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domainsense avatar domainsense commented on June 26, 2024 1

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domainsense avatar domainsense commented on June 26, 2024 1

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kashif avatar kashif commented on June 26, 2024

can you try with the 0.7.0 branch and updated gluonts?

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domainsense avatar domainsense commented on June 26, 2024

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kashif avatar kashif commented on June 26, 2024

pip install diffusers perhaps i forgot to add it to the setup.py

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domainsense avatar domainsense commented on June 26, 2024

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xiyuanzh avatar xiyuanzh commented on June 26, 2024

Hi @kashif, I want to use DeepVAR model which is not supported in 0.7.0 branch. If I use the default branch, I get the error of "Reached maximum number of idle transformation calls". Do you have any suggestions? Thanks a lot!

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ProRedCat avatar ProRedCat commented on June 26, 2024

Version 0.7.0 does not have the updated model creation for the TimeGrad example. You need to import a scheduler (the diffusion solver) from the diffusers library https://huggingface.co/docs/diffusers/api/schedulers/overview.

For the issue of "Reached maximum number of idle transformation calls." it's possible you do not have enough data, one solution is to just duplicate the data. Another issues is that if you're doing custom data you must ensure that the provided data is in the shape (input_size, timesteps) instead of (timesteps, input_size). It is possible that 0.7.0 has solved this issue as I have not encountered it since moving versions but I am using custom data.

Example on how to instantiate TimeGrad in 0.7.0

from diffusers import DEISMultistepScheduler

scheduler = DEISMultistepScheduler(
    num_train_timesteps=150,
    beta_end=0.1,
)

estimator = TimeGradEstimator(
    input_size=int(dataset.metadata.feat_static_cat[0].cardinality),
    hidden_size=64,
    num_layers=2,
    dropout_rate=0.1,
    lags_seq=[1],
    scheduler=scheduler,
    num_inference_steps=150,
    prediction_length=dataset.metadata.prediction_length,
    context_length=dataset.metadata.prediction_length,
    freq=dataset.metadata.freq,
    scaling="mean",
    trainer_kwargs=dict(max_epochs=200, accelerator="gpu", devices="1"),
)

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nonconvexopt avatar nonconvexopt commented on June 26, 2024

@ProRedCat I get bad performance at version-0.7.0. Can you reproduce the similar performance recorded at timegrad-electricity notebook file?

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ProRedCat avatar ProRedCat commented on June 26, 2024

Could be the solver you're using, DEISMultistepSchedular is a fast ODE solver but may perform worse than some other solvers.

I was able to get a lower score on Electricity of 0.018 with the DEISMultistepSchedular but the number of epochs was set to 200. What sort of performance numbers are you getting?

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nonconvexopt avatar nonconvexopt commented on June 26, 2024

@ProRedCat I used the DDPMScheduler but I ran only 20 epochs. That might be the reason. I will try with DEISMultistepSchedular and large epochs. Thanks.

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