Add smoke tests for torch models (#2495)

src/gluonts/torch/model/mqf2/module.py

@@ -17,7 +17,10 @@
 
 from gluonts.core.component import validated
 from gluonts.torch.model.deepar.module import DeepARModel
-from gluonts.torch.distributions import DistributionOutput
+from gluonts.torch.distributions import (
+    DistributionOutput,
+    MQF2DistributionOutput,
+)
 
 from cpflows.flows import ActNorm
 from cpflows.icnn import PICNN
@@ -35,7 +38,7 @@ def __init__(
         num_feat_static_real: int,
         num_feat_static_cat: int,
         cardinality: List[int],
-        distr_output: DistributionOutput,
+        distr_output: Optional[DistributionOutput] = None,
         embedding_dimension: Optional[List[int]] = None,
         num_layers: int = 2,
         hidden_size: int = 40,
@@ -74,7 +77,11 @@ def __init__(
             num_layers=num_layers,
             hidden_size=hidden_size,
             dropout_rate=dropout_rate,
-            distr_output=distr_output,
+            distr_output=(
+                distr_output
+                if distr_output is not None
+                else MQF2DistributionOutput(prediction_length)
+            ),
             lags_seq=lags_seq,
             scaling=scaling,
             num_parallel_samples=num_parallel_samples,

src/gluonts/torch/model/simple_feedforward/module.py

@@ -11,7 +11,7 @@
 # express or implied. See the License for the specific language governing
 # permissions and limitations under the License.
 
-from typing import List, Tuple
+from typing import Dict, List, Tuple, Optional
 
 import torch
 from torch import nn
@@ -55,23 +55,25 @@ def __init__(
         self,
         prediction_length: int,
         context_length: int,
-        hidden_dimensions: List[int],
+        hidden_dimensions: Optional[List[int]] = None,
         distr_output=StudentTOutput(),
         batch_norm: bool = False,
     ) -> None:
         super().__init__()
 
         assert prediction_length > 0
         assert context_length > 0
-        assert len(hidden_dimensions) > 0
+        assert hidden_dimensions is None or len(hidden_dimensions) > 0
 
         self.prediction_length = prediction_length
         self.context_length = context_length
-        self.hidden_dimensions = hidden_dimensions
+        self.hidden_dimensions = (
+            hidden_dimensions if hidden_dimensions is not None else [20, 20]
+        )
         self.distr_output = distr_output
         self.batch_norm = batch_norm
 
-        dimensions = [context_length] + hidden_dimensions[:-1]
+        dimensions = [context_length] + self.hidden_dimensions[:-1]
 
         modules = []
         for in_size, out_size in zip(dimensions[:-1], dimensions[1:]):
@@ -80,12 +82,24 @@ def __init__(
                 modules.append(nn.BatchNorm1d(out_size))
         modules.append(
             make_linear_layer(
-                dimensions[-1], prediction_length * hidden_dimensions[-1]
+                dimensions[-1], prediction_length * self.hidden_dimensions[-1]
             )
         )
 
         self.nn = nn.Sequential(*modules)
-        self.args_proj = self.distr_output.get_args_proj(hidden_dimensions[-1])
+        self.args_proj = self.distr_output.get_args_proj(
+            self.hidden_dimensions[-1]
+        )
+
+    def input_shapes(self, batch_size=1) -> Dict[str, Tuple[int, ...]]:
+        return {
+            "context": (batch_size, self.context_length),
+        }
+
+    def input_types(self) -> Dict[str, torch.dtype]:
+        return {
+            "context": torch.float,
+        }
 
     def forward(
         self,

test/torch/model/test_modules.py

@@ -0,0 +1,91 @@
+# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License").
+# You may not use this file except in compliance with the License.
+# A copy of the License is located at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# or in the "license" file accompanying this file. This file is distributed
+# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
+# express or implied. See the License for the specific language governing
+# permissions and limitations under the License.
+
+import pytest
+import torch
+
+from gluonts.torch.model.deepar import DeepARModel
+from gluonts.torch.model.mqf2 import MQF2MultiHorizonModel
+from gluonts.torch.model.simple_feedforward import SimpleFeedForwardModel
+
+
+def construct_batch(module, batch_size=1):
+    return tuple(
+        [
+            torch.zeros(shape, dtype=module.input_types()[name])
+            for (name, shape) in module.input_shapes(
+                batch_size=batch_size
+            ).items()
+        ]
+    )
+
+
+def assert_shapes_and_dtypes(tensors, shapes, dtypes):
+    if isinstance(tensors, torch.Tensor):
+        assert tensors.shape == shapes
+        assert tensors.dtype == dtypes
+    else:
+        for tensor, shape, dtype in zip(tensors, shapes, dtypes):
+            assert_shapes_and_dtypes(tensor, shape, dtype)
+
+
+@pytest.mark.parametrize(
+    "module, batch_size, expected_shapes, expected_dtypes",
+    [
+        (
+            DeepARModel(
+                freq="1H",
+                context_length=24,
+                prediction_length=12,
+                num_feat_dynamic_real=1,
+                num_feat_static_real=1,
+                num_feat_static_cat=1,
+                cardinality=[1],
+            ),
+            4,
+            (4, 100, 12),
+            torch.float,
+        ),
+        (
+            MQF2MultiHorizonModel(
+                freq="1H",
+                context_length=24,
+                prediction_length=12,
+                num_feat_dynamic_real=1,
+                num_feat_static_real=1,
+                num_feat_static_cat=1,
+                cardinality=[1],
+            ),
+            4,
+            (4, 100, 12),
+            torch.float,
+        ),
+        (
+            SimpleFeedForwardModel(
+                context_length=24,
+                prediction_length=12,
+            ),
+            4,
+            [[(4, 12), (4, 12), (4, 12)], (4, 1), (4, 1)],
+            [
+                [torch.float, torch.float, torch.float],
+                torch.float,
+                torch.float,
+            ],
+        ),
+    ],
+)
+def test_module_smoke(module, batch_size, expected_shapes, expected_dtypes):
+    batch = construct_batch(module, batch_size=batch_size)
+    outputs = module(*batch)
+    assert_shapes_and_dtypes(outputs, expected_shapes, expected_dtypes)