8000 [ENH] Interfacing `chronos-bolt` in `sktime` · Issue #7680 · sktime/sktime · GitHub
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[ENH] Interfacing chronos-bolt in sktime #7680

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PranavBhatP opened this issue Jan 22, 2025 · 7 comments · Fixed by #7718
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[ENH] Interfacing chronos-bolt in sktime #7680

PranavBhatP opened this issue Jan 22, 2025 · 7 comments · Fixed by #7718
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enhancement Adding new functionality module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting

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@PranavBhatP
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Is your feature request related to a problem? Please describe.
The Chronos model has already been implemented in sktime as ChronosForecaster. Recently, an improved version of Chronos was developed namely Chronos-Bolt. The model has been to proven to have faster inference and better efficiency than the pre-exisiting Chronos model.
Refer blog

Describe the solution you'd like
Interfacing Chronos-Bolt seems to be a good option, although I'm not sure about whether this would be mean replacing the pre-exisiting ChronosForecaster or a standalone implementation?

Additional context
The need for the same was also expressed in the conversation linked to the below message.
Reference issue: #1736
sktime/pytorch-forecasting#1736 (comment)
@PranavBhatP PranavBhatP added the enhancement Adding new functionality label Jan 22, 2025
@PranavBhatP
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I would like to work on this issue, @fkiraly.

@fkiraly
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fkiraly commented Jan 22, 2025

Sure!

Quick question, is this simply a different checkpoint that can be run with the current architecture, or does it require also different code?

A link to the hf weights would be appreciated.

@fkiraly fkiraly added the module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting label Jan 22, 2025
@PranavBhatP
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This is the one currently being interfaced:
https://huggingface.co/amazon/chronos-t5-tiny

The one I plan to interface:
https://huggingface.co/autogluon/chronos-bolt-tiny

@fkiraly
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fkiraly commented Jan 22, 2025

Do you know the answer to this?

Quick question, is this simply a different checkpoint that can be run with the current architecture, or does it require also different code?

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PranavBhatP commented Jan 22, 2025 •
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No, it is not a checkpoint. It seems to have a slightly different architecture over the original chronos-t5.

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PranavBhatP commented Jan 23, 2025 •
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Hi, before I proceed with a PR, I wanted to confirm whether I should interface Chronos-Bolt as a standalone model in addition to the existing Deep Learning Based Forecasters? I'm still not clear in that aspect and wanted to know if this approach is relevant?

@geetu040
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Hi, before I proceed with a PR, I wanted to confirm whether I should interface Chronos-Bolt as a standalone model in addition to the existing Deep Learning Based Forecasters? I'm still not clear in that aspect and wanted to know if this approach is relevant?

From the documentation amazon-science/chronos-forecasting we know that BaseChronosPipeline can be used to work with both the models, So I would suggest to make changes in the existing ChronosForecaster class in sktime to add support for bolt models as well

@fkiraly fkiraly moved this from Todo to In Progress in Dec 2024 - Mar 2025 mentee projects Jan 27, 2025
@PranavBhatP PranavBhatP mentioned this issue Jan 29, 2025
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benHeid pushed a commit that referenced this issue Mar 20, 2025
@PranavBhatP @geetu040 @benHeid
[ENH] Implement support for chronos-bolt in ChronosForecaster (#7718
cc2e135 
)

#### Reference Issues/PRs
Fixes #7680 

#### What does this implement/fix? Explain your changes.
The PR extends the existing `ChronosForecaster` class to support the
latest `chronos-bolt` family of models, which operators upon the same
`BaseChronosPipeline` as `chronos`.

Links:
[Chronos-Bolt-Tiny](https://huggingface.co/amazon/chronos-bolt-tiny)

---------

Co-authored-by: PranavBhatP <pranavbhat2004@gmai.com>
Co-authored-by: Armaghan Shakir <raoarmaghanshakir040@gmail.com>
Spinachboul pushed a commit to Spinachboul/sktime that referenced this issue Mar 23, 2025
@PranavBhatP @geetu040 @Spinachboul
[ENH] Implement support for chronos-bolt in ChronosForecaster (sk…
6469fef 
…time#7718)

#### Reference Issues/PRs
Fixes sktime#7680 

#### What does this implement/fix? Explain your changes.
The PR extends the existing `ChronosForecaster` class to support the
latest `chronos-bolt` family of models, which operators upon the same
`BaseChronosPipeline` as `chronos`.

Links:
[Chronos-Bolt-Tiny](https://huggingface.co/amazon/chronos-bolt-tiny)

---------

Co-authored-by: PranavBhatP <pranavbhat2004@gmai.com>
Co-authored-by: Armaghan Shakir <raoarmaghanshakir040@gmail.com>
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enhancement Adding new functionality module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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Dec 2024 - Mar 2025 mentee projects
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[ENH] Implement support for chronos-bolt in ChronosForecaster PranavBhatP/sktime
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@fkiraly @PranavBhatP @geetu040
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