fix: support custom output quantiles via ForecastConfig (#286)#365
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aydinomer00 wants to merge 1 commit intogoogle-research:masterfrom
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fix: support custom output quantiles via ForecastConfig (#286)#365aydinomer00 wants to merge 1 commit intogoogle-research:masterfrom
aydinomer00 wants to merge 1 commit intogoogle-research:masterfrom
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…rch#286) Add output_quantiles field to ForecastConfig that allows users to select a subset of the 9 default quantiles to return at inference time. Model weights and checkpoint format are unchanged; the fix slices the output tensor after decoding. Changes: - Add DEFAULT_QUANTILES constant to configs.py - Add output_quantiles: tuple[float, ...] | None = None to ForecastConfig - Validate selected quantiles at compile() time in both Torch and Flax backends, raising ValueError for values outside DEFAULT_QUANTILES - Slice full_forecast output tensor to return only requested quantiles Closes google-research#286
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Problem
When passing custom quantiles (e.g.
quantiles=[0.3, 0.4]) toForecastConfig,the model raised a shape mismatch error because the output architecture was assumed
to always return all 10 default quantile values.
Closes #286
Solution
The model always outputs 10 values internally (1 point + 9 quantiles: 0.1–0.9).
This PR adds an
output_quantilesfield toForecastConfigthat slices the outputtensor after decoding — no model weights or checkpoint formats changed.
Fully backwards-compatible:
output_quantiles=None(default) returns all 9quantiles as before.
Changes
src/timesfm/configs.py: AddedDEFAULT_QUANTILESconstant andoutput_quantiles: tuple[float, ...] | None = NonetoForecastConfigsrc/timesfm/timesfm_2p5/timesfm_2p5_torch.py: Validate atcompile()and slice outputsrc/timesfm/timesfm_2p5/timesfm_2p5_flax.py: Same fix for Flax backendUsage