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Forecaster

HFTransformersForecaster

Forecaster that uses a huggingface model for forecasting.

This forecaster fetches the model from the huggingface model hub. Note, this forecaster is in an experimental state. It is currently only working for Informer, Autoformer, and TimeSeriesTransformer.

Schnellstart

python
from sktime.forecasting.hf_transformers import HFTransformersForecaster

estimator = HFTransformersForecaster(model_path: str=None, fit_strategy='minimal', validation_split=0.2, config=None, training_args=None, compute_metrics=None, deterministic=False, callbacks=None, peft_config=None)

Parameter(9)

model_pathstr or PreTrainedModel

Path to the huggingface model to use for forecasting. Currently, Informer, Autoformer, and TimeSeriesTransformer are supported. This can be one of the following: - A string specifying the Hugging Face model name or path

(e.g., “huggingface/autoformer-tourism-monthly”).

  • An instance of a PreTrainedModel, allowing manual initialization and configuration.

fit_strategystr, default=”minimal”

Strategy to use for fitting (fine-tuning) the model. This can be one of the following:

  • “minimal”: Fine-tunes only a small subset of the model parameters, allowing for quick adaptation with limited computational resources.

  • “full”: Fine-tunes all model parameters, which may result in better performance but requires more computational power and time.

  • “peft”: Applies Parameter-Efficient Fine-Tuning (PEFT) techniques to adapt the model with fewer trainable parameters, saving computational resources.

    Note: If the ‘peft’ package is not available, a ModuleNotFoundError will be raised, indicating that the ‘peft’ package is required. Please install it using pip install peft to use this fit strategy.

validation_splitfloat, default=0.2
Fraction of the data to use for validation
configdict, default={}
Configuration to use for the model. See the transformers documentation for details.
training_argsdict, default={}
Training arguments to use for the model. See transformers.TrainingArguments for details. Note that the output_dir argument is required.
compute_metricslist, default=None
List of metrics to compute during training. See transformers.Trainer for details.
deterministicbool, default=False
Whether the predictions should be deterministic or not.
callbackslist, default=[]
List of callbacks to use during training. See transformers.Trainer
peft_configpeft.PeftConfig, default=None
Configuration for Parameter-Efficient Fine-Tuning. When fit_strategy is set to “peft”, this will be used to set up PEFT parameters for the model. See the peft documentation for details.

Beispiele

Using a Pretrained Model from Hugging Face
>>> from sktime.forecasting.hf_transformers import HFTransformersForecaster
>>> from sktime.datasets import load_airline
>>> y = load_airline ()
>>> forecaster = HFTransformersForecaster (
... model_path = "huggingface/autoformer-tourism-monthly",
... training_args = {
... "num_train_epochs": 20,
... "output_dir": "test_output",
... "per_device_train_batch_size": 32,
... },
... config = {
... "lags_sequence": [1, 2, 3 ],
... "context_length": 2,
... "prediction_length": 4,
... "use_cpu": True,
... "label_length": 2,
... },
... )
>>> forecaster. fit (y)
>>> fh = [1, 2, 3 ]
>>> y_pred = forecaster. predict (fh) Using PEFT for Fine-Tuning
>>> from sktime.forecasting.hf_transformers import HFTransformersForecaster
>>> from sktime.datasets import load_airline
>>> from peft import LoraConfig
>>> y = load_airline ()
>>> forecaster = HFTransformersForecaster (
... model_path = "huggingface/autoformer-tourism-monthly",
... fit_strategy = "peft",
... training_args = {
... "num_train_epochs": 20,
... "output_dir": "test_output",
... "per_device_train_batch_size": 32,
... },
... config = {
... "lags_sequence": [1, 2, 3 ],
... "context_length": 2,
... "prediction_length": 4,
... "use_cpu": True,
... "label_length": 2,
... },
... peft_config = LoraConfig (
... r = 8,
... lora_alpha = 32,
... target_modules = ["q_proj", "v_proj" ],
... lora_dropout = 0.01,
... )
... )
>>> forecaster. fit (y)
>>> fh = [1, 2, 3 ]
>>> y_pred = forecaster. predict (fh) Using an Initialized Model
>>> from sktime.datasets import load_airline
>>> from transformers import AutoformerConfig, AutoformerForPrediction
>>> from sktime.forecasting.hf_transformers import HFTransformersForecaster
>>> y = load_airline ()
>>> # Define model configuration
>>> config = AutoformerConfig (
... num_dynamic_real_features = 0,
... num_static_real_features = 0,
... num_static_categorical_features = 0,
... num_time_features = 0,
... context_length = 32,
... prediction_length = 8,
... lags_sequence = [1, 2, 3 ],
... )
>>> # Initialize the model
>>> model = AutoformerForPrediction (config)
>>> # Initialize the forecaster with the model
>>> forecaster = HFTransformersForecaster (
... model_path = model,
... fit_strategy = "minimal",
... training_args = {
... "num_train_epochs": 10,
... "output_dir": "output",
... "per_device_train_batch_size": 4
... },
... )
>>> forecaster. fit (y)
>>> fh = [1, 2, 3 ]
>>> y_pred = forecaster. predict (fh)