[Minor] Componentstacker dataclass and abstraction of stacking and unstacking of components (#1646)

* remove stackers from TimeNet init

* refactor stackers to dict

* simplify and document set_compunents_stacker

* refactor set_components_stacker arg to stacker

* add docstring to forward and introduce mode flag instead of passing components_stacker

* refactor include components

* fix covar_weights

* simplify unstack components

* use dict to index unstack component functions

* remove unused import

* fix component_stacker

* convert to dataclass

* simply stack function names

* fix references

* fix trend/time

* fix pre-existing typo

* improve seasonality stacker

* revert seasonalities

* rename stack/unstack

* update timenet

* use stack function

* kwargs

* use stacker abstraction

* simplify names

* names

* fix seasons

* explicit update of feature_list and no double returns

* conform seasonalities

* move stack_all to stacker

* ruff

Author: ourownstory

neuralprophet/forecaster.py

@@ -44,7 +44,6 @@
 from neuralprophet.plot_model_parameters_plotly import plot_parameters as plot_parameters_plotly
 from neuralprophet.plot_utils import get_valid_configuration, log_warning_deprecation_plotly, select_plotting_backend
 from neuralprophet.uncertainty import Conformal
-from neuralprophet.utils_time_dataset import ComponentStacker
 
 log = logging.getLogger("NP.forecaster")
 
@@ -1210,7 +1209,6 @@ def fit(
             max_lags=self.config_model.max_lags,
             config_seasonality=self.config_seasonality,
             lagged_regressor_config=self.config_lagged_regressors,
-            feature_indices={},
         )
         dataset = self._create_dataset(df, predict_mode=False, components_stacker=train_components_stacker)
         # Determine the max_number of epochs
@@ -1253,7 +1251,6 @@ def fit(
                 n_forecasts=self.config_model.n_forecasts,
                 config_seasonality=self.config_seasonality,
                 lagged_regressor_config=self.config_lagged_regressors,
-                feature_indices={},
             )
             dataset_val = self._create_dataset(df_val, predict_mode=False, components_stacker=val_components_stacker)
             loader_val = DataLoader(dataset_val, batch_size=min(1024, len(dataset_val)), shuffle=False, drop_last=False)
@@ -1275,9 +1272,9 @@ def fit(
         if not self.fitted:
             self.model = self._init_model()
 
-        self.model.set_components_stacker(components_stacker=train_components_stacker, mode="train")
+        self.model.set_components_stacker(stacker=train_components_stacker, mode="train")
         if validation_enabled:
-            self.model.set_components_stacker(components_stacker=val_components_stacker, mode="val")
+            self.model.set_components_stacker(stacker=val_components_stacker, mode="val")
 
         # Find suitable learning rate if not set
         if self.config_train.learning_rate is None:
@@ -1491,7 +1488,6 @@ def test(self, df: pd.DataFrame, verbose: bool = True):
             max_lags=self.config_model.max_lags,
             config_seasonality=self.config_seasonality,
             lagged_regressor_config=self.config_lagged_regressors,
-            feature_indices={},
         )
         dataset = self._create_dataset(df, predict_mode=False, components_stacker=components_stacker)
         self.model.set_components_stacker(components_stacker, mode="test")
@@ -2128,7 +2124,7 @@ def predict_seasonal_components(self, df: pd.DataFrame, quantile: float = 0.5):
         prev_n_lags = self.config_ar.n_lags
         prev_max_lags = self.config_model.max_lags
         prev_n_forecasts = self.config_model.n_forecasts
-        prev_predict_components_stacker = self.model.predict_components_stacker
+        prev_predict_components_stacker = self.model.components_stacker["predict"]
 
         self.config_model.max_lags = 0
         self.config_ar.n_lags = 0
@@ -2138,7 +2134,7 @@ def predict_seasonal_components(self, df: pd.DataFrame, quantile: float = 0.5):
         df = _check_dataframe(self, df, check_y=False, exogenous=False)
         df = _normalize(df=df, config_normalization=self.config_normalization)
         for df_name, df_i in df.groupby("ID"):
-            feature_unstackor = ComponentStacker(
+            feature_unstackor = utils_time_dataset.ComponentStacker(
                 n_lags=0,
                 max_lags=0,
                 n_forecasts=1,
@@ -2169,12 +2165,12 @@ def predict_seasonal_components(self, df: pd.DataFrame, quantile: float = 0.5):
                     meta_name_tensor = None
                 elif self.model.config_seasonality.global_local in ["local", "glocal"]:
                     meta = OrderedDict()
-                    time_input = feature_unstackor.unstack_component("time", inputs_tensor)
+                    time_input = feature_unstackor.unstack("time", inputs_tensor)
                     meta["df_name"] = [df_name for _ in range(time_input.shape[0])]
                     meta_name_tensor = torch.tensor([self.model.id_dict[i] for i in meta["df_name"]])  # type: ignore
                 else:
                     meta_name_tensor = None
-                seasonalities_input = feature_unstackor.unstack_component("seasonalities", inputs_tensor)
+                seasonalities_input = feature_unstackor.unstack("seasonalities", inputs_tensor)
                 for name in self.config_seasonality.periods:
                     features = seasonalities_input[name]
                     quantile_index = self.config_model.quantiles.index(quantile)
@@ -2198,7 +2194,7 @@ def predict_seasonal_components(self, df: pd.DataFrame, quantile: float = 0.5):
         self.config_ar.n_lags = prev_n_lags
         self.config_model.max_lags = prev_max_lags
         self.config_model.n_forecasts = prev_n_forecasts
-        self.model.predict_components_stacker = prev_predict_components_stacker
+        self.model.components_stacker["predict"] = prev_predict_components_stacker
 
