[FIX] Restructuring (#303)

.circleci/config.yml

@@ -1,42 +1,40 @@
 version: 2.1
 jobs:
   nbdev-tests:
-    resource_class: large
+    resource_class: xlarge
     docker:
-      - image: mambaorg/micromamba:1.5-focal
+      - image: python:3.10-slim
     steps:
       - checkout
       - run:
           name: Install dependencies
           command: |
-            micromamba install -n base -c conda-forge -y python=3.10
-            micromamba update -n base -f environment.yml
+            pip install uv
+            uv venv --python 3.10
       - run:
           name: Run nbdev tests
           command: |
-            eval "$(micromamba shell hook --shell bash)"
-            micromamba activate base
-            pip install ".[dev]"
-            nbdev_test --do_print --timing --n_workers 0
+            source .venv/bin/activate           
+            uv pip install ".[dev]"
+            nbdev_test --do_print --timing
   test-model-performance:
     resource_class: large
     docker:
-      - image: mambaorg/micromamba:1.5-focal
+      - image: python:3.10-slim
     steps:
       - checkout
       - run:
           name: Install dependencies
           command: |
-            micromamba install -n base -c conda-forge -y python=3.10
-            micromamba update -n base -f environment.yml
+            pip install uv
+            uv venv --python 3.10
       - run:
           name: Run model performance tests
           command: |
-            eval "$(micromamba shell hook --shell bash)"
-            micromamba activate base
-            pip install ".[dev]"
+            source .venv/bin/activate           
+            uv pip install ".[dev]"
             cd ./action_files/test_models/
-            pip install -r requirements.txt
+            uv pip install -r requirements.txt
             python -m src.models
             python -m src.evaluation
             cd ../../
@@ -48,4 +46,4 @@ workflows:
   sample:
     jobs:
       - nbdev-tests
-      - test-model-performance
+      - test-model-performance

.github/release-drafter.yml

@@ -3,16 +3,16 @@ tag-template: 'v$NEXT_PATCH_VERSION'
 categories:
   - title: 'New Features'
     label: 'feature'
-  - title: 'Breaking Change'
-    label: 'breaking change'
+  - title: 'Enhancement'
+    label: 'enhancement'
   - title: 'Bug Fixes'
     label: 'fix'
+  - title: 'Breaking Change'
+    label: 'breaking change'    
   - title: 'Documentation'
     label: 'documentation'
   - title: 'Dependencies'
     label: 'dependencies'
-  - title: 'Enhancement'
-    label: 'enhancement'
 change-template: '- $TITLE @$AUTHOR (#$NUMBER)'
 template: |
   ## Changes

.github/workflows/build-docs.yaml

@@ -1,7 +1,7 @@
 name: "build-docs"
 on:
-  push:
-    branches: ["main"]
+  release:
+    types: [released]
   pull_request:
     branches: ["main"]
   workflow_dispatch:
@@ -24,36 +24,43 @@ jobs:
           path: docs-scripts
       - uses: actions/setup-python@0b93645e9fea7318ecaed2b359559ac225c90a2b # 5.3.0
         with:
-          cache: "pip"
           python-version: '3.10'
           cache-dependency-path: settings.ini
+
+      - name: Install dependencies
+        run: pip install uv && uv pip install ".[dev]" --system
+
       - name: Build docs
         run: |
-          set -ux
-          python -m pip install --upgrade pip
-          pip install -Uq nbdev
-          pip install -e ".[dev]"
           mkdir nbs/_extensions
           cp -r docs-scripts/mintlify/ nbs/_extensions/
           python docs-scripts/update-quarto.py
           nbdev_docs
+
       - name: Apply final formats
         run: bash ./docs-scripts/docs-final-formatting.bash
+
       - name: Copy over necessary assets
         run: |
           cp nbs/mint.json _docs/mint.json
           cp docs-scripts/imgs/* _docs/
+          
       - name: Deploy to Mintlify Docs
-        if: github.event_name == 'push'
+        if: | 
+          github.event_name == 'release' || 
+          github.event_name == 'workflow_dispatch'
         uses: peaceiris/actions-gh-pages@4f9cc6602d3f66b9c108549d475ec49e8ef4d45e # v4.0.0
         with:
           github_token: ${{ secrets.GITHUB_TOKEN }}
           publish_branch: docs
           publish_dir: ./_docs
           user_name: github-actions[bot]
           user_email: 41898282+github-actions[bot]@users.noreply.github.com
+
       - name: Trigger mintlify workflow
-        if: github.event_name == 'push'
+        if: | 
+          github.event_name == 'release' || 
+          github.event_name == 'workflow_dispatch'
         uses: actions/github-script@60a0d83039c74a4aee543508d2ffcb1c3799cdea # v7.0.1
         with:
           github-token: ${{ secrets.DOCS_WORKFLOW_TOKEN }}
@@ -64,10 +71,14 @@ jobs:
               workflow_id: 'mintlify-action.yml',
               ref: 'main',
             });
+
       - name: Configure redirects for gh-pages
         run: python docs-scripts/configure-redirects.py hierarchicalforecast
+
       - name: Deploy to Github Pages
-        if: github.event_name == 'push'
+        if: | 
+          github.event_name == 'release' || 
+          github.event_name == 'workflow_dispatch'
         uses: peaceiris/actions-gh-pages@4f9cc6602d3f66b9c108549d475ec49e8ef4d45e # v4.0.0
         with:
           github_token: ${{ secrets.GITHUB_TOKEN }}

.pre-commit-config.yaml

@@ -21,4 +21,4 @@ repos:
     hooks:
       - id: mypy
         args: [--ignore-missing-imports]
-        exclude: 'setup.py'
+        exclude: (experiments|setup.py)

CONTRIBUTING.md

@@ -6,11 +6,14 @@
 * If you're unable to find an open issue addressing the problem, open a new one. Be sure to include a title and clear description, as much relevant information as possible, and a code sample or an executable test case demonstrating the expected behavior that is not occurring.
 * Be sure to add the complete error messages.
 
