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[Time-Series] Autoformer model #21891

Merged
merged 134 commits into from
May 30, 2023
Merged

[Time-Series] Autoformer model #21891

merged 134 commits into from
May 30, 2023

Commits on Mar 1, 2023

  1. ran transformers-cli add-new-model-like

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Commits on Mar 2, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. added AutoformerLayernorm and AutoformerSeriesDecomposition

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  3. added decomposition_layer in init and moving_avg to config

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  4. added AutoformerAutoCorrelation to encoder & decoder

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  5. removed caninical self attention AutoformerAttention

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  6. added arguments in config and model tester. Init works! 😁

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Commits on Mar 3, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. WIP autoformer attention with autocorrlation

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  3. fixed attn_weights size

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    elisim committed Mar 3, 2023
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  4. wip time_delay_agg_training

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Commits on Mar 4, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. fixing sizes and debug time_delay_agg_training

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  3. aggregation in training works! 😁

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  4. top_k_delays -> top_k_delays_index and added contiguous()

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  5. wip time_delay_agg_inference

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Commits on Mar 5, 2023

  1. finish time_delay_agg_inference 😎

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  2. added resize to autocorrelation

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Commits on Mar 6, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. bug fix: added the length of the output signal to irfft

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  3. attention_mask = None in the decoder

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  4. fixed test: changed attention expected size, test_attention_outputs… 

    … works!
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  5. removed unnecessary code

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  6. apply AutoformerLayernorm in final norm in enc & dec

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  7. added series decomposition to the encoder

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Commits on Mar 7, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. added series decomp to decoder, with inputs

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  3. added trend todos

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  4. added autoformer to README

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  5. added to index

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  6. added autoformer.mdx

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  7. remove scaling and init attention_mask in the decoder

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  8. make style

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  9. fix copies

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  10. make fix-copies

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  11. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  12. inital fix-copies

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Commits on Mar 10, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. Merge branch 'add-autoformer2021-model' of https://github.com/elisim/… 

    …transformers into add-autoformer2021-model
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  3. fix from huggingface#22076

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Commits on Mar 14, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. make style

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  3. fix class names

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Commits on Mar 21, 2023

  1. Merge remote-tracking branch 'elisim/main' into add-autoformer2021-model

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  2. added trend

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  3. added d_model and projection layers

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Commits on Apr 3, 2023

  1. added trend_projection source, and decomp layer init

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  2. Merge branch 'main' into add-autoformer2021-model

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  3. added trend & seasonal init for decoder input

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Commits on Apr 4, 2023

  1. AutoformerModel cannot be copied as it has the decomp layer too

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  2. encoder can be copied from time series transformer

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Commits on Apr 9, 2023

  1. fixed generation and made distrb. out more robust

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Commits on Apr 10, 2023

  1. use context window to calculate decomposition

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Commits on Apr 11, 2023

  1. use the context_window for decomposition

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Commits on Apr 17, 2023

  1. use output_params helper

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  2. clean up AutoformerAttention

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  3. Merge branch 'huggingface:main' into add-autoformer2021-model

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Commits on Apr 18, 2023

  1. subsequences_length off by 1

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  2. make fix copies

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Commits on Apr 19, 2023

  1. fix test

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Commits on Apr 20, 2023

  1. added init for nn.Conv1d

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Commits on Apr 21, 2023

  1. fix IGNORE_NON_TESTED

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  2. added model_doc

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  3. fix ruff

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  4. ignore tests

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  5. remove dup

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  6. fix SPECIAL_CASES_TO_ALLOW

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  7. do not copy due to conv1d weight init

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  8. remove unused imports

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  9. added short summary

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Commits on May 4, 2023

  1. added label_length and made the model non-autoregressive

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Commits on May 5, 2023

  1. added params docs

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  2. better doc for factor

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  3. fix tests

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Commits on May 6, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

    …model
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  2. renamed moving_avg to moving_average

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  3. renamed factor to autocorrelation_factor

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  4. make style

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  5. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
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  6. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
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Commits on May 8, 2023

  1. fix configurations

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  2. fix integration tests

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Commits on May 9, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

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  2. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

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Commits on May 15, 2023

  1. Merge remote-tracking branch 'upstream/main' into add-autoformer2021-… 

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Commits on May 16, 2023

  1. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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Commits on May 21, 2023

  1. fixing lags_sequence doc

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  2. Revert "fixing lags_sequence doc" 

    This reverts commit 21e3491.
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  3. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  4. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  5. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  6. Apply suggestions from code review 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  7. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  8. model layers now take the config

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  9. added layer_norm_eps to the config

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  10. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  11. added config.layer_norm_eps to AutoformerLayernorm

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  12. added config.layer_norm_eps to all layernorm layers

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  13. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  14. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  15. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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  16. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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    elisim and amyeroberts committed May 21, 2023
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  17. fix variable names

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    elisim committed May 21, 2023
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Commits on May 22, 2023

  1. added inital pretrained model

    @kashif
    kashif committed May 22, 2023
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  2. added use_cache docstring

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    kashif committed May 22, 2023
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  3. doc strings for trend and use_cache

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    kashif committed May 22, 2023
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  4. fix order of args

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    kashif committed May 22, 2023
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  5. imports on one line

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    kashif committed May 22, 2023
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  6. fixed get_lagged_subsequences docs

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    kashif committed May 22, 2023
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  7. add docstring for create_network_inputs

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    kashif committed May 22, 2023
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  8. get rid of layer_norm_eps config

    @kashif
    kashif committed May 22, 2023
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  9. add back layernorm

    @kashif
    kashif committed May 22, 2023
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  10. update fixture location

    @kashif
    kashif committed May 22, 2023
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  11. fix signature

    @kashif
    kashif committed May 22, 2023
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  12. use AutoformerModelOutput dataclass

    @kashif
    kashif committed May 22, 2023
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Commits on May 23, 2023

  1. fix pretrain config

    @kashif
    kashif committed May 23, 2023
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  2. no need as default exists

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    kashif committed May 23, 2023
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Commits on May 24, 2023

  1. subclass ModelOutput

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    kashif committed May 24, 2023
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  2. remove layer_norm_eps config

    @kashif
    kashif committed May 24, 2023
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Commits on May 25, 2023

  1. fix test_model_outputs_equivalence test

    @kashif
    kashif committed May 25, 2023
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  2. test hidden_states_output

    @kashif
    kashif committed May 25, 2023
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  3. make fix-copies

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    kashif committed May 25, 2023
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Commits on May 29, 2023

  1. Update src/transformers/models/autoformer/configuration_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
    @elisim @amyeroberts
    elisim and amyeroberts committed May 29, 2023
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  2. removed unused attr

    @kashif
    kashif committed May 29, 2023
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  3. Update tests/models/autoformer/test_modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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    kashif and amyeroberts committed May 29, 2023
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  4. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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    kashif and amyeroberts committed May 29, 2023
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  5. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
    @kashif @amyeroberts
    kashif and amyeroberts committed May 29, 2023
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  6. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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    kashif and amyeroberts committed May 29, 2023
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  7. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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    kashif and amyeroberts committed May 29, 2023
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  8. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
    @kashif @amyeroberts
    kashif and amyeroberts committed May 29, 2023
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  9. Update src/transformers/models/autoformer/modeling_autoformer.py 

    Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
    @kashif @amyeroberts
    kashif and amyeroberts committed May 29, 2023
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  10. use AutoFormerDecoderOutput

    @kashif
    kashif committed May 29, 2023
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  11. fix formatting

    @kashif
    kashif committed May 29, 2023
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  12. fix formatting

    @kashif
    kashif committed May 29, 2023
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