Yuang-Deng · Yuang-Deng · Jun 10, 2022 · Jun 14, 2022 · Jun 17, 2022 · Jun 17, 2022
diff --git a/.gitignore b/.gitignore
@@ -28,19 +28,16 @@ lightning_logs/
 # Autogluon
 AutogluonModels/
 
-# temo file 
-temp_*
-autopytorch1h_result.json
-metrics.tar.gz
-thirdparty/*
-tsbench-weekend-exp-others.json
-tsbench-weekend-exp.json
-sourcedir.tar.gz
-model.tar.gz
-train_leaderboard.csv
-configs/benchmark/auto/autogluon_test.yaml
-m5
+# temp file
+temp*
+thirdparty
+tsf_data
+APT_run
+data_loader.py
+constant.py
+cache
+
 
 
 # Submodules
-vendor/
+vendor/
diff --git a/Dockerfile_local b/Dockerfile_local
@@ -0,0 +1,19 @@
+FROM python:3.8.12-buster
+
+# Install R
+RUN apt-get update \
+    && apt-get install -y r-base \
+    && R -e 'install.packages(c("forecast", "nnfor"), repos="https://cloud.r-project.org")'
+
+# Install project dependencies
+RUN pip install poetry==1.1.6 \
+    && poetry config virtualenvs.create false
+COPY poetry.lock pyproject.toml /dependencies/
+RUN cd /dependencies \
+    && poetry install --no-dev --no-root --no-interaction --no-ansi
+
+# install autogluon with locally code
+RUN pip uninstall autogluon -y
+COPY thirdparty/autogluon /dependencies/autogluon/
+WORKDIR /dependencies/autogluon/
+RUN ./full_install.sh
diff --git a/bin/build-container.sh b/bin/build-container.sh
@@ -12,9 +12,23 @@ AWS_REGION=$(aws configure get region)
 ECR_PASSWORD=$(aws ecr get-login-password)
 REGISTRY=$AWS_ACCOUNT.dkr.ecr.$AWS_REGION.amazonaws.com
 
+DOCKERFILE_PATH="Dockerfile"
+if [ "$1" = "local" ];
+then
+    echo "Build docker image with local autogluon"
+    DOCKERFILE_PATH="Dockerfile_local"
+else
+    echo "Build docker image with remote autogluon"     
+fi
+
+echo "Building image..."
+docker build \
+    -t $REGISTRY/tsbench:autogluon \
+    -f $DOCKERFILE_PATH . 
+
 echo "Logging in to ECR..."
 echo $ECR_PASSWORD | \
     docker login --username AWS --password-stdin $REGISTRY
 
 echo "Pushing image..."
-docker push $REGISTRY/tsbench:latest
+docker push $REGISTRY/tsbench:autogluon
diff --git a/bin/setup-ec2.sh b/bin/setup-ec2.sh
@@ -4,9 +4,9 @@ set -e
 #--------------------------------------------------------------------------------------------------
 echo "Installing packages..."
 sudo apt-get update
-sudo apt-get install -y make build-essential libssl-dev zlib1g-dev libbz2-dev libreadline-dev \
+sudo apt-get install -y make cmake build-essential libssl-dev zlib1g-dev libbz2-dev libreadline-dev \
     libsqlite3-dev wget curl llvm libncurses5-dev xz-utils tk-dev libxml2-dev libxmlsec1-dev \
-    libffi-dev liblzma-dev libcurl4-openssl-dev r-base p7zip-full awscli
+    libffi-dev liblzma-dev libcurl4-openssl-dev r-base p7zip-full awscli python3-dev
 
 #--------------------------------------------------------------------------------------------------
 echo "Installing Node.js..."

