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Fix edge case bug in layered models. #123

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merged 5 commits into from
Sep 14, 2022
Merged

Fix edge case bug in layered models. #123

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5040b4d
Make _resolve_args() stateless for layered models.
aadyotb Sep 12, 2022
591fb72
Add a merlion.models.utils sub-package.
aadyotb Sep 13, 2022
f3a36c2
More efficient TimeSeries.from_pd()
aadyotb Sep 13, 2022
8778865
Update import paths in tests.
aadyotb Sep 13, 2022
1ca2e70
Retain minimum ms granularity.
aadyotb Sep 13, 2022
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3 changes: 3 additions & 0 deletions merlion/models/layers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -210,6 +210,9 @@ def _resolve_args(cls, config: LayeredModelConfig, model: ModelBase, **kwargs):
)
elif config is not None and model is not None:
if config.model is None:
if isinstance(model, dict):
model = ModelFactory.create(**model)
config = copy.copy(config)
config.model = model
else:
raise RuntimeError(
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10 changes: 5 additions & 5 deletions tests/forecast/test_autosarima.py
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Original file line number Diff line number Diff line change
Expand Up @@ -14,8 +14,8 @@

from merlion.evaluate.forecast import ForecastMetric
from merlion.models.automl.autosarima import AutoSarima, AutoSarimaConfig
from merlion.models.automl.seasonality import SeasonalityLayer
from merlion.utils import TimeSeries, autosarima_utils
from merlion.models.automl.seasonality import SeasonalityLayer, SeasonalityConfig
from merlion.utils import TimeSeries

logger = logging.getLogger(__name__)
rootdir = dirname(dirname(dirname(abspath(__file__))))
Expand Down Expand Up @@ -801,7 +801,7 @@ def run_test(self, auto_pqPQ: bool, seasonality_layer: bool, expected_sMAPE: flo
)
)
if seasonality_layer:
self.model = SeasonalityLayer(model=model)
self.model = SeasonalityLayer(config=SeasonalityConfig(model=None), model=model)
else:
self.model = model

Expand Down Expand Up @@ -850,12 +850,12 @@ def run_test(self, auto_pqPQ: bool, seasonality_layer: bool, expected_sMAPE: flo
def test_autosarima(self):
print("-" * 80)
logger.info("TestAutoSarima.test_autosarima\n" + "-" * 80 + "\n")
self.run_test(auto_pqPQ=False, seasonality_layer=True, expected_sMAPE=3.4130)
self.run_test(auto_pqPQ=False, seasonality_layer=False, expected_sMAPE=3.4130)

def test_seasonality_layer(self):
print("-" * 80)
logger.info("TestAutoSarima.test_seasonality_layer\n" + "-" * 80 + "\n")
self.run_test(auto_pqPQ=False, seasonality_layer=False, expected_sMAPE=3.4130)
self.run_test(auto_pqPQ=False, seasonality_layer=True, expected_sMAPE=3.4130)


if __name__ == "__main__":
Expand Down