[Minor] Make LaggedRegressorsConfig a dataclass and Clean up model config

neuralprophet/configure.py

@@ -22,7 +22,6 @@
 
 @dataclass
 class Model:
-    lagged_reg_layers: Optional[List[int]]
     quantiles: Optional[List[float]] = None
 
     def setup_quantiles(self):
@@ -346,7 +345,7 @@
             log.error("Invalid growth for global_local mode '{}'. Set to 'global'".format(self.trend_global_local))
             self.trend_global_local = "global"
 
         if self.trend_local_reg < 0:
             log.error("Invalid  negative trend_local_reg '{}'. Set to False".format(self.trend_local_reg))
             self.trend_local_reg = False
 
@@ -395,13 +394,13 @@
             log.error("Invalid global_local mode '{}'. Set to 'global'".format(self.global_local))
             self.global_local = "global"
 
         self.periods = OrderedDict(
             {
                 "yearly": Season(
                     resolution=6,
                     period=365.25,
                     arg=self.yearly_arg,
                     global_local=(
                         self.yearly_global_local
                         if self.yearly_global_local in ["global", "local"]
                         else self.global_local
@@ -412,7 +411,7 @@
                     resolution=3,
                     period=7,
                     arg=self.weekly_arg,
                     global_local=(
                         self.weekly_global_local
                         if self.weekly_global_local in ["global", "local"]
                         else self.global_local
@@ -423,7 +422,7 @@
                     resolution=6,
                     period=1,
                     arg=self.daily_arg,
                     global_local=(
                         self.daily_global_local if self.daily_global_local in ["global", "local"] else self.global_local
                     ),
                     condition_name=None,
@@ -431,7 +430,7 @@
             }
         )
 
         assert self.seasonality_local_reg >= 0, "Invalid seasonality_local_reg '{}'.".format(self.seasonality_local_reg)
 
         if self.seasonality_local_reg is True:
             log.warning("seasonality_local_reg = True. Default seasonality_local_reg value set to 1")
@@ -449,7 +448,7 @@
             resolution=resolution,
             period=period,
             arg=arg,
             global_local=global_local if global_local in ["global", "local"] else self.global_local,
             condition_name=condition_name,
         )
 
@@ -499,15 +498,21 @@
     as_scalar: bool
     normalize: Union[bool, str]
     n_lags: int
-    lagged_reg_layers: Optional[List[int]]
 
     def __post_init__(self):
         if self.reg_lambda is not None:
             if self.reg_lambda < 0:
                 raise ValueError("regularization must be >= 0")
 
 
-ConfigLaggedRegressors = OrderedDictType[str, LaggedRegressor]
+@dataclass
+class ConfigLaggedRegressors:
+    layers: Optional[List[int]] = field(default_factory=list)
+    # List of hidden layers for shared NN across LaggedReg. The default value is ``[]``, which initializes no hidden layers.
+    regressors: OrderedDict[LaggedRegressor] = field(init=False)
+
+    def __post_init__(self):
+        self.regressors = None
 
 
 @dataclass
@@ -521,8 +526,7 @@
 class ConfigFutureRegressors:
     model: str
     regressors_layers: Optional[List[int]]
-
-    regressors: OrderedDict = field(init=False)  # contains RegressorConfig objects
+    regressors: OrderedDict = field(init=False)  # contains Regressor objects
 
