brulee_tab_icl() makes the open-source foundational model TabICL available. On first use, there is a substantial download (~ 400MB) for the model weights that is cached locally.
brulee_saint() and brulee_auto_int() now support gradient clipping via the grad_value_clip and grad_norm_clip arguments (both default to 5), matching brulee_mlp() and brulee_resnet(). This prevents the loss from overflowing to NaN during training with aggressive learning rates.
There is now a type argument to predict.brulee_chronos(): "all" returns .pred and .pred_quantile (unchanged default), "numeric" returns only .pred, "quantile" returns only .pred_quantile. The id column is still prepended for multi-series models regardless of type.
Fixed a bug where torch's L-BFGS optimizers internal convergence flag is NA, throwing an unhelpful error.
The brulee_saint() argument use_target_token was renamed to target_token.
predict() for brulee_chronos() models was reworked. The historical context is always the data supplied to brulee_chronos() (the model is pretrained and does no training), so the former new_data context-override was removed. The argument previously called future_df is now new_data: it describes the future window to forecast for and may have at most prediction_length rows per series (previously exactly prediction_length). When fewer rows are supplied, the forecast is truncated to those rows. predict() also gained a type argument ("all", "numeric", or "quantile") to select which prediction columns are returned.
All estimated models now include epoch zero (the randomly initialized parameters, before any training) as the first element of loss and estimates, matching the neural-network models. These vectors are now length epochs + 1, epoch = 0 is a valid argument to predict() and coef(), and the entry for best_epoch is at position best_epoch + 1. Predictions and coefficients for a given (positive) epoch are unchanged. Note: objects serialized by earlier versions of these three functions predict off by one epoch under the new indexing, so refit any stored models.
print() methods now report the loss from the best epoch. Previously the displayed loss was taken one epoch too early (it ignored the prepended epoch-zero entry in loss).New models for tabular data:
Regularization Learning Networks (brulee_rln()) use a conventional MLP architecture but each weight learns its own adaptive regularization coefficient.
ResNet (brulee_resnet()) can fit a multilayer neural network with skip (i.e. residual) connections and batch normalization.
AutoInt (brulee_auto_int()) uses residual connections and columnwise attention mechanisms to create embeddings that encourage in-context learning of features.
Saint (brulee_saint()) uses column and/or row attention mechanisms.
Chronos2 (brulee_chronos()) is a foundational model for forecasting.
All modeling functions now support GPU acceleration via the device parameter. Users can specify device = "cpu", device = "cuda", or device = "mps" (Apple Silicon). When device = NULL (default), the package automatically selects CUDA if available, otherwise defaults to CPU. Note: MPS is not auto-selected because it doesn't support float64 dtype required by brulee. See?training_efficiency for some related notes.
Float tensors were changed from 64-bit floats to 32-bit. This is to enable GPU usage on MPS devices.
Parameters are initialized on CPU devices and then converted to the chosen device. In some cases, the RNG initialization code is independent of the seed.
For classification, the softmax was moved out of every model's forward pass so the loss can use torch::nnf_cross_entropy() (which applies the log-sum-exp trick internally) instead of nll_loss(log(softmax(x))). This avoids log(0) underflow that produced NaN losses and "numerical overflow" early stopping on overspecified brulee_saint() / brulee_auto_int() fits. Affects brulee_mlp(), brulee_logistic_reg(), brulee_multinomial_reg(), brulee_resnet(), brulee_auto_int(), and brulee_saint(). New fits carry output_type = "logits" so the predict path applies softmax; serialized fits from earlier versions of brulee continue to predict correctly.
Transition from the magrittr pipe to the base R pipe.
To try to help avoiding numeric overflow in the loss functions:
Tensors are stored as a 64-bit float instead of 32-bit.
Starting values were transitioned to using Gaussian distribution (instead of uniform) with a smaller standard deviation.
The results always contain the initial results to use as a fallback if there is overflow during the first epoch.
brulee_mlp() has two additional parameters, grad_value_clip and grad_value_clip, that prevent issues.
The warning was changed to "Early stopping occurred at epoch {X} due to numerical overflow of the loss function."
Several new SGD optimizers were added: "ADAMw", "Adadelta", "Adagrad", and "RMSprop".
Mixture parameter values different than zero cannot be used for several optimizers since they require L2 penalties.
Added a convenience function, brulee_mlp_two_layer(), to more easily fit two-layer networks with parsnip.
Various changes and improvements to error and warning messages.
Fixed a bug that occurred when linear activation was used for neural networks (#68).
Fixed bug where coef() didn't would error if used on a brulee_logistic_reg() that was trained with a recipe. (#66)
Fixed a bug where SGD always being used as the optimizer (#61).
Additional activation functions were added (#74).
Several learning rate schedulers were added to the modeling functions (#12).
An optimizer was added to [brulee_mlp()], with a new default being LBFGS instead of stochastic gradient descent.
Modeling functions gained a mixture argument for the proportion of L1 penalty that is used. (#50)
Penalization was not occurring when quasi-Newton optimization was chosen. (#50)
First CRAN release.