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Published
2 months ago
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Nixtla
Nixtla
Cross-validating + finetuning on Float32 targets on a Polars DataFrame fails
What happened + What you expected to happen
Cross-validating + finetuning with Polars on a Float32 target array fails. The following code fails, whereas removing the line that casts to Float32 will make the code pass.
Note:
- On Pandas this code passes (for both Float64 and Float32 target col dtypes);
- On the forecast endpoint the code passes too (for both Polars and Pandas, and for both Float32 and Float64 dtypes);
- Without finetuning the code passes too (on all dtypes and engines)
import polars as pl
from utilsforecast.data import generate_series
from nixtla import NixtlaClient
freq = "1d"
df = generate_series(n_series=10,
min_length=1000,
max_length=1000,
freq=freq,
engine="polars")
df = df.with_columns(pl.col("y").cast(pl.Float32))
nixtla_client = NixtlaClient()
fcst = nixtla_client.cross_validation(
df,
freq=freq,
h=8,
finetune_steps=10)
The error it produces is below, indicating an error in converting the request to a contiguous array before we send it.
File c:\Users\ospra\miniconda3\envs\calmecac\lib\site-packages\nixtla\nixtla_client.py:750, in NixtlaClient._make_request(self, client, endpoint, payload, multithreaded_compress)
[747](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:747) elif isinstance(v, dict):
[748](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:748) ensure_contiguous_arrays(v)
--> [750](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:750) ensure_contiguous_arrays(payload)
[751](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:751) content = orjson.dumps(payload, option=orjson.OPT_SERIALIZE_NUMPY)
[752](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:752) content_size_mb = len(content) / 2**20
File c:\Users\ospra\miniconda3\envs\calmecac\lib\site-packages\nixtla\nixtla_client.py:748, in NixtlaClient._make_request.<locals>.ensure_contiguous_arrays(d)
[746](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:746) d[k] = [ensure_contiguous_if_array(x) for x in v]
[747](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:747) elif isinstance(v, dict):
--> [748](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:748) ensure_contiguous_arrays(v)
File c:\Users\ospra\miniconda3\envs\calmecac\lib\site-packages\nixtla\nixtla_client.py:744, in NixtlaClient._make_request.<locals>.ensure_contiguous_arrays(d)
[742](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:742) for k, v in d.items():
[743](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:743) if isinstance(v, np.ndarray):
--> [744](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:744) d[k] = ensure_contiguous_if_array(v)
[745](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:745) elif isinstance(v, list):
[746](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:746) d[k] = [ensure_contiguous_if_array(x) for x in v]
File c:\Users\ospra\miniconda3\envs\calmecac\lib\site-packages\nixtla\nixtla_client.py:730, in NixtlaClient._make_request.<locals>.ensure_contiguous_if_array(x)
[728](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:728) return x
[729](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:729) if np.issubdtype(x.dtype, np.floating):
--> [730](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:730) x = np.nan_to_num(
[731](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:731) np.ascontiguousarray(x, dtype=np.float32),
[732](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:732) nan=np.nan,
[733](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:733) posinf=np.finfo(np.float32).max,
[734](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:734) neginf=np.finfo(np.float32).min,
[735](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:735) copy=False,
[736](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:736) )
[737](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:737) else:
[738](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/nixtla/nixtla_client.py:738) x = np.ascontiguousarray(x)
File c:\Users\ospra\miniconda3\envs\calmecac\lib\site-packages\numpy\lib\_type_check_impl.py:480, in nan_to_num(x, copy, nan, posinf, neginf)
[478](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/numpy/lib/_type_check_impl.py:478) idx_posinf = isposinf(d)
[479](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/numpy/lib/_type_check_impl.py:479) idx_neginf = isneginf(d)
--> [480](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/numpy/lib/_type_check_impl.py:480) _nx.copyto(d, nan, where=idx_nan)
[481](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/numpy/lib/_type_check_impl.py:481) _nx.copyto(d, maxf, where=idx_posinf)
[482](file:///C:/Users/ospra/miniconda3/envs/calmecac/lib/site-packages/numpy/lib/_type_check_impl.py:482) _nx.copyto(d, minf, where=idx_neginf)
ValueError: assignment destination is read-only
Versions / Dependencies
- python 3.10
- nixtla 0.6.6
- numpy 2.0.1
- polars 1.24.0
