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Revision Author Date Message Commit Date
1171f9e fix item_id field in provided datasets (#566) 21 January 2020, 10:02:22 UTC
824159c fixed taxi dataset cardinality (#552) * fixed taxi dataset cardinality * Update _gp_copula_2019.py Points now to the corrected taxi file. * Update _gp_copula_2019.py Fix style check * Update _gp_copula_2019.py Minor. * Update _gp_copula_2019.py Style fix Co-authored-by: Michael Bohlke-Schneider <mschneid83@gmail.com> 20 January 2020, 21:28:29 UTC
6338eb2 Fix bug in cdf method of piecewise linear distributions (#564) * fix bug in cdf method of piecewise linear distributions * improve test * regularize slopes and add robustness test 20 January 2020, 15:10:13 UTC
55ee968 Removed timeouts from tests. Added hard timeout of 30seconds for all tests. (#562) 16 January 2020, 18:58:16 UTC
c58cf39 remove dataset class in favor of alias (#560) 15 January 2020, 17:02:14 UTC
d647aa4 prob -> log_prob (#556) 10 January 2020, 07:00:02 UTC
753add5 add poisson distribution (#532) Co-authored-by: Lorenzo Stella <lorenzostella@gmail.com> 07 January 2020, 23:17:53 UTC
d5a52c7 Distribution dependent loss masking. (#534) * Loss is now masked with F.where for unobserved values. * Value in support exposed through DistributionOutput. Co-authored-by: Lorenzo Stella <lorenzostella@gmail.com> 07 January 2020, 13:49:40 UTC
0bfa906 Shopping holidays (#542) * shopping holidays added black friday and cyber monday * fix for #469 fixes #469 by adding 1/2 a week more days * formatting * use Day 07 January 2020, 12:38:47 UTC
a4e5584 Add `loc` argument to distribution output classes (#540) * add loc to distribution output classes * fix docstring 06 January 2020, 16:53:32 UTC
4bf7f52 fix quantile fn for transformed distribution (#544) 02 January 2020, 10:25:15 UTC
5c15eb6 Quickfix for SageMaker SDK. 20 December 2019, 14:58:29 UTC
0e1bf3d Fixed FileDataset SourceContext (#538) Source context's source is the path rather than the whole tuple. 20 December 2019, 14:41:04 UTC
a6d09a1 Fix #535: quantile of Binned distribution (#536) 19 December 2019, 10:26:54 UTC
1e930e5 Fixed distribution sampling issues. (#526) * Fixed distribution invalid sampling issues. Added machine epsilon as minimal delta. * Using default dtype now. 18 December 2019, 10:40:07 UTC
a9cde7b Fix instance splitter issue with short time series (#533) * fix instance splitter issue with short time series * improve code * add test cases * address comments 17 December 2019, 14:55:19 UTC
0213131 Sagemaker SDK Integration (#444) * Added Docker file for CPU with gluonts preinstalled. 12 December 2019, 13:55:04 UTC
be71253 Beta distribution implemented. (#512) * Beta distribution implemented. * Dirichlet comment removed Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com> * Test changed to .5 instead of close to 1 Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com> * Blacked the file. 11 December 2019, 21:10:58 UTC
08ab434 Gamma distribution implemented. (#502) * Gamma distribution implemented. * Remove forgotten comment. Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com> * Fixed issue 287 with respect to the Gamma distribution. 10 December 2019, 13:37:34 UTC
a69e397 Removed unused function rollback. (#506) 10 December 2019, 09:09:00 UTC
c9bd5fd Added operator to allow for easier chaining of transformations. (#505) 09 December 2019, 16:24:14 UTC
fe065b4 Split up transform into its own module. (#499) * Added chain method to Transformation. 09 December 2019, 14:40:26 UTC
4bc1f36 Added strategies for timezone information. (#500) * Added strategies for timezone information. * Applied black. * Quickfix. 09 December 2019, 12:49:18 UTC
5f34790 Fixed forecast test assert string. (#504) 09 December 2019, 10:44:52 UTC
fbcb244 add transform objects for temporal point processes (#294) (#341) 07 December 2019, 09:44:25 UTC
9199611 Changed FileDataset to be more easily inheritable. (#498) 06 December 2019, 15:32:09 UTC
