etna-team / etna

ETNA – Time-Series Library
https://etna.tinkoff.ru
Apache License 2.0
100 stars 5 forks source link

[BUG] `DeepARModel` and `TFTModel` don't work on `pytorch_lightning>=1.9.1` #26

Closed Mr-Geekman closed 1 month ago

Mr-Geekman commented 11 months ago

Issue by Mr-Geekman Monday Feb 27, 2023 at 07:25 GMT Originally opened as https://github.com/tinkoff-ai/etna/issues/1130


🐛 Bug Report

DeepARModel and TFTModel don't work on pytorch_lightning>=1.9.1.

Fitting fails with error:

AttributeError: 'tuple' object has no attribute 'items'

As I understand, it is connected to the issue in pytorch_forecasting library: 'tuple' object has no attribute 'items' in models.

Expected behavior

Everything works fine.

How To Reproduce

Script to check TFTModel (with DeepAR error is the same).

import pandas as pd
import numpy as np

from etna.datasets.tsdataset import TSDataset
from etna.pipeline import Pipeline
from etna.transforms import DateFlagsTransform
from etna.transforms import LagTransform
from etna.transforms import PytorchForecastingTransform
from pytorch_forecasting.data import GroupNormalizer
from etna.models.nn import TFTModel

original_df = pd.DataFrame(np.array([["2021-05-31", 1, 3],
                                     ["2021-06-07", 1, 6],
                                     ["2021-06-14", 1, 9],
                                     ["2021-06-21", 1, 12],
                                     ["2021-06-28", 1, 15]]),
                           columns=['timestamp', 'segment', 'target'])
original_df['timestamp'] = pd.to_datetime(original_df['timestamp'])
original_df['target'] = original_df['target'].astype(float)
df = TSDataset.to_dataset(original_df)
ts = TSDataset(df, freq="W-MON")

HORIZON = 1
transform_date = DateFlagsTransform(day_number_in_week=True, day_number_in_month=False, out_column="dateflag")
num_lags = 2
transform_lag = LagTransform(
    in_column="target",
    lags=[HORIZON + i for i in range(num_lags)],
    out_column="target_lag",
)

transform_tft = PytorchForecastingTransform(
    max_encoder_length=HORIZON,
    max_prediction_length=HORIZON,
    time_varying_known_reals=["time_idx"],
    time_varying_unknown_reals=["target"],
    time_varying_known_categoricals=["dateflag_day_number_in_week"],
    static_categoricals=["segment"],
    target_normalizer=GroupNormalizer(groups=["segment"]),
)
model_tft = TFTModel(max_epochs=5, learning_rate=[0.1], gpus=0, batch_size=64)

pipeline_tft = Pipeline(
    model=model_tft,
    horizon=HORIZON,
    transforms=[transform_lag, transform_date, transform_tft],
)

pipeline_tft.fit(ts)

Script fails on pipline_tft.fit(ts) with error:

AttributeError: 'tuple' object has no attribute 'items'

Environment

No response

Additional context

No response

Checklist

Mr-Geekman commented 11 months ago

Comment by Mr-Geekman Monday Apr 17, 2023 at 12:06 GMT


Package pytorch_forecasting was updated recently. It looks like they probably solved the problem with pytorch_lightning there. But other packages requirements are very strict.