Can't save DeepState Model; RuntimeError: Cannot serialize type gluonts.distribution.lds.ParameterBounds.

[wxie9]

Hi, I'm trying to save the DeepState Model and got an error message. The details are attached.

Code

import pprint

from gluonts.dataset.repository.datasets import get_dataset, dataset_recipes
from gluonts.evaluation import Evaluator
from gluonts.evaluation.backtest import make_evaluation_predictions
from gluonts.model.deepstate import DeepStateEstimator

from pathlib import Path
from gluonts.model.predictor import Predictor

from gluonts.trainer import Trainer


if __name__ == "__main__":

    print(f"datasets available: {dataset_recipes.keys()}")

    # we pick m4_hourly as it only contains a few hundred time series
    dataset = get_dataset("m4_hourly", regenerate=False)

    estimator = DeepStateEstimator(
        prediction_length=dataset.metadata.prediction_length,
        freq=dataset.metadata.freq,
        trainer=Trainer(epochs=1, num_batches_per_epoch=3),
        # cardinality = 0,
        use_feat_dynamic_real = False,
        use_feat_static_cat = False,
        cardinality=[0],
    )

    predictor = estimator.train(dataset.train)
    predictor.serialize(Path("/tmp/"))
    forecast_it, ts_it = make_evaluation_predictions(
        dataset.test, predictor=predictor, num_samples=100
    )

    agg_metrics, item_metrics = Evaluator()(
        ts_it, forecast_it, num_series=len(dataset.test)
    )

    pprint.pprint(agg_metrics)

Error Massage:

Traceback (most recent call last):
  File "/Users/xue.w/Desktop/project_code/deep_time_prediction/gluon_test/M4_TEST.py", line 48, in <module>
    predictor.serialize(Path(f"/tmp/"))
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/model/predictor.py", line 331, in serialize
    self.serialize_prediction_net(path)
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/model/predictor.py", line 482, in serialize_prediction_net
    export_repr_block(self.prediction_net, path, "prediction_net")
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/support/util.py", line 283, in export_repr_block
    print(dump_json(rb), file=fp)
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/core/serde.py", line 134, in dump_json
    return json.dumps(encode(o), indent=indent, sort_keys=True)
  File "/usr/local/Cellar/python/3.7.4_1/Frameworks/Python.framework/Versions/3.7/lib/python3.7/functools.py", line 840, in wrapper
    return dispatch(args[0].__class__)(*args, **kw)
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/core/serde.py", line 417, in encode
    "kwargs": encode(kwargs),
  File "/usr/local/Cellar/python/3.7.4_1/Frameworks/Python.framework/Versions/3.7/lib/python3.7/functools.py", line 840, in wrapper
    return dispatch(args[0].__class__)(*args, **kw)
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/core/serde.py", line 402, in encode
    return {k: encode(v) for k, v in v.items()}
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/core/serde.py", line 402, in <dictcomp>
    return {k: encode(v) for k, v in v.items()}
  File "/usr/local/Cellar/python/3.7.4_1/Frameworks/Python.framework/Versions/3.7/lib/python3.7/functools.py", line 840, in wrapper
    return dispatch(args[0].__class__)(*args, **kw)
  File "/Users/xue.w/.virtualenvs/myvenv/lib/python3.7/site-packages/gluonts/core/serde.py", line 420, in encode
    raise RuntimeError(bad_type_msg.format(fqname_for(v.__class__)))
RuntimeError: Cannot serialize type gluonts.distribution.lds.ParameterBounds. See the documentation of the `encode` and
`validate` functions at  http://gluon-ts.mxnet.io/api/gluonts/gluonts.html
and the Python documentation of the `__getnewargs_ex__` magic method at
https://docs.python.org/3/library/pickle.html#object.__getnewargs_ex__
for more information how to make this type serializable.

[lostella]

@qcw thanks for spotting this!

TODOs here (as far as I can tell):

• add @validated() to ParameterBounds
• add serialization/deserialization test case for DeepState (it’s missing apparently?)

[lostella]

@qcw this should be fixed now, thanks again for reporting the issue!

[wxie9]

Thank you so much for the quick response!! It helps a lot. :)