ADD T0 (t0-alpha) zero-shot forecasting solver#46
Open
GeoffNN wants to merge 1 commit into
Open
Conversation
Runs The Forecasting Company's open-weights T0 model (theforecastingcompany/t0-alpha) locally via the tfc-t0 package. Variable-length histories are left-padded with NaN (treated as missing by the model) so all (series, cutoff) windows run as rectangular batches, grouped by channel count and chunked by batch_size. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Contributor
|
Awesome addition! It probably makes sense to wait a tiny bit to then build this directly on the simpler implementation provided by #42. This is less relevant for |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Adds theforecastingcompany/t0-alpha (~102M-param decoder-style patch transformer, Apache-2.0) as a local-inference forecasting solver, via the
tfc-t0package.Design
skip().ForecastOutput.(B, C, T_max)batches — all (series, cutoff) windows grouped by channel count, chunked by abatch_sizeparameter to bound memory. Multivariate series go through the model's native[B, V, T]joint-forecast path.set_objective(untimed), mirroring the Chronos-2 solver.Testing
(n_cutoffs, H, C, Q)outputs, finite values, monotone quantiles, and correctprediction_lengthoverride + empty-input handling.benchopt test . -k T0: passes the same tests as the existing chronos2 solver (test_solver_class,test_solver_install_api); the remaining failures are the missing-test-dataset issue on main that ENH Fix running the test suite #44 fixes, and reproduce identically for chronos2.ruff checkclean.🤖 Generated with Claude Code