-#### Did you write a patch that fixes a bug?
+## Do you have a feature request?
 
-* Open a new GitHub pull request with the patch.
-* Ensure that your PR includes a test that fails without your patch, and pass with it.
-* Ensure the PR description clearly describes the problem and solution. Include the relevant issue number if applicable.
+* Ensure that it hasn't been yet implemented in the `main` branch of the repository and that there's not an Issue requesting it yet.
+* Open a new issue and make sure to describe it clearly, mention how it improves the project and why its useful.
+
+## Do you want to fix a bug or implement a feature?
+
+Bug fixes and features are added through pull requests (PRs).
 
 ## PR submission guidelines
 
@@ -30,7 +33,12 @@
 #### Set up a conda environment
 The repo comes with an `environment.yml` file which contains the libraries needed to run all the tests. In order to set up the environment you must have `conda` installed, we recommend [miniconda](https://docs.conda.io/en/latest/miniconda.html).
 
-Once you have `conda` go to the top level directory of the repository and run:
+Once you have `conda` go to the top level directory of the repository and run the following lines:
+```
+conda create -n hierarchicalforecast python=3.10
+conda activate hierarchicalforecast
+```
+Then, run one of the following commands:
 ```
 conda env update -f environment.yml
 ```

action_files/test_models/src/data.py

@@ -35,9 +35,9 @@ def get_data():
     spec = [
         ['Country'],
         ['Country', 'State'], 
-        ['Country', 'Purpose'], 
+        # ['Country', 'Purpose'], 
         ['Country', 'State', 'Region'], 
-        ['Country', 'State', 'Purpose'], 
+        # ['Country', 'State', 'Purpose'], 
         ['Country', 'State', 'Region', 'Purpose']
     ]
 

action_files/test_models/src/evaluation.py

@@ -1,7 +1,6 @@
 import pickle
 import numpy as np
 import pandas as pd
-from itertools import product
 
 from hierarchicalforecast.evaluation import HierarchicalEvaluation
 
@@ -16,8 +15,8 @@ def mase(y, y_hat, y_insample, seasonality=4):
 
 
 def evaluate():
-    execution_times = pd.read_csv(f'data/execution_times.csv')
-    models = [f'{x[0]} ({x[1]:.2f} secs)' for x in execution_times.values]
+    execution_times = pd.read_csv('data/execution_times.csv')
+    models = [f"{x[0]} ({x[1]:.2f} secs)" for x in execution_times.values]
 
     Y_rec_df = pd.read_csv('data/Y_rec.csv')
     Y_test_df = pd.read_csv('data/Y_test.csv')
@@ -32,7 +31,7 @@ def evaluate():
 
     eval_tags = {}
     eval_tags['Total'] = tags['Country']
-    eval_tags['Purpose'] = tags['Country/Purpose']
+    # eval_tags['Purpose'] = tags['Country/Purpose']
     eval_tags['State'] = tags['Country/State']
     eval_tags['Regions'] = tags['Country/State/Region']
     eval_tags['Bottom'] = tags['Country/State/Region/Purpose']

action_files/test_models/src/models.py

@@ -1,13 +1,15 @@
 import os
-import time
 
 import fire
-import numpy as np
 import pandas as pd
 
 from hierarchicalforecast.core import HierarchicalReconciliation
 from hierarchicalforecast.methods import (
-    BottomUp, MinTrace, 
+    BottomUp, BottomUpSparse, TopDown, TopDownSparse, MiddleOut, MiddleOutSparse, 
+    MinTrace, 
+    MinTraceSparse, 
+    OptimalCombination,
+    ERM,
 )
 
 from src.data import get_data
@@ -17,8 +19,27 @@ def main():
     Y_train_df, Y_test_df, Y_hat_df, Y_fitted_df, S_df, tags = get_data()
 
     reconcilers = [BottomUp(),
+                   BottomUpSparse(),
+                   TopDown(method="average_proportions"),
+                   TopDownSparse(method="average_proportions"),
+                   TopDown(method="proportion_averages"),
+                   TopDownSparse(method="proportion_averages"),
+                   MiddleOut(middle_level="Country/State", top_down_method="average_proportions"),
+                   MiddleOutSparse(middle_level="Country/State", top_down_method="average_proportions"),
+                   MinTrace(method='ols'),
+                   MinTrace(method='wls_struct'),
+                   MinTrace(method='wls_var'),
+                   MinTrace(method='mint_cov'),
                    MinTrace(method='mint_shrink'),
-                   MinTrace(method='ols')]
+                   MinTraceSparse(method='ols'),
+                   MinTraceSparse(method='wls_struct'),
+                   MinTraceSparse(method='wls_var'),
+                   OptimalCombination(method='ols'),
+                   OptimalCombination(method='wls_struct'),
+                   ERM(method='closed'),
+                #    ERM(method='reg'), # This is so insanely slow that we don't run it
+                #    ERM(method='reg_bu'), # This is so insanely slow that we don't run it
+    ]
     hrec = HierarchicalReconciliation(reconcilers=reconcilers)
     Y_rec_df = hrec.reconcile(Y_hat_df=Y_hat_df,
                                Y_df=Y_fitted_df, S=S_df, tags=tags)