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foreBlocks

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foreBlocks is a modular PyTorch toolkit for time-series forecasting, experiment management, and companion utilities, including configurable transformer backbones with modern attention variants such as MoBA.

This repository is structured as three cooperating packages, all distributed in the same foreblocks wheel:

  • foreblocks: forecasting models, training, evaluation, preprocessing, and conformal uncertainty.
  • darts: a standalone neural architecture search package for time-series forecasting (DARTS-style differentiable NAS), imported as import darts.
  • foretools: companion utilities for synthetic data, feature engineering, decomposition, and hyperparameter search.

The recommended workflow is:

  1. start with the stable top-level public API in foreblocks
  2. validate one small training loop end to end
  3. add preprocessing, search, or specialist tooling only when the baseline path works

Install

This package requires Python 3.10 or newer.

Core install

pip install foreblocks

Optional extras

Extra Adds
preprocessing TimeSeriesHandler, windowing, scaling, filtering, imputation, and time-feature generation
darts dependencies for the standalone darts NAS package: search, evaluation, and analysis
mltracker experiment tracking API, local dashboard, and CLI TUI
studio Studio frontend launcher and bundled server command
vmd VMD decomposition, search support, and analysis helpers
wavelets wavelet preprocessing and multiwavelet feature extraction
benchmark external forecasting baselines and spreadsheet readers
foreminer changepoint detection, dataset mining, and analysis utilities
all all runtime extras above

Examples:

pip install "foreblocks[darts]"
pip install "foreblocks[mltracker]"
pip install "foreblocks[studio]"
pip install "foreblocks[vmd,wavelets]"
pip install "foreblocks[all]"

Local development install

git clone https://github.com/lseman/foreblocks.git
cd foreblocks
pip install -e ".[dev]"

Launch the Studio frontend

foreblocks-studio

By default, this opens a browser on 127.0.0.1 or localhost.

Optional flags:

foreblocks-studio --open
foreblocks-studio --no-open
foreblocks-studio --host 0.0.0.0 --port 8080

Documentation

For detailed guides, examples, and API reference:

Full documentation: https://foreblocks.laioseman.com/docs/

Documentation site structure

docs/           - VitePress source for the documentation site
web/            - Static landing page assets for the published site
examples/       - Runnable demos and notebooks

Quickstart

The smallest reliable path is a direct forecasting model with a custom head. This path avoids extra dependencies and verifies that the public API is wired correctly.

import numpy as np
import torch
import torch.nn as nn

from foreblocks import (
    ForecastingModel,
    ModelEvaluator,
    Trainer,
    TrainingConfig,
    create_dataloaders,
)

# === Configuration ===
# Shapes: X = [N, T, F], y = [N, H]
seq_len = 24    # input sequence length
horizon = 6     # forecast horizon
n_features = 4  # number of input features
batch_size = 16

# === Generate synthetic data ===
rng = np.random.default_rng(0)
X_train = rng.normal(size=(64, seq_len, n_features)).astype("float32")
y_train = rng.normal(size=(64, horizon)).astype("float32")
X_val = rng.normal(size=(16, seq_len, n_features)).astype("float32")
y_val = rng.normal(size=(16, horizon)).astype("float32")

# === Build dataloaders ===
train_loader, val_loader = create_dataloaders(
    X_train, y_train, X_val, y_val, batch_size=batch_size,
)

# === Define a simple head ===
head = nn.Sequential(
    nn.Flatten(),
    nn.Linear(seq_len * n_features, 64),
    nn.GELU(),
    nn.Linear(64, horizon),
)

# === Assemble model ===
model = ForecastingModel(
    head=head,
    forecasting_strategy="direct",
    model_type="head_only",
    target_len=horizon,
)

# === Train ===
trainer = Trainer(
    model,
    config=TrainingConfig(
        num_epochs=5,
        batch_size=batch_size,
        patience=3,
        use_amp=False,
    ),
    auto_track=False,
)

history = trainer.train(train_loader, val_loader)

# === Evaluate ===
evaluator = ModelEvaluator(trainer)
metrics = evaluator.compute_metrics(torch.tensor(X_val), torch.tensor(y_val))

print(f"Final training loss: {history.train_losses[-1]:.4f}")
print(f"Metrics: {metrics}")

Why this path

  • validates that the import surface works
  • checks dataloader shapes and model output sizes
  • avoids optional subsystems during the first run
  • keeps the first success criterion small and confirmable

From raw time series

If you start from a raw [T, D] array instead of pre-built windows, use TimeSeriesHandler after installing foreblocks[preprocessing]:

from foreblocks import TimeSeriesHandler

pre = TimeSeriesHandler(
    window_size=seq_len,
    horizon=horizon,
    normalize=True,
)
X, y, processed, time_feats = pre.fit_transform(raw_data, time_stamps=timestamps)

See Preprocessor Guide for more details.