         return df
 
@@ -2989,7 +2985,6 @@ def _predict_raw(self, df, df_name, include_components=False):
             max_lags=self.config_model.max_lags,
             config_seasonality=self.config_seasonality,
             lagged_regressor_config=self.config_lagged_regressors,
-            feature_indices={},
         )
         dataset = self._create_dataset(df, predict_mode=True, components_stacker=components_stacker)
         self.model.set_components_stacker(components_stacker, mode="predict")
@@ -3066,7 +3061,7 @@ def _predict_raw(self, df, df_name, include_components=False):
                 elif multiplicative:
                     # output absolute value of respective additive component
                     components[name] = value * trend * scale_y  # type: ignore
-
+            self.model.reset_compute_components()
         else:
             components = None
 

neuralprophet/time_dataset.py

@@ -104,54 +104,36 @@ def __init__(
         self.df["ds"] = self.df["ds"].apply(lambda x: x.timestamp())  # Convert to Unix timestamp in seconds
         self.df_tensors["ds"] = torch.tensor(self.df["ds"].values, dtype=torch.int64)
 
+        self.seasonalities = None
         if self.config_seasonality is not None and hasattr(self.config_seasonality, "periods"):
             self.calculate_seasonalities()
 
         # Construct index map
         self.sample2index_map, self.length = self.create_sample2index_map(self.df, self.df_tensors)
 
+        # Stack all features into one large tensor
         self.components_stacker = components_stacker
-
-        self.stack_all_features()
+        self.all_features = self.stack_all_features()
 
     def stack_all_features(self):
         """
         Stack all features into one large tensor by calling individual stacking methods.
         """
-        feature_list = []
-
-        current_idx = 0
-
-        # Call individual stacking functions
-        current_idx = self.components_stacker.stack_trend_component(self.df_tensors, feature_list, current_idx)
-        current_idx = self.components_stacker.stack_targets_component(self.df_tensors, feature_list, current_idx)
-
-        current_idx = self.components_stacker.stack_lags_component(
-            self.df_tensors, feature_list, current_idx, self.config_ar.n_lags
-        )
-        current_idx = self.components_stacker.stack_lagged_regerssors_component(
-            self.df_tensors, feature_list, current_idx, self.config_lagged_regressors
-        )
-        current_idx = self.components_stacker.stack_additive_events_component(
-            self.df_tensors, feature_list, current_idx, self.additive_event_and_holiday_names
-        )
-        current_idx = self.components_stacker.stack_multiplicative_events_component(
-            self.df_tensors, feature_list, current_idx, self.multiplicative_event_and_holiday_names
-        )
-        current_idx = self.components_stacker.stack_additive_regressors_component(
-            self.df_tensors, feature_list, current_idx, self.additive_regressors_names
-        )
-        current_idx = self.components_stacker.stack_multiplicative_regressors_component(
-            self.df_tensors, feature_list, current_idx, self.multiplicative_regressors_names
-        )
-
-        if self.config_seasonality is not None and hasattr(self.config_seasonality, "periods"):
-            current_idx = self.components_stacker.stack_seasonalities_component(
-                feature_list, current_idx, self.config_seasonality, self.seasonalities
-            )
+        # Add seasonalities to df_tensors, this needs to be done after create_sample2index_map, before stacking.
+        self.df_tensors["seasonalities"] = self.seasonalities
+        component_args: dict = {
+            "time": {},
+            "targets": {},
+            "lags": {"n_lags": self.config_ar.n_lags},
+            "lagged_regressors": {"config": self.config_lagged_regressors},
+            "additive_events": {"names": self.additive_event_and_holiday_names},
+            "multiplicative_events": {"names": self.multiplicative_event_and_holiday_names},
+            "additive_regressors": {"names": self.additive_regressors_names},
+            "multiplicative_regressors": {"names": self.multiplicative_regressors_names},
+            "seasonalities": {"config": self.config_seasonality},
+        }
 
-        # Concatenate all features into one big tensor
-        self.all_features = torch.cat(feature_list, dim=1)  # Concatenating along the second dimension
+        return self.components_stacker.stack_all_features(self.df_tensors, component_args)
 
     def calculate_seasonalities(self):
         """Computes Fourier series components with the specified frequency and order."""