Save serialized prophet model

[rosalinesway]

Hi,

I tried using the kats package with the default prophet functions to serialize the prophet model using the below code:

from kats.models.prophet import ProphetModel, ProphetParams
import json
from prophet.serialize import model_to_json, model_from_json
# create a model param instance
params = ProphetParams(seasonality_mode=args.seasonality_mode)  # additive mode gives worse results
m = ProphetModel(DATA_DF, params)
m.fit()
save_model(m, 'serialized_model.json')

def save_model(model, file_name):
    with open(file_name, 'w') as file:
        json.dump(model_to_json(model), file)

Currently, it is throwing this error:

Traceback (most recent call last):
  File "kats_example.py", line 67, in save_model
    json.dump(model_to_json(model), file)
  File "/home/ubuntu/anaconda3/lib/python3.7/site-packages/prophet/serialize.py", line 56, in model_to_json
    if model.history is None:
AttributeError: 'ProphetModel' object has no attribute 'history'

[neelabalan]

@rosalinesway

from kats.models.prophet import ProphetModel, ProphetParams
from fbprophet.serialize import model_to_json

m = ProphetModel(TimeSeriesData(df),  ProphetParams(seasonality_mode='multiplicative'))
m.fit()

with open('serialized_model.json', 'w') as file:
    file.write(model_to_json(m.model))

[rosalinesway]

@neelabalan I ran the same command as you showed, and the same error occurred AttributeError: 'ProphetModel' object has no attribute 'history'

[neelabalan]

@rosalinesway

[rosalinesway]

ok, I think what breaks is using the ProphetModel from the result of the backtester.

ALL_ERRORS = ["mape", "smape", "mae", "mase", "mse", "rmse"]
backtester_prophet = CrossValidation(
        error_methods=ALL_ERRORS,
        data=DATA_TS,
        params=params,
        train_percentage=50,
        test_percentage=20,
        model_class=ProphetModel,
        num_folds=10,
)
backtester_prophet.run_cv()

backtester_errors["prophet"] = {}
for error, value in backtester_prophet.errors.items():
    backtester_errors["prophet"][error] = value

# results: List of tuples
# (training_data, testing_data, trained_model, forecast_predictions)
(
        train_data,
        test_data,
        trained_model,
        forecast_predictions,
) = backtester_prophet.results[0]

[neelabalan]

did you use trained_model.model? The difference is

type(trained_model)
# kats.models.prophet.ProphetModel

type(trained_model.model)
# fbprophet.forecaster.Prophet

The above backtester example works fine for me

from kats.utils import backtesters

ALL_ERRORS = ["mape", "smape", "mae", "mase", "mse", "rmse"]
backtester_prophet = backtesters.CrossValidation(
        error_methods=ALL_ERRORS,
        data=tsd,
        params=ProphetParams(seasonality_mode='multiplicative'),
        train_percentage=50,
        test_percentage=20,
        model_class=ProphetModel,
        num_folds=10,
)
backtester_prophet.run_cv()

(
        train_data,
        test_data,
        trained_model,
        forecast_predictions,
) = backtester_prophet.results[0]

with open('serialized_model.json', 'w') as file:
    file.write(model_to_json(trained_model.model))

[rosalinesway]

@neelabalan that did work, thanks!