     def __post_init__(self):
         self.regressors = None

neuralprophet/data/process.py

@@ -101,8 +101,8 @@ def _reshape_raw_predictions_to_forecst_df(
     lagged_components = [
         "ar",
     ]
-    if config_lagged_regressors is not None:
-        for name in config_lagged_regressors.keys():
+    if config_lagged_regressors is not None and config_lagged_regressors.regressors is not None:
+        for name in config_lagged_regressors.regressors.keys():
             lagged_components.append(f"lagged_regressor_{name}")
     for comp in lagged_components:
         if comp in components:
@@ -362,8 +362,8 @@ def _validate_column_name(
     if seasons and config_seasonality is not None:
         if name in config_seasonality.periods:
             raise ValueError(f"Name {name!r} already used for a seasonality.")
-    if covariates and config_lagged_regressors is not None:
-        if name in config_lagged_regressors:
+    if covariates and config_lagged_regressors is not None and config_lagged_regressors.regressors is not None:
+        if name in config_lagged_regressors.regressors.keys():
             raise ValueError(f"Name {name!r} already used for an added covariate.")
     if regressors and config_regressors.regressors is not None:
         if name in config_regressors.regressors.keys():
@@ -410,7 +410,7 @@ def _check_dataframe(
     df, regressors_to_remove, lag_regressors_to_remove = df_utils.check_dataframe(
         df=df,
         check_y=check_y,
-        covariates=model.config_lagged_regressors if exogenous else None,
+        covariates=model.config_lagged_regressors.regressors if exogenous else None,
         regressors=model.config_regressors.regressors if exogenous else None,
         events=model.config_events if exogenous else None,
         seasonalities=model.config_seasonality if exogenous else None,
@@ -423,12 +423,12 @@ def _check_dataframe(
             model.config_regressors.regressors.pop(reg)
         if model.config_regressors.regressors is not None and len(model.config_regressors.regressors) == 0:
             model.config_regressors.regressors = None
-    if model.config_lagged_regressors is not None:
+    if model.config_lagged_regressors is not None and model.config_lagged_regressors.regressors is not None:
         for reg in lag_regressors_to_remove:
             log.warning(f"Removing lagged regressor {reg} because it is not present in the data.")
-            model.config_lagged_regressors.pop(reg)
-        if len(model.config_lagged_regressors) == 0:
-            model.config_lagged_regressors = None
+            model.config_lagged_regressors.regressors.pop(reg)
+        if len(model.config_lagged_regressors.regressors) == 0:
+            model.config_lagged_regressors.regressors = None
     return df
 
 
@@ -528,8 +528,8 @@ def _handle_missing_data(
         data_columns = []
         if n_lags > 0:
             data_columns.append("y")
-        if config_lagged_regressors is not None:
-            data_columns.extend(config_lagged_regressors.keys())
+        if config_lagged_regressors is not None and config_lagged_regressors.regressors is not None:
+            data_columns.extend(config_lagged_regressors.regressors.keys())
         if config_regressors is not None and config_regressors.regressors is not None:
             data_columns.extend(config_regressors.regressors.keys())
         if config_events is not None:

neuralprophet/df_utils.py

@@ -103,11 +103,11 @@ def get_max_num_lags(n_lags: int, config_lagged_regressors: Optional[ConfigLagge
         int
             Maximum number of lags between the autoregression lags and the covariates lags.
     """
-    if config_lagged_regressors is not None:
+    if config_lagged_regressors is not None and config_lagged_regressors.regressors is not None:
         # log.debug("config_lagged_regressors exists")
-        return max([n_lags] + [val.n_lags for key, val in config_lagged_regressors.items()])
+        return max([n_lags] + [val.n_lags for key, val in config_lagged_regressors.regressors.items()])
     else:
-        # log.debug("config_lagged_regressors does not exist")
+        # log.debug("config_lagged_regressors.regressors does not exist")
         return n_lags
 
 
@@ -203,11 +203,11 @@ def data_params_definition(
             norm_type=normalize,
         )
 
-    if config_lagged_regressors is not None:
-        for covar in config_lagged_regressors.keys():
+    if config_lagged_regressors is not None and config_lagged_regressors.regressors is not None:
+        for covar in config_lagged_regressors.regressors.keys():
             if covar not in df.columns:
                 raise ValueError(f"Lagged regressor {covar} not found in DataFrame.")
-            norm_type_lag = config_lagged_regressors[covar].normalize
+            norm_type_lag = config_lagged_regressors.regressors[covar].normalize
             if local_run_despite_global:
                 if len(df[covar].unique()) < 2:
                     norm_type_lag = "soft"

neuralprophet/forecaster.py

@@ -503,7 +503,6 @@ def __init__(
 
         # Model
         self.config_model = configure.Model(
-            lagged_reg_layers=lagged_reg_layers,
             quantiles=quantiles,
         )
         self.config_model.setup_quantiles()
@@ -554,8 +553,11 @@ def __init__(
         self.config_events: Optional[configure.ConfigEvents] = None
         self.config_country_holidays: Optional[configure.ConfigCountryHolidays] = None
 