0bdfda6 Add GP-Copula model. (#497) * Starting with GPVAR port * Starting with GPVAR port * Changes for GP model * Added GP Copula model with smoke tests * Fixes for GPVAR model * Fixed typo * Changed initialization in lowrank multivariate gaussian inference test * Increase time for lowrank multivariate test to fix build on windows machines * Included missing headers * Removed unused import * Increased ND for GPVAR smoke tests 06 December 2019, 12:02:40 UTC
5ffce32 Introduces DeepVAR model (#491) * Added helper functions used by DeepVAR and GPVar models * Added DeepVAR * Added test for DeepVAR * Changed DeepVAR model to NTC output * Some refactoring on the DeepVAR network * Addressed black and mypy complains * Added standard header to test_deepvar * Renaming and refactoring to make class descriptions consistent * More refactoring * Added missing headers * Removed replaced get_granularity with buildin pandas function * Refactored distribution output construction in DeepVAR * Test refactored default distribution output for DeepVAR * Renamed argument names in DeepVAR test for consistency 04 December 2019, 14:30:11 UTC
913c91e fix typo in test (#492) 03 December 2019, 16:22:08 UTC
4eab4df Marginal CDFtoGaussianTransformation (#486) * Ported over marginal transformation code * Added monkey patched take_along_axis operator that we can use until we are able to bump up numpy version * Templated erf/erfinf operator such that it works with nd/mx.sym/mx.nd * Refactored marginal CDFtoGaussianTransformation * Added test for gaussian CDF/PDF in CDFToGaussianTransformation * Addressed PR comments 02 December 2019, 10:22:35 UTC
385afd8 Added GP Copula datasets (#476) 29 November 2019, 18:50:36 UTC
829e3a1 Dirichlet Multinomial distribution (#482) * Creating dirichlet-multinomial distribution * loss sample and properties of dirichlet multinomial * tests for dirichlet multinomial * tests for dirichlet multinomial * Creating dirichlet-multinomial distribution * loss sample and properties of dirichlet multinomial * tests for dirichlet multinomial * tests for dirichlet multinomial * test for dirichlet multinomial * test for dirichlet multinomial * fix test inference 28 November 2019, 15:45:12 UTC
58e2937 Specify --upgrade in README.md install example (#480) Try to avoid user problems such as https://github.com/apache/incubator-mxnet/issues/16924 28 November 2019, 13:46:55 UTC
596123a tranform -> transform (#484) 28 November 2019, 10:04:25 UTC
b9ee9cb forcecast -> forecast (#479) 27 November 2019, 10:14:30 UTC
d257f7f Update README.md (#478) Make PyPi version link to https://pypi.org/project/gluonts/ 26 November 2019, 21:22:42 UTC
d37f057 Refined doc requiremnents; using sphinx 2. (#477) 26 November 2019, 16:22:43 UTC
6fd367e fix validation error in transformed distribution (#475) 25 November 2019, 20:51:37 UTC
ca8d14d Remove warning in tests. (#473) 21 November 2019, 13:53:39 UTC
c275e98 Fix use of numpy.histogram. (#472) `normed` is deprecated in favour of `density`. 21 November 2019, 13:42:28 UTC
3e38610 Added mxnet nightly builds. (#471) 21 November 2019, 13:35:06 UTC
2cb59f4 Added aggregation functionality to MultivariateEvaluator (#459) * Added aggregation evaluations in MultivariateEvaluator * Made black happy * Addressed PR comments * Even more type fixes * Trying to make the doc build happy 20 November 2019, 17:11:17 UTC
730705e Fix WaveNet prediction length during training (#347) * Fix WaveNet prediction length during training * Fix log text * Add prediction length guard * Default training prediction length to inference prediction length * Set training window length default value based on prediction length * Fix InstanceSplitter prediction length based on training window * Fix WaveNet training prediction for good 20 November 2019, 16:43:17 UTC
7851a50 Update docs.yml (#466) Added doctests. 20 November 2019, 10:58:06 UTC
87d7ada Updated pydantic to version 1. (#465) * Updated pydantic to version 1. This required some renaming of some fields. * Also updated requirements.txt with `~=` as version specifier. 20 November 2019, 10:48:42 UTC
