timeseries_training_loop.py

from tqdm import tqdm
from pycaret.regression import *

all_ts = data['time_series'].unique()

all_results = []
final_model = {}

for i in tqdm(all_ts):
    
    df_subset = data[data['time_series'] == i]
    
    # initialize setup from pycaret.regression
    s = setup(df_subset, target = 'sales', train_size = 0.95,
              data_split_shuffle = False, fold_strategy = 'timeseries', fold = 3,
              ignore_features = ['date', 'time_series'],
              numeric_features = ['day_of_year', 'year'],
              categorical_features = ['month', 'day_of_week'],
              silent = True, verbose = False, session_id = 123)
    
    # compare all models and select best one based on MAE
    best_model = compare_models(sort = 'MAE', verbose=False)
    
    # capture the compare result grid and store best model in list
    p = pull().iloc[0:1]
    p['time_series'] = str(i)
    all_results.append(p)
    
    # finalize model i.e. fit on entire data including test set
    f = finalize_model(best_model)
    
    # attach final model to a dictionary
    final_model[i] = f
    
    # save transformation pipeline and model as pickle file 
    save_model(f, model_name='trained_models/' + str(i), verbose=False)

Hello Moez,

Pretty new to Pycaret was trying to build multiple sku forecasting model.. however I'm getting the error at below step. I've modeled my data as per the tutorial. I think there was problem at 'trained_models/' and in revision codes I also see '/trained_models/', surplisingly both are giving same error. Can you plz take a look.

save transformation pipeline and model as pickle file

save_model(f, model_name='trained_models/' + str(i), verbose=False)

FileNotFoundError Traceback (most recent call last)
/tmp/ipykernel_63/1374943528.py in
3
4 # save transformation pipeline and model as pickle file
----> 5 save_model(f, model_name='trained_models/' + str(i), verbose=False)

/opt/conda/lib/python3.7/site-packages/pycaret/regression.py in save_model(model, model_name, model_only, verbose, **kwargs)
1935 model_only=model_only,
1936 verbose=verbose,
-> 1937 **kwargs,
1938 )
1939

/opt/conda/lib/python3.7/site-packages/pycaret/internal/tabular.py in save_model(model, model_name, model_only, verbose, **kwargs)
9240
9241 return pycaret.internal.persistence.save_model(
-> 9242 model, model_name, None if model_only else prep_pipe, verbose, **kwargs
9243 )
9244

/opt/conda/lib/python3.7/site-packages/pycaret/internal/persistence.py in save_model(model, model_name, prep_pipe_, verbose, **kwargs)
312
313 model_name = f"{model_name}.pkl"
--> 314 joblib.dump(model_, model_name, **kwargs)
315 if verbose:
316 print("Transformation Pipeline and Model Successfully Saved")

/opt/conda/lib/python3.7/site-packages/joblib/numpy_pickle.py in dump(value, filename, compress, protocol, cache_size)
477 NumpyPickler(f, protocol=protocol).dump(value)
478 elif is_filename:
--> 479 with open(filename, 'wb') as f:
480 NumpyPickler(f, protocol=protocol).dump(value)
481 else:

FileNotFoundError: [Errno 2] No such file or directory: 'trained_models/SEND00867.pkl'