-        # Extra Regressors
-        self.config_lagged_regressors: Optional[configure.ConfigLaggedRegressors] = None
+        # Lagged Regressors
+        self.config_lagged_regressors = configure.ConfigLaggedRegressors(
+            layers=lagged_reg_layers,
+        )
+        # Future Regressors
         self.config_regressors = configure.ConfigFutureRegressors(
             model=future_regressors_model,
             regressors_layers=future_regressors_layers,
@@ -604,8 +606,6 @@ def add_lagged_regressor(
                 optional, specify whether this regressor will benormalized prior to fitting.
                 if ``auto``, binary regressors will not be normalized.
         """
-        lagged_reg_layers = self.config_model.lagged_reg_layers
-
         if n_lags == 0 or n_lags is None:
             raise ValueError(
                 f"Received n_lags {n_lags} for lagged regressor {names}. Please set n_lags > 0 or use options 'scalar' or 'auto'."
@@ -640,14 +640,13 @@ def add_lagged_regressor(
                 config_lagged_regressors=self.config_lagged_regressors,
                 config_regressors=self.config_regressors,
             )
-            if self.config_lagged_regressors is None:
-                self.config_lagged_regressors = OrderedDict()
-            self.config_lagged_regressors[name] = configure.LaggedRegressor(
+            if self.config_lagged_regressors.regressors is None:
+                self.config_lagged_regressors.regressors = OrderedDict()
+            self.config_lagged_regressors.regressors[name] = configure.LaggedRegressor(
                 reg_lambda=regularization,
                 normalize=normalize,
                 as_scalar=only_last_value,
                 n_lags=n_lags,
-                lagged_reg_layers=lagged_reg_layers,
             )
         return self
 
@@ -1036,7 +1035,7 @@ def fit(
                     self.config_events,
                     self.config_country_holidays,
                     self.config_trend,
-                    self.config_lagged_regressors,
+                    self.config_lagged_regressors.regressors,
                 ]
             )
             if reg_enabled:
@@ -2675,7 +2674,6 @@ def _init_model(self):
             n_lags=self.n_lags,
             max_lags=self.max_lags,
             ar_layers=self.config_ar.ar_layers,
-            lagged_reg_layers=self.config_model.lagged_reg_layers,
             metrics=self.metrics,
             id_list=self.id_list,
             num_trends_modelled=self.num_trends_modelled,

neuralprophet/plot_utils.py

@@ -190,9 +190,10 @@ def check_if_configured(m, components, error_flag=False):  # move to utils
     if "autoregression" in components and not m.config_ar.n_lags > 0:
         components.remove("autoregression")
         invalid_components.append("autoregression")
-    if "lagged_regressors" in components and m.config_lagged_regressors is None:
-        components.remove("lagged_regressors")
-        invalid_components.append("lagged_regressors")
+    if "lagged_regressors" in components:
+        if m.config_lagged_regressors is None or m.config_lagged_regressors.regressors is None:
+            components.remove("lagged_regressors")
+            invalid_components.append("lagged_regressors")
     if "events" in components and (m.config_events is None and m.config_country_holidays is None):
         components.remove("events")
         invalid_components.append("events")
@@ -209,7 +210,7 @@ def check_if_configured(m, components, error_flag=False):  # move to utils
     return components
 
