Source code for mlflow.pmdarima

"""
The ``mlflow.pmdarima`` module provides an API for logging and loading ``pmdarima`` models.
This module exports univariate ``pmdarima`` models in the following formats:

Pmdarima format
    Serialized instance of a ``pmdarima`` model using pickle.
:py:mod:`mlflow.pyfunc`
    Produced for use by generic pyfunc-based deployment tools and for batch auditing
    of historical forecasts.

.. _Pmdarima:
    http://alkaline-ml.com/pmdarima/
"""
import os
import logging
import pickle
import warnings
import pandas as pd
import yaml
from packaging.version import Version

import mlflow
from mlflow import pyfunc
from mlflow.exceptions import MlflowException
from mlflow.models import Model, ModelInputExample
from mlflow.models.model import MLMODEL_FILE_NAME
from mlflow.models.signature import ModelSignature
from mlflow.models.utils import _save_example
from mlflow.protos.databricks_pb2 import INVALID_PARAMETER_VALUE
from mlflow.tracking._model_registry import DEFAULT_AWAIT_MAX_SLEEP_SECONDS
from mlflow.tracking.artifact_utils import _download_artifact_from_uri
from mlflow.utils.model_utils import (
    _get_flavor_configuration,
    _validate_and_copy_code_paths,
    _add_code_from_conf_to_system_path,
    _validate_and_prepare_target_save_path,
)
from mlflow.utils.file_utils import write_to
from mlflow.utils.requirements_utils import _get_pinned_requirement
from mlflow.utils.annotations import experimental
from mlflow.utils.environment import (
    _mlflow_conda_env,
    _validate_env_arguments,
    _CONDA_ENV_FILE_NAME,
    _process_pip_requirements,
    _process_conda_env,
    _CONSTRAINTS_FILE_NAME,
    _REQUIREMENTS_FILE_NAME,
    _PYTHON_ENV_FILE_NAME,
    _PythonEnv,
)
from mlflow.utils.docstring_utils import format_docstring, LOG_MODEL_PARAM_DOCS


FLAVOR_NAME = "pmdarima"
_MODEL_BINARY_KEY = "data"
_MODEL_BINARY_FILE_NAME = "model.pmd"
_MODEL_TYPE_KEY = "model_type"

_logger = logging.getLogger(__name__)


