Datasets:
Formats:
json
Languages:
English
Size:
< 1K
Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| from __future__ import annotations | |
| from dataclasses import dataclass | |
| from time import perf_counter | |
| from typing import Any, Dict, Mapping, Sequence | |
| import numpy as np | |
| from ._native import has_native_method, native_extension_available, native_import_error | |
| from .core import DecompResult, DecompositionConfig | |
| RUNTIME_KEY = "__tsdecomp_runtime__" | |
| VALID_BACKENDS = {"auto", "native", "python", "gpu"} | |
| VALID_SPEED_MODES = {"exact", "fast"} | |
| class RuntimeOptions: | |
| backend: str = "auto" | |
| speed_mode: str = "exact" | |
| profile: bool = False | |
| device: str = "cpu" | |
| n_jobs: int = 1 | |
| seed: int | None = 42 | |
| def _normalize_backend(name: Any) -> str: | |
| value = str(name or "auto").strip().lower() | |
| if value not in VALID_BACKENDS: | |
| raise ValueError(f"Unsupported backend '{name}'. Valid backends: {sorted(VALID_BACKENDS)}") | |
| return value | |
| def _normalize_speed_mode(name: Any) -> str: | |
| value = str(name or "exact").strip().lower() | |
| if value not in VALID_SPEED_MODES: | |
| raise ValueError( | |
| f"Unsupported speed_mode '{name}'. Valid modes: {sorted(VALID_SPEED_MODES)}" | |
| ) | |
| return value | |
| def runtime_options_from_config(config: DecompositionConfig) -> RuntimeOptions: | |
| return RuntimeOptions( | |
| backend=_normalize_backend(config.backend), | |
| speed_mode=_normalize_speed_mode(config.speed_mode), | |
| profile=bool(config.profile), | |
| device=str(config.device or "cpu"), | |
| n_jobs=max(1, int(config.n_jobs)), | |
| seed=None if config.seed is None else int(config.seed), | |
| ) | |
| def inject_runtime_params(params: Dict[str, Any], runtime: RuntimeOptions) -> Dict[str, Any]: | |
| out = dict(params or {}) | |
| out[RUNTIME_KEY] = { | |
| "backend": runtime.backend, | |
| "speed_mode": runtime.speed_mode, | |
| "profile": runtime.profile, | |
| "device": runtime.device, | |
| "n_jobs": runtime.n_jobs, | |
| "seed": runtime.seed, | |
| } | |
| return out | |
| def split_runtime_params(params: Dict[str, Any] | None) -> tuple[Dict[str, Any], RuntimeOptions]: | |
| cfg = dict(params or {}) | |
| runtime_raw = cfg.pop(RUNTIME_KEY, {}) or {} | |
| runtime = RuntimeOptions( | |
| backend=_normalize_backend(runtime_raw.get("backend", "auto")), | |
| speed_mode=_normalize_speed_mode(runtime_raw.get("speed_mode", "exact")), | |
| profile=bool(runtime_raw.get("profile", False)), | |
| device=str(runtime_raw.get("device", "cpu")), | |
| n_jobs=max(1, int(runtime_raw.get("n_jobs", 1))), | |
| seed=runtime_raw.get("seed"), | |
| ) | |
| return cfg, runtime | |
| def resolve_backend( | |
| method: str, | |
| runtime: RuntimeOptions, | |
| *, | |
| native_methods: Sequence[str] = (), | |
| ) -> str: | |
| if runtime.backend == "python": | |
| return "python" | |
| if runtime.backend == "gpu": | |
| raise ValueError(f"{method} does not provide a GPU backend.") | |
| native_ready = native_extension_available() and all( | |
| has_native_method(name) for name in native_methods | |
| ) | |
| if runtime.backend == "native": | |
| if native_ready: | |
| return "native" | |
| import_error = native_import_error() | |
| detail = f" Native import error: {import_error}" if import_error else "" | |
| missing = [name for name in native_methods if not has_native_method(name)] | |
| raise RuntimeError( | |
| f"{method} requested backend='native' but the native implementation is unavailable." | |
| f" Missing exports: {missing}.{detail}" | |
| ) | |
| if runtime.backend == "auto" and native_ready: | |
| return "native" | |
| return "python" | |
| def result_from_native_payload(payload: Any, *, method: str) -> DecompResult: | |
| if isinstance(payload, DecompResult): | |
| return payload | |
| if isinstance(payload, Mapping): | |
| meta = dict(payload.get("meta", {}) or {}) | |
| payload_method = meta.get("method") | |
| if payload_method not in (None, method): | |
| meta.setdefault("native_method", str(payload_method)) | |
| meta["method"] = method | |
| return DecompResult( | |
| trend=np.asarray(payload.get("trend", []), dtype=float), | |
| season=np.asarray(payload.get("season", []), dtype=float), | |
| residual=np.asarray(payload.get("residual", []), dtype=float), | |
| components={ | |
| str(key): np.asarray(val, dtype=float) | |
| for key, val in dict(payload.get("components", {}) or {}).items() | |
| }, | |
| meta=meta, | |
| ) | |
| if isinstance(payload, (tuple, list)) and len(payload) >= 3: | |
| return DecompResult( | |
| trend=np.asarray(payload[0], dtype=float), | |
| season=np.asarray(payload[1], dtype=float), | |
| residual=np.asarray(payload[2], dtype=float), | |
| meta={"method": method}, | |
| ) | |
| raise TypeError(f"Unsupported native payload for method '{method}': {type(payload)!r}") | |
| def finalize_result( | |
| result: DecompResult, | |
| *, | |
| method: str, | |
| runtime: RuntimeOptions, | |
| backend_used: str, | |
| started_at: float | None = None, | |
| ) -> DecompResult: | |
| meta = dict(result.meta or {}) | |
| meta.setdefault("method", method) | |
| meta["backend_requested"] = runtime.backend | |
| meta["backend_used"] = backend_used | |
| meta["speed_mode"] = runtime.speed_mode | |
| if runtime.profile and started_at is not None: | |
| meta["runtime_ms"] = round((perf_counter() - started_at) * 1000.0, 3) | |
| result.meta = meta | |
| return result | |