Architecture search with darts

DARTS-style differentiable architecture search lives in its own top-level package, darts. It searches a cell-based space of time-series operations, then trains the discovered architecture. Install the extra and import from darts:

pip install "foreblocks[darts]"
from darts import DARTSTrainer

trainer = DARTSTrainer(
    input_dim=5,
    hidden_dims=[32, 64, 128],
    forecast_horizon=24,
    seq_length=48,
    device="auto",
)

# One call runs candidate generation, ranking, short DARTS training,
# discrete derivation, and final retraining.
results = trainer.multi_fidelity_search(
    train_loader=train_loader,
    val_loader=val_loader,
    test_loader=test_loader,
    num_candidates=20,
    search_epochs=20,
    final_epochs=80,
    top_k=5,
)

best_model = results["final_model"]
trainer.save_best_model("best_darts_model.pth")

DARTSTrainer is the high-level entry point; it builds the search model internally and exposes finer-grained steps (train_darts_model, derive_final_architecture, train_final_model, evaluate_zero_cost_metrics, …) for custom pipelines. darts ships in the same foreblocks wheel, so no separate install is required beyond the darts extra.

The package also exposes (lazily, see darts.__all__) model components (TimeSeriesDARTS, DARTSCell), configuration dataclasses (DARTSConfig, DARTSSearchSpaceConfig, DARTSTrainConfig, FinalTrainConfig, MultiFidelitySearchConfig, AblationSearchConfig, RobustPoolSearchConfig), evaluation helpers (compute_metrics, evaluate_on_loader, plot_alpha_evolution, …), and ArchitectureInspector.

See the DARTS Guide for the full search-space, multi-fidelity, and evaluation workflow.

Public API

The most stable first imports are exposed from the top-level foreblocks package:

Import Purpose
ForecastingModel Core forecasting wrapper for direct, autoregressive, and seq2seq-style models
Trainer Training loop with NAS hooks, MLTracker integration, and optional conformal support
ModelEvaluator Prediction helpers, metrics, cross-validation, and training-curve plots
TimeSeriesHandler Raw-series preprocessing, windowing, scaling, and imputation bridge
TimeSeriesDataset Dataset wrapper used by the dataloader helper
create_dataloaders Build train/validation PyTorch dataloaders from NumPy arrays
ModelConfig, TrainingConfig Lightweight configuration dataclasses
LSTMEncoder, LSTMDecoder, GRUEncoder, GRUDecoder Recurrent encoder/decoder blocks
TransformerEncoder, TransformerDecoder Transformer backbones with advanced attention variants, MoE, residual routing, and sparse options such as MoBA
AttentionLayer Attention module for custom architectures

Repository map

Path What it contains
foreblocks/core ForecastingModel, heads, conformal utilities, sampling
foreblocks/training Trainer, training loop, quantization utilities
foreblocks/evaluation ModelEvaluator, benchmarking helpers
foreblocks/ts_handler TimeSeriesHandler, imputation, filtering, outlier handling
foreblocks/transformer Transformer stack, attention variants (including MoBA), MoE, fused norms, and embeddings
foreblocks/mltracker experiment tracking server, logging, and TUI integration
foreblocks/kan Kolmogorov-Arnold Network backbone
foreblocks/mamba Original Mamba SSM backbone with MoE and positional encoding
foreblocks/custom_mamba Hybrid Mamba / Mamba-2 style SSM blocks for forecasting
foreblocks/custom_raven Raven-inspired recurrent sequence blocks
foreblocks/custom_att Experimental attention kernels and benchmarks
foreblocks/blocks Higher-level reusable blocks: dropout, N-BEATS, popular