9da9dcd Relax requirements constraints (#456) This allows gluon-ts to be installed in a project that requires similar dependencies. Because gluon-ts dependencies constraints are too strict, it may prevent it from being installed side by side with those other libraries if the constraints cannot resolve to a common version. 20 November 2019, 10:19:34 UTC
b1bed75 Removed unused static method in DeepARNetwork (#460) 19 November 2019, 09:27:26 UTC
db99013 Added median as alias for p50 to Forecast. (#450) 14 November 2019, 15:29:59 UTC
450ae3f Use validation to prevent overfitting (#378) * Use validation set to prevent overfitting * Review changes for #378 * Using InferenceDataLoader for validation * Typo in docs * Using ValidationDataLoader instead of InferenceDataLoader. Using "validation" instead of "val" and "valid" 14 November 2019, 09:17:25 UTC
a9f00a1 move warning to the right place (#447) 13 November 2019, 17:26:11 UTC
11fed53 fix deepstate serialization, add tests (#445) 13 November 2019, 12:57:37 UTC
85ea218 Serde cleanup. (#441) * Serde cleanup. 11 November 2019, 18:16:15 UTC
34167de Added docs to Actions. (#442) * Added docs to Actions. 11 November 2019, 17:10:51 UTC
320d2b7 Added flaky to test_multivariate_sampling. (#440) In some cases np.allclose fails. 11 November 2019, 15:44:01 UTC
312f45b Added windows to CI python build. (#438) * Added windows to CI python build. * Skip shell tests on windows. * Fixed botocore requirement. 11 November 2019, 14:37:18 UTC
36fe4c0 Fix escaping of string in serde.dump_code. (#439) 11 November 2019, 14:25:25 UTC
9f65489 Added multivariate grouper and tests (#432) * Added multivariate grouper and tests * Refactoring of multivariate grouper * Addressing PR comments. * Fixed documention 11 November 2019, 10:22:26 UTC
f5615d5 Fixes to setup.py to make it work on Windows (#433) 11 November 2019, 10:07:40 UTC
7cc3b54 remove some occurrences of num_eval_samples (#436) 10 November 2019, 07:22:57 UTC
049d08a Update benchmark_m4.py (#435) Incorporate change in #421 to this example. 09 November 2019, 13:27:28 UTC
50b3ef3 Update README.md (#434) 08 November 2019, 18:41:16 UTC
4da2167 DeepStateEstimator: Some adjustments to hyperparameter settings (#415) * DeepStateEstimator: Some adjustments to hyperparameter settings * fix issues with import * remove empty line * address comments * fixing bugs * address comment 08 November 2019, 14:34:24 UTC
a705cce remove mxnet requirement (#429) 08 November 2019, 10:20:58 UTC
af42ef0 num_sample variation fixes (#421) * fix num_sample variations 08 November 2019, 09:56:53 UTC
d8f56f7 Update dirichlet.py (#425) 07 November 2019, 14:35:24 UTC
5ee5090 Update prepare_clean_env.sh (#423) 07 November 2019, 06:58:30 UTC
df20e54 Fix edge case in evaluation where prediction length is 1 and prediction target is nan. (#422) 05 November 2019, 23:21:11 UTC
481fc5f DeepStateEstimator: Make cardinality argument compulsory (#413) * DeepStateEstimator: Make cardinality argument compulsory * change test name * addressed comments 04 November 2019, 15:45:08 UTC
8642509 Dirichlet distribution (#417) * initial commit for dirichlet * fix tests for dirichlet distribution * style fix 30 October 2019, 15:13:57 UTC
197866b add question template (#416) * add question template * Update .github/ISSUE_TEMPLATE/question.md Co-Authored-By: Jasper Schulz <jasper.b.schulz@googlemail.com> * align black version/options in github actions to setup.py 29 October 2019, 10:39:28 UTC
cd92fd3 Bug fix: assert all elements in the list are True. (#414) 28 October 2019, 23:35:03 UTC
bb70167 Remove dataset.validate. (#412) I think this was never used. 28 October 2019, 14:43:47 UTC
5713e51 Use static categorical feature in benchmark_m4 (#410) 27 October 2019, 20:17:37 UTC
9c7b966 Datatype (#363) * Add support for changing dataytpe in DeepAREstimator * Make dtype terminology consistent * undo unnecessary changes added for supporting dtype * need new mxnet version for backward to succeed * fix float_type in backtest * pass dtype explicitly to sample function * Update smoke-test to include tests for dtype 25 October 2019, 22:39:07 UTC
b65807d bug multivariate gaussian (#407) * bug multivariate gaussian * add test for output shape of low rank multivariate gaussian 24 October 2019, 12:37:36 UTC