 
-def get_valid_configuration(  # move to utils
+def get_valid_configuration(
     m, components=None, df_name=None, valid_set=None, validator=None, forecast_in_focus=None, quantile=0.5
 ):
     """Validate and adapt the selected components to be plotted.
@@ -382,7 +383,7 @@ def get_valid_configuration(  # move to utils
     if "lagged_regressors" in components:
         if validator == "plot_components":
             if forecast_in_focus is None:
-                for name in m.config_lagged_regressors.keys():
+                for name in m.config_lagged_regressors.regressors.keys():
                     plot_components.append(
                         {
                             "plot_name": f'Lagged Regressor "{name}"',
@@ -392,16 +393,16 @@ def get_valid_configuration(  # move to utils
                         }
                     )
             else:
-                for name in m.config_lagged_regressors.keys():
+                for name in m.config_lagged_regressors.regressors.keys():
                     plot_components.append(
                         {
                             "plot_name": f'Lagged Regressor "{name}" ({forecast_in_focus})-ahead',
                             "comp_name": f"lagged_regressor_{name}{forecast_in_focus}",
                         }
                     )
         elif validator == "plot_parameters":
-            for name in m.config_lagged_regressors.keys():
-                if m.config_lagged_regressors[name].as_scalar:
+            for name in m.config_lagged_regressors.regressors.keys():
+                if m.config_lagged_regressors.regressors[name].as_scalar:
                     lagged_scalar_regressors.append((name, m.model.get_covar_weights()[name].detach().numpy()))
                 else:
                     plot_components.append(

neuralprophet/time_dataset.py

@@ -389,7 +389,9 @@ def tabularize_univariate_datetime_single_index(
             inputs["lags"] = lags
 
         # COVARIATES / LAGGED REGRESSORS: Lagged regressor inputs: analogous to LAGS
-        if config_lagged_regressors is not None:  # and max_lags > 0:
+        if (
+            config_lagged_regressors is not None and config_lagged_regressors.regressors is not None
+        ):  # and max_lags > 0:
             inputs["covariates"] = self.get_sample_lagged_regressors(
                 df_tensors=df_tensors, origin_index=origin_index, config_lagged_regressors=config_lagged_regressors
             )
@@ -651,9 +653,11 @@ def create_nan_mask(
             valid_origins &= y_lags_valid
 
         # LAGGED REGRESSORS
-        if config_lagged_regressors is not None:  # and max_lags > 0:
+        if (
+            config_lagged_regressors is not None and config_lagged_regressors.regressors is not None
+        ):  # and max_lags > 0:
             reg_lags_valid = torch.ones(tensor_length, dtype=torch.bool)
-            for name, lagged_regressor in config_lagged_regressors.items():
+            for name, lagged_regressor in config_lagged_regressors.regressors.items():
                 n_reg_lags = lagged_regressor.n_lags
                 if n_reg_lags > 0:
                     # boolean vector, starting at origin_index = n_lags -1
@@ -724,7 +728,7 @@ def get_sample_targets(self, df_tensors, origin_index, n_forecasts, max_lags, pr
     def get_sample_lagged_regressors(self, df_tensors, origin_index, config_lagged_regressors):
         lagged_regressors = OrderedDict({})
         # Future TODO: optimize this computation for many lagged_regressors
-        for name, lagged_regressor in config_lagged_regressors.items():
+        for name, lagged_regressor in config_lagged_regressors.regressors.items():
             covar_lags = lagged_regressor.n_lags
             assert covar_lags > 0
             # Indexing tensors instead of DataFrame

neuralprophet/time_net.py

@@ -1,5 +1,5 @@
 import logging
 import math
 from collections import OrderedDict
 from functools import reduce
 from typing import Dict, List, Optional, Union
@@ -56,7 +56,6 @@
         n_lags: int = 0,
         max_lags: int = 0,
         ar_layers: Optional[List[int]] = [],
-        lagged_reg_layers: Optional[List[int]] = [],
         compute_components_flag: bool = False,
         metrics: Optional[np_types.CollectMetricsMode] = {},
         id_list: List[str] = ["__df__"],
@@ -99,14 +98,6 @@
                 ----
                 The default value is ``[]``, which initializes no hidden layers.
 
