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Merged
merged 9 commits into from
Mar 1, 2024
Merged

[timeseries] Add support for categorical covariates #3874

merged 9 commits into from
Mar 1, 2024

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shchur
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@shchur shchur commented Jan 22, 2024 •
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Description of changes:

  • Add support for known and past categorical covariates to autogluon.timeseries.utils.features.TimeSeriesFeatureGenerator.
  • Improve log messages about the inferred column types
  • Convert all continuous covariates, features, and target to float32

Example log for a dataset with various covariates:

Provided data contains following columns:
        target: 'target'
        known_covariates:
                categorical:        ['feat1']
                continuous (float): ['feat3']
        past_covariates:
                categorical:        ['feat2', 'feat_bool']
                continuous (float): ['feat4']
        static_features:
                categorical:        ['a', 'c']
                continuous (float): ['b']

AutoGluon will ignore following non-numeric/non-informative columns:
        ignored covariates:      ['feat_dt', 'feat_repeat']
        ignored static_features: ['d']

To learn how to fix incorrectly inferred types, please see documentation for TimeSeriesPredictor.fit

To do in a later PR:

  • Pass the categorical covariates to models that support them
  • Add discussion of categorical covariates to the documentation

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

@shchur shchur changed the title [timeseries] WIP: Add support for categorical covariates [timeseries] Add support for categorical covariates Jan 23, 2024
@shchur shchur requested a review from canerturkmen January 23, 2024 15:02
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Job PR-3874-5846ce2 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3874/5846ce2/index.html

canerturkmen
canerturkmen approved these changes Jan 25, 2024
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LGTM! Thanks!

@shchur shchur changed the title [timeseries] Add support for categorical covariates [after v1.0.1] [timeseries] Add support for categorical covariates Jan 26, 2024
@shchur shchur added this to the 1.1 Release milestone Feb 20, 2024
@shchur shchur added the module: timeseries related to the timeseries module label Feb 27, 2024
@shchur shchur changed the title [after v1.0.1] [timeseries] Add support for categorical covariates [timeseries] Add support for categorical covariates Mar 1, 2024
@shchur shchur force-pushed the cat-features-ts branch from 5846ce2 to c860d53 Compare March 1, 2024 08:46
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github-actions bot commented Mar 1, 2024

Job PR-3874-c860d53 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-3874/c860d53/index.html

@shchur shchur merged commit 582082b into autogluon:master Mar 1, 2024
@shchur shchur deleted the cat-features-ts branch March 1, 2024 10:57
ddelange added a commit to ddelange/autogluon that referenced this pull request Mar 21, 2024
@ddelange
Merge branch 'master' of https://github.com/awslabs/autogluon into pa…
06a703f 
…tch-4

* 'master' of https://github.com/awslabs/autogluon: (46 commits)
  [core] move transformers to setup_utils, bump dependency version (autogluon#3984)
  [AutoMM] Fix one lightning upgrade issue (autogluon#3991)
  [CI][Feature] Create a package version table (autogluon#3972)
  [v.1.1][Upgrade] PyTorch 2.1 and CUDA 12.1 upgrade (autogluon#3982)
  [WIP] Code implementation of Conv-LoRA (autogluon#3933)
  [timeseries] Ensure that all metrics handle missing values in the target (autogluon#3966)
  [timeseries] Fix path and device bugs (autogluon#3979)
  [AutoMM]Remove grounding-dino (autogluon#3974)
  [Docs] Update install modules content (autogluon#3976)
  Add note on pd.to_datetime (autogluon#3975)
  [AutoMM] Improve DINO performance (autogluon#3970)
  Minor correction in differ to pick correct environment (autogluon#3968)
  Fix windows python 3.11 issue by removing ray (autogluon#3956)
  [CI][Feature] Package Version Comparator (autogluon#3962)
  [timeseries] Add support for categorical covariates (autogluon#3874)
  [timeseries] Add method for plotting forecasts (autogluon#3889)
  Update conf.py copyright to reflect current year (autogluon#3932)
  [Timeseries][CI]Refactor CI to skip AutoMM and Tabular tests w.r.t timeseries changes (autogluon#3942)
  Fix HPO crash in memory check (autogluon#3931)
  [AutoMM][CI] Capping scikit-learn to avoid HPO test failure (autogluon#3947)
  ...
LennartPurucker pushed a commit to LennartPurucker/autogluon that referenced this pull request Jun 1, 2024
@shchur @LennartPurucker
[timeseries] Add support for categorical covariates (autogluon#3874)
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@canerturkmen canerturkmen canerturkmen approved these changes

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