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feat: support newer azure deployments #478

Merged
merged 1 commit into from
Sep 26, 2024
Merged

feat: support newer azure deployments #478

merged 1 commit into from
Sep 26, 2024

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jmoralez
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@jmoralez jmoralez commented Sep 25, 2024

The current Azure deployment doesn't support feature_contributions. This adds a check to the response to see if the user requested them but they weren't returned and issues a warning if the base url is an Azure one.

Also:

  • Makes the methods override the model argument when using an Azure deployment, since the only supported model there is azureai.
  • Adds a missing log message at the start of some methods (Validating inputs).

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Experiment Results

Experiment 1: air-passengers

Description:

variable experiment
h 12
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 12.6793 11.0623 47.8333 76
mape 0.027 0.0232 0.0999 0.1425
mse 213.936 199.132 2571.33 10604.2
total_time 0.97 1.7319 0.0056 0.004

Plot:

Experiment 2: air-passengers

Description:

variable experiment
h 24
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 58.1031 58.4587 71.25 115.25
mape 0.1257 0.1267 0.1552 0.2358
mse 4040.21 4110.79 5928.17 18859.2
total_time 0.7848 1.2946 0.0048 0.0042

Plot:

Experiment 3: electricity-multiple-series

Description:

variable experiment
h 24
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 178.293 268.121 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121588 219457 213677 4.68961e+06
total_time 0.7057 1.7699 0.0055 0.0049

Plot:

Experiment 4: electricity-multiple-series

Description:

variable experiment
h 168
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 465.532 346.984 398.956 1119.26
mape 0.062 0.0437 0.0512 0.1583
mse 835121 403787 656723 3.17316e+06
total_time 1.387 0.5897 0.0057 0.0052

Plot:

Experiment 5: electricity-multiple-series

Description:

variable experiment
h 336
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 558.649 459.769 602.926 1340.95
mape 0.0697 0.0566 0.0787 0.17
mse 1.22721e+06 739135 1.61572e+06 6.04619e+06
total_time 0.978 0.8702 0.006 0.0057

Plot:

@jmoralez jmoralez marked this pull request as ready for review September 25, 2024 19:44
@jmoralez jmoralez requested a review from AzulGarza September 25, 2024 19:45
@@ -1201,6 +1206,8 @@ def detect_anomalies(
num_partitions=num_partitions,
)
self.__dict__.pop("weights_x", None)
model = self._maybe_override_model(model)
logger.info("Validating inputs...")
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cool

Comment on lines +731 to +735
def _maybe_override_model(self, model: str) -> str:
if self._is_azure:
model = "azureai"
return model

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nice

@jmoralez jmoralez merged commit 0d8d93b into main Sep 26, 2024
12 checks passed
@jmoralez jmoralez deleted the v2-azure branch September 26, 2024 20:58
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2 participants