57746ef Fix empty time_features issue (#387) * Fix empty time_featurs issue * Formatting * Add unit test * Update test/test_transform.py Co-Authored-By: Lorenzo Stella <lorenzostella@gmail.com> 23 October 2019, 21:20:09 UTC
4226aa3 Fix batch shape in Binned Distribution 23 October 2019, 09:46:20 UTC
93663f0 Update rpy2 requirment in docstring of RForecastPredictor (#405) 23 October 2019, 09:20:52 UTC
a894aee Dockerfile for GPU container. Fix for installing GPU version of MXNet (#403) * Dockerfile for GPU container. Fix for installing GPU version of MXNet * Typo fix. Replacing requirement without regex. 21 October 2019, 13:00:20 UTC
f1f971b Batch transform debug (#404) * Added debug to batch-transform. 21 October 2019, 11:00:24 UTC
ac782de Add slice_axis methods to Distribution (#397) * add slice, slice_axis to Distribution, add tests * remove slice method * add header * address comment 17 October 2019, 09:27:09 UTC
3558cdb add more references in README for related scientific papers (#389) * add more references in README for related scientific papers * address comments by jaheba * fix headings hierachy * added a comment on the REFERENCES * including hyperlinks to the papers and clean-up bibtex 16 October 2019, 12:16:21 UTC
59912fb Stopped CI from posting doc-build links to PRs. (#391) 16 October 2019, 12:08:02 UTC
3663066 Fix dim and copy_dim methods in SampleForecast (#366) * fix copy_dim method, adjust docstrings * update tests accordingly * Raise tolerance in sampling test * simplify test code 16 October 2019, 08:56:37 UTC
618d4af Increase number of samples for testing distributions (#390) * Increase number of samples for testing distributions * remove flaky annotation * Update test_distribution_sampling.py Removed import. 14 October 2019, 08:36:58 UTC
db91331 address issue #278 (#388) * address issue #278 * address comments * make sure code formatting is on-board 12 October 2019, 22:38:34 UTC
3b47671 Simplified dev-setup. (#385) 12 October 2019, 21:59:13 UTC
a63d263 Fixes #386 Log the number of network parameters after the first forward pass . 11 October 2019, 14:32:29 UTC
3095c56 Added flaky to test_sampling. (#380) 10 October 2019, 12:25:42 UTC
93ebd61 Some small fixes to recipe package (#375) 09 October 2019, 13:37:26 UTC
faa8eb4 some small fixes (#377) 09 October 2019, 13:24:12 UTC
edcf39b fix flaky sampling test (#373) * fix flaky sampling test * removing useless import 08 October 2019, 17:44:23 UTC
0615a80 Fixes for serializing sets and numpy numbers in SerDe (#368) * Fixes for serializing sets and numpy numbers in SerDe * Tests for changes in SerDe. Fixes for JSON and code serializations 08 October 2019, 14:25:12 UTC
44d7b68 docs: fix typos in basic and extended forecasting tutorials (#370) 08 October 2019, 11:58:23 UTC
cea570d Embedding Input Vector (#315) * Option for DeepAR and DeepState to allow an embedding vector instead of the same value for all categorical features. By default, if no argument, automatically use the heuristic given by Jermey Howard of fast.Ai [1] Each categorical features with size cat_sz, will be associated with a vector with length defined as below. emb_szs = [(c, min(50, (c+1)//2)) for _, c in cat_sz] By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice. [1] https://github.com/fastai/fastai/blob/master/courses/dl1/lesson3-rossman.ipynb * https://github.com/awslabs/gluon-ts/pull/315 Ran "python setup.py type_check" - passed Ran "black src" for proper formatting * Ensuring embedding dimension is not None 08 October 2019, 11:31:37 UTC
40c20e3 add recursive batching/unbatching for list and tuple fields (#371) 08 October 2019, 11:12:07 UTC
8fb7e33 Revert "Started adding code-owners. (#351)" (#372) This reverts commit ab0befb3503cc476864a98337ff59184290214b2. 08 October 2019, 10:54:53 UTC
059e34f Using custom SerDe methods for deserializing params in Sagemaker (#364) 03 October 2019, 12:27:52 UTC
af91b83 Fix documentation (#362) 01 October 2019, 21:28:31 UTC
7e760a4 small fixes (#361) 01 October 2019, 20:12:23 UTC
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