DeepVAR: name 'SetField' is not defined

[StatMixedML]

Description

I am trying to use DeepVAREstimator from the issue-3 branch throwing an error NameError: name 'SetField' is not defined.

To Reproduce

from pts.transform import SetField
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
trainer = Trainer(device = device, epochs = 10) 

estimator = DeepVAREstimator(input_size = 401,
                             freq = "1M", 
                             prediction_length = pred_h,
                             context_length = pred_h*2,
                             target_dim = target_dim,
                             use_feat_static_cat = True,
                             cardinality = card_static,
                             trainer = trainer)                              
predictor = estimator.train(training_data = train_ds)

Error message output

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
<ipython-input-27-375c015eb18b> in <module>
     20                              # time_features = feat_dynamic_real_train,
     21                              trainer = trainer)                              
---> 22 predictor = estimator.train(training_data = train_ds)
     23 predictor.__dict__["prediction_net"]

~/miniconda3/envs/pytorchts/lib/python3.7/site-packages/pts/model/estimator.py in train(self, training_data)
    132 
    133     def train(self, training_data: Dataset) -> Predictor:
--> 134         return self.train_model(training_data).predictor

~/miniconda3/envs/pytorchts/lib/python3.7/site-packages/pts/model/estimator.py in train_model(self, training_data)
     98 
     99     def train_model(self, training_data: Dataset) -> TrainOutput:
--> 100         transformation = self.create_transformation()
    101         transformation.estimate(iter(training_data))
    102 

~/miniconda3/envs/pytorchts/lib/python3.7/site-packages/pts/model/deepvar/deepvar_estimator.py in create_transformation(self)
    154                 else []
    155             )
--> 156             + [
    157                 AsNumpyArray(
    158                     field=FieldName.FEAT_STATIC_CAT, expected_ndim=1, dtype=np.long,

NameError: name 'SetField' is not defined

Potential Solution

Include the following into deepvar_estimator.py

from pts.transform import (
...
    SetField
)

[kashif]

@StatMixedML cool will fix it in a few mins. Thanks!

[StatMixedML]

@kashif Any updates on this?

[kashif]

fixed by 8e9f31eae120d42f7e09ef738542a4d7e73f60e8