-            lagged_reg_layers : list
-                List of hidden layers (for covariate-Net).
-
-                Note
-                ----
-                The default value is ``[]``, which initializes no hidden layers.
-
-
             compute_components_flag : bool
                 Flag whether to compute the components of the model or not.
             metrics : dict
@@ -283,12 +274,11 @@
                     nn.init.kaiming_normal_(lay.weight, mode="fan_in")
 
         # Lagged regressors
-        self.lagged_reg_layers = lagged_reg_layers
         self.config_lagged_regressors = config_lagged_regressors
-        if self.config_lagged_regressors is not None:
+        if self.config_lagged_regressors is not None and self.config_lagged_regressors.regressors is not None:
             covar_net_layers = []
-            d_inputs = sum([covar.n_lags for _, covar in self.config_lagged_regressors.items()])
-            for d_hidden_i in self.lagged_reg_layers:
+            d_inputs = sum([covar.n_lags for _, covar in self.config_lagged_regressors.regressors.items()])
+            for d_hidden_i in self.config_lagged_regressors.layers:
                 covar_net_layers.append(nn.Linear(d_inputs, d_hidden_i, bias=True))
                 covar_net_layers.append(nn.ReLU())
                 d_inputs = d_hidden_i
@@ -325,16 +315,16 @@
         """
         Get attributions of covariates network w.r.t. the model input.
         """
-        if self.config_lagged_regressors is not None:
+        if self.config_lagged_regressors is not None and self.config_lagged_regressors.regressors is not None:
             # Accumulate the lags of the covariates
             covar_splits = np.add.accumulate(
-                [covar.n_lags for _, covar in self.config_lagged_regressors.items()][:-1]
+                [covar.n_lags for _, covar in self.config_lagged_regressors.regressors.items()][:-1]
             ).tolist()
             # If actual covariates are provided, use them to compute the attributions
             if covar_input is not None:
                 covar_input = torch.cat([covar for _, covar in covar_input.items()], axis=1)
             # Calculate the attributions w.r.t. the inputs
-            if self.lagged_reg_layers == []:
+            if self.config_lagged_regressors.layers == []:
                 attributions = self.covar_net[0].weight
             else:
                 attributions = interprete_model(self, "covar_net", "forward_covar_net", covar_input)
@@ -345,7 +335,7 @@
                 axis=1,
             )
             # Combine attributions and covariate name
-            covar_attributions = dict(zip(self.config_lagged_regressors.keys(), attributions_split))
+            covar_attributions = dict(zip(self.config_lagged_regressors.regressors.keys(), attributions_split))
         else:
             covar_attributions = None
         return covar_attributions
@@ -692,7 +682,11 @@
                 )
         if self.n_lags > 0 and "lags" in inputs:
             components["ar"] = components_raw["lags"]
-        if self.config_lagged_regressors is not None and "covariates" in inputs:
+        if (
+            self.config_lagged_regressors is not None
+            and self.config_lagged_regressors.regressors is not None
+            and "covariates" in inputs
+        ):
             # Combined forward pass
             all_covariates = components_raw["covariates"]
             # Calculate the contribution of each covariate on each forecast
@@ -1040,11 +1034,11 @@
     A simple, general purpose, fully connected network
     """
 
-    def __init__(self, d_inputs, d_outputs, lagged_reg_layers=[]):
+    def __init__(self, d_inputs, d_outputs, layers=[]):
         # Perform initialization of the pytorch superclass
         super(DeepNet, self).__init__()
         layers = []
-        for d_hidden_i in lagged_reg_layers:
+        for d_hidden_i in layers:
             layers.append(nn.Linear(d_inputs, d_hidden_i, bias=True))
             layers.append(nn.ReLU())
             d_inputs = d_hidden_i

tests/test_regularization.py

@@ -169,7 +169,7 @@ def test_regularization_lagged_regressor():
     lagged_regressors_config = dict(lagged_regressors)
 
     weights = m.model.get_covar_weights()
-    for name in m.config_lagged_regressors.keys():
+    for name in m.config_lagged_regressors.regressors.keys():
         weight_average = np.average(weights[name].detach().numpy())
 
         lagged_regressor_weight = lagged_regressors_config[name]