* more robust check of norm_type
* change dropout_path to path_dropout
* edit docstring
* remove positional_encoding function and add _init_pe in PatchTSTPositionalEncoding
* edit shape of cls_token and initialize it
* add a check on the num_input_channels.
* edit head_dim in the Prediction class to allow the use of cls_token
* remove some positional_encoding_type options, remove learn_pe arg, initalize pe
* change Exception to ValueError
* format
* norm_type is "batchnorm"
* make style
* change cls_token shape
* Change forecast_mask_patches to num_mask_patches. Remove forecast_mask_ratios.
* Bring PatchTSTClassificationHead on top of PatchTSTForClassification
* change encoder_ffn_dim to ffn_dim and edit the docstring.
* update variable names to match with the config
* add generation tests
* change num_mask_patches to num_forecast_mask_patches
* Add examples explaining the use of these models
* make style
* Revert "Revert "[time series] Add PatchTST (#25927)" (#27486)"
This reverts commit 78f6ed6c70.
* make style
* fix default std scaler's minimum_scale
* fix docstring
* close code blocks
* Update docs/source/en/model_doc/patchtst.md
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update tests/models/patchtst/test_modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/configuration_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* Update src/transformers/models/patchtst/modeling_patchtst.py
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
* fix tests
* add add_start_docstrings
* move examples to the forward's docstrings
* update prepare_batch
* update test
* fix test_prediction_head
* fix generation test
* use seed to create generator
* add output_hidden_states and config.num_patches
* add loc and scale args in PatchTSTForPredictionOutput
* edit outputs if if not return_dict
* use self.share_embedding to check instead checking type.
* remove seed
* make style
* seed is an optional int
* fix test
* generator device
* Fix assertTrue test
* swap order of items in outputs when return_dict=False.
* add mask_type and random_mask_ratio to unittest
* Update modeling_patchtst.py
* add add_start_docstrings for regression model
* make style
* update model path
* Edit the ValueError comment in forecast_masking
* update examples
* make style
* fix commented code
* update examples: remove config from from_pretrained call
* Edit example outputs
* Set default target_values to None
* remove config setting in regression example
* Update configuration_patchtst.py
* Update configuration_patchtst.py
* remove config from examples
* change default d_model and ffn_dim
* norm_eps default
* set has_attentions to Trye and define self.seq_length = self.num_patche
* update docstring
* change variable mask_input to do_mask_input
* fix blank space.
* change logger.debug to logger.warning.
* remove unused PATCHTST_INPUTS_DOCSTRING
* remove all_generative_model_classes
* set test_missing_keys=True
* remove undefined params in the docstring.
---------
Co-authored-by: nnguyen <nnguyen@us.ibm.com>
Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
Co-authored-by: Patrick von Platen <patrick.v.platen@gmail.com>
Co-authored-by: Nam Nguyen <namctin@gmail.com>
Co-authored-by: Wesley Gifford <79663411+wgifford@users.noreply.github.com>
Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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