[docs]@experimental def get_default_pip_requirements(): """ :return: A list of default pip requirements for MLflow Models produced by this flavor. Calls to :func:`save_model()` and :func:`log_model()` produce a pip environment that, at a minimum, contains these requirements. """ return [_get_pinned_requirement("pmdarima")]
[docs]@experimental def get_default_conda_env(): """ :return: The default Conda environment for MLflow Models produced by calls to :func:`save_model()` and :func:`log_model()` """ return _mlflow_conda_env(additional_pip_deps=get_default_pip_requirements())
[docs]@experimental @format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME)) def save_model( pmdarima_model, path, conda_env=None, code_paths=None, mlflow_model=None, signature: ModelSignature = None, input_example: ModelInputExample = None, pip_requirements=None, extra_pip_requirements=None, ): """ Save a pmdarima ``ARIMA`` model or ``Pipeline`` object to a path on the local file system. :param pmdarima_model: pmdarima ``ARIMA`` or ``Pipeline`` model that has been ``fit`` on a temporal series. :param path: Local path destination for the serialized model (in pickle format) is to be saved. :param conda_env: {{ conda_env }} :param code_paths: A list of local filesystem paths to Python file dependencies (or directories containing file dependencies). These files are *prepended* to the system path when the model is loaded. :param mlflow_model: :py:mod:`mlflow.models.Model` this flavor is being added to. :param signature: :py:class:`Model Signature <mlflow.models.ModelSignature>` describes model input and output :py:class:`Schema <mlflow.types.Schema>`. The model signature can be :py:func:`inferred <mlflow.models.infer_signature>` from datasets with valid model input (e.g. the training dataset with target column omitted) and valid model output (e.g. model predictions generated on the training dataset), for example: .. code-block:: py from mlflow.models.signature import infer_signature model = pmdarima.auto_arima(data) predictions = model.predict(n_periods=30, return_conf_int=False) signature = infer_signature(data, predictions) .. Warning:: if utilizing confidence interval generation in the ``predict`` method of a ``pmdarima`` model (``return_conf_int=True``), the signature will not be inferred due to the complex tuple return type when using the native ``ARIMA.predict()`` API. ``infer_schema`` will function correctly if using the ``pyfunc`` flavor of the model, though. :param input_example: Input example provides one or several instances of valid model input. The example can be used as a hint of what data to feed the model. The given example will be converted to a ``Pandas DataFrame`` and then serialized to json using the ``Pandas`` split-oriented format. Bytes are base64-encoded. :param pip_requirements: {{ pip_requirements }} :param extra_pip_requirements: {{ extra_pip_requirements }} """ import pmdarima _validate_env_arguments(conda_env, pip_requirements, extra_pip_requirements) path = os.path.abspath(path) _validate_and_prepare_target_save_path(path) code_dir_subpath = _validate_and_copy_code_paths(code_paths, path) if mlflow_model is None: mlflow_model = Model() if signature is not None: mlflow_model.signature = signature if input_example is not None: _save_example(mlflow_model, input_example, path) model_data_path = os.path.join(path, _MODEL_BINARY_FILE_NAME) _save_model(pmdarima_model, model_data_path) model_bin_kwargs = {_MODEL_BINARY_KEY: _MODEL_BINARY_FILE_NAME} pyfunc.add_to_model( mlflow_model, loader_module="mlflow.pmdarima", env=_CONDA_ENV_FILE_NAME, code=code_dir_subpath, **model_bin_kwargs, ) flavor_conf = { _MODEL_TYPE_KEY: pmdarima_model.__class__.__name__, **model_bin_kwargs, } mlflow_model.add_flavor( FLAVOR_NAME, pmdarima_version=pmdarima.__version__, code=code_dir_subpath, **flavor_conf ) mlflow_model.save(os.path.join(path, MLMODEL_FILE_NAME)) if conda_env is None: if pip_requirements is None: default_reqs = get_default_pip_requirements() inferred_reqs = mlflow.models.infer_pip_requirements( path, FLAVOR_NAME, fallback=default_reqs ) default_reqs = sorted(set(inferred_reqs).union(default_reqs)) else: default_reqs = None conda_env, pip_requirements, pip_constraints = _process_pip_requirements( default_reqs, pip_requirements, extra_pip_requirements ) else: conda_env, pip_requirements, pip_constraints = _process_conda_env(conda_env) with open(os.path.join(path, _CONDA_ENV_FILE_NAME), "w") as f: yaml.safe_dump(conda_env, stream=f, default_flow_style=False) if pip_constraints: write_to(os.path.join(path, _CONSTRAINTS_FILE_NAME), "\n".join(pip_constraints)) write_to(os.path.join(path, _REQUIREMENTS_FILE_NAME), "\n".join(pip_requirements)) _PythonEnv.current().to_yaml(os.path.join(path, _PYTHON_ENV_FILE_NAME))
[docs]@experimental @format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME)) def log_model( pmdarima_model, artifact_path, conda_env=None, code_paths=None, registered_model_name=None, signature: ModelSignature = None, input_example: ModelInputExample = None, await_registration_for=DEFAULT_AWAIT_MAX_SLEEP_SECONDS, pip_requirements=None, extra_pip_requirements=None, **kwargs, ): """ Log a ``pmdarima`` ``ARIMA`` or ``Pipeline`` object as an MLflow artifact for the current run. :param pmdarima_model: pmdarima ``ARIMA`` or ``Pipeline`` model that has been ``fit`` on a temporal series. :param artifact_path: Run-relative artifact path to save the model instance to. :param conda_env: {{ conda_env }} :param code_paths: A list of local filesystem paths to Python file dependencies (or directories containing file dependencies). These files are *prepended* to the system path when the model is loaded. :param registered_model_name: This argument may change or be removed in a future release without warning. If given, create a model version under ``registered_model_name``, also creating a registered model if one with the given name does not exist. :param signature: :py:class:`Model Signature <mlflow.models.ModelSignature>` describes model input and output :py:class:`Schema <mlflow.types.Schema>`. The model signature can be :py:func:`inferred <mlflow.models.infer_signature>` from datasets with valid model input (e.g. the training dataset with target column omitted) and valid model output (e.g. model predictions generated on the training dataset), for example: .. code-block:: py from mlflow.models.signature import infer_signature model = pmdarima.auto_arima(data) predictions = model.predict(n_periods=30, return_conf_int=False) signature = infer_signature(data, predictions) .. Warning:: if utilizing confidence interval generation in the ``predict`` method of a ``pmdarima`` model (``return_conf_int=True``), the signature will not be inferred due to the complex tuple return type when using the native ``ARIMA.predict()`` API. ``infer_schema`` will function correctly if using the ``pyfunc`` flavor of the model, though. :param input_example: Input example provides one or several instances of valid model input. The example can be used as a hint of what data to feed the model. The given example will be converted to a ``Pandas DataFrame`` and then serialized to json using the ``Pandas`` split-oriented format. Bytes are base64-encoded. :param await_registration_for: Number of seconds to wait for the model version to finish being created and is in ``READY`` status. By default, the function waits for five minutes. Specify 0 or None to skip waiting. :param pip_requirements: {{ pip_requirements }} :param extra_pip_requirements: {{ extra_pip_requirements }} :param kwargs: Additional arguments for :py:class:`mlflow.models.model.Model` :return: A :py:class:`ModelInfo <mlflow.models.model.ModelInfo>` instance that contains the metadata of the logged model. """ return Model.log( artifact_path=artifact_path, flavor=mlflow.pmdarima, registered_model_name=registered_model_name, pmdarima_model=pmdarima_model, conda_env=conda_env, code_paths=code_paths, signature=signature, input_example=input_example, await_registration_for=await_registration_for, pip_requirements=pip_requirements, extra_pip_requirements=extra_pip_requirements, **kwargs, )
[docs]@experimental def load_model(model_uri, dst_path=None): """ Load a ``pmdarima`` ``ARIMA`` model or ``Pipeline`` object from a local file or a run. :param model_uri: The location, in URI format, of the MLflow model. For example: - ``/Users/me/path/to/local/model`` - ``relative/path/to/local/model`` - ``s3://my_bucket/path/to/model`` - ``runs:/<mlflow_run_id>/run-relative/path/to/model`` - ``mlflow-artifacts:/path/to/model`` For more information about supported URI schemes, see `Referencing Artifacts <https://www.mlflow.org/docs/latest/tracking.html# artifact-locations>`_. :param dst_path: The local filesystem path to which to download the model artifact. This directory must already exist. If unspecified, a local output path will be created. :return: A ``pmdarima`` model instance """ local_model_path = _download_artifact_from_uri(artifact_uri=model_uri, output_path=dst_path) flavor_conf = _get_flavor_configuration(model_path=local_model_path, flavor_name=FLAVOR_NAME) _add_code_from_conf_to_system_path(local_model_path, flavor_conf) pmdarima_model_file_path = os.path.join( local_model_path, flavor_conf.get(_MODEL_BINARY_KEY, _MODEL_BINARY_FILE_NAME) ) return _load_model(pmdarima_model_file_path)
def _save_model(model, path): with open(path, "wb") as f: pickle.dump(model, f) def _load_model(path): with open(path, "rb") as pickled_model: model = pickle.load(pickled_model) return model def _load_pyfunc(path): return _PmdarimaModelWrapper(_load_model(path)) class _PmdarimaModelWrapper: def __init__(self, pmdarima_model): import pmdarima self.pmdarima_model = pmdarima_model self._pmdarima_version = pmdarima.__version__ def predict(self, dataframe) -> pd.DataFrame: df_schema = dataframe.columns.values.tolist() if len(dataframe) > 1: raise MlflowException( f"The provided prediction pd.DataFrame contains {len(dataframe)} rows. " "Only 1 row should be supplied.", error_code=INVALID_PARAMETER_VALUE, ) attrs = dataframe.to_dict(orient="index").get(0) n_periods = attrs.get("n_periods", None) if not n_periods: raise MlflowException( f"The provided prediction configuration pd.DataFrame columns ({df_schema}) do not" "contain the required column `n_periods` for specifying future prediction periods " "to generate.", error_code=INVALID_PARAMETER_VALUE, ) if not isinstance(n_periods, int): raise MlflowException( f"The provided `n_periods` value {n_periods} must be an integer." f"provided type: {type(n_periods)}", error_code=INVALID_PARAMETER_VALUE, ) # NB Any model that is trained with exogenous regressor elements will need to provide # `X` entries as a 2D array structure to the predict method. exogenous_regressor = attrs.get("X", None) if exogenous_regressor and Version(self._pmdarima_version) < Version("1.8.0"): warnings.warn( "An exogenous regressor element was provided in column 'X'. This is " "supported only in pmdarima version >= 1.8.0. Installed version: " f"{self._pmdarima_version}" ) return_conf_int = attrs.get("return_conf_int", False) alpha = attrs.get("alpha", 0.05) if not isinstance(n_periods, int): raise MlflowException( "The prediction DataFrame must contain a column `n_periods` with " "an integer value for number of future periods to predict.", error_code=INVALID_PARAMETER_VALUE, ) if Version(self._pmdarima_version) >= Version("1.8.0"): raw_predictions = self.pmdarima_model.predict( n_periods=n_periods, X=exogenous_regressor, return_conf_int=return_conf_int, alpha=alpha, ) else: raw_predictions = self.pmdarima_model.predict( n_periods=n_periods, return_conf_int=return_conf_int, alpha=alpha, ) if return_conf_int: ci_low, ci_high = list(zip(*raw_predictions[1])) predictions = pd.DataFrame.from_dict( {"yhat": raw_predictions[0], "yhat_lower": ci_low, "yhat_upper": ci_high} ) else: predictions = pd.DataFrame.from_dict({"yhat": raw_predictions}) return predictions