diff --git a/configs/benchmark/autogluon_benchmark/autogluon.yaml b/configs/benchmark/autogluon_benchmark/autogluon.yaml
@@ -0,0 +1,24 @@
+# seeds: [42, 137, 69, 720, 24]
+seeds: [42]
+
+datasets:
+  - covid_deaths
+  - m3_quarterly
+  - hospital
+  - tourism_quarterly
+  - m4_hourly
+  - m3_other
+  - tourism_monthly
+  - m4_weekly
+  - m3_monthly
+  - nn5
+  - electricity
+
+models:
+  autogluon: 
+    - key: presets
+      values: [best_quality]
+    - key: run_time
+      values: [86400, 144000]
+    - key: eval_metric
+      values: [MASE] # AVAILABLE_METRICS = ["MASE", "MAPE", "sMAPE", "mean_wQuantileLoss", "MSE", "RMSE"]
diff --git a/configs/benchmark/autogluon_benchmark/autogluon_runbook.yaml b/configs/benchmark/autogluon_benchmark/autogluon_runbook.yaml
@@ -0,0 +1,23 @@
+seeds: [42]
+
+datasets:
+  - covid_deaths
+  - m3_quarterly
+  - hospital
+  - tourism_quarterly
+  - m4_hourly
+  - m3_other
+  - tourism_monthly
+  - m4_weekly
+  - m3_monthly
+  - nn5
+  - electricity
+
+models:
+  autogluon: 
+    - key: presets
+      values: [medium_quality]
+    - key: run_time
+      values: [30]
+    - key: eval_metric
+      values: [mean_wQuantileLoss] # AVAILABLE_METRICS = ["MASE", "MAPE", "sMAPE", "mean_wQuantileLoss", "MSE", "RMSE"]
diff --git a/configs/benchmark/autogluon_benchmark/baseline.yaml b/configs/benchmark/autogluon_benchmark/baseline.yaml
@@ -0,0 +1,30 @@
+seeds: [42, 137, 69, 720, 24]
+
+datasets:
+  - covid_deaths
+  - m3_quarterly
+  - hospital
+  - tourism_quarterly
+  - m4_hourly
+  - m3_other
+  - tourism_monthly
+  - m4_weekly
+  - m3_monthly
+  - nn5
+  - electricity
+
+models:
+  arima: []
+  ets: []
+  npts: []
+  prophet: []
+  deepar:
+    - key: context_length_multiple
+      values: [1, 2, 4, 8]
+    - key: [num_layers, num_cells]
+      values: [[1, 20], [2, 40], [4, 80]]
+  mqcnn:
+    - key: context_length_multiple
+      values: [1, 2, 4, 8]
+    - key: [num_filters, kernel_size_first, kernel_size_hidden, kernel_size_last]
+      values: [[20, 3, 3, 2], [30, 7, 3, 3], [40, 14, 7, 3]]
diff --git a/pyproject.toml b/pyproject.toml
@@ -10,15 +10,14 @@ version = "1.0.0"
 
 [tool.poetry.dependencies]
 PyYAML = "^5.4.1"
-autogluon = "^0.3.1"
-catch22 = "^0.2.0"
+mxnet = "1.9"
+autogluon = "0.5.0"
 click = "^7.1.2"
 fastparquet = "^0.6.1"
 fbprophet = "^0.7.1"
-gluonts = {git = "https://github.com/awslabs/gluon-ts.git", rev = "7c94c1149875f6ad2e0d7b0a6bcee952f14d3fb1"}
+gluonts = "0.9.5"
 holidays = "^0.11.1"
 lightkit = "^0.3.6"
-mxnet = "1.8.0.post0"
 numpy = "^1.21.4"
 pandas = "^1.2.4"
 plotly = "^5.3.1"
@@ -32,7 +31,7 @@ pytorch-lightning = "^1.5.0"
 rpy2 = ">=2.9.*,<3.*"
 sagemaker = "^2.40.0"
 sagemaker-training = "^3.9.2"
-scikit-learn = "^0.24.2"
+scikit-learn = "1.0.2"
 scipy = "^1.6.3"
 seaborn = "^0.11.2"
 statsmodels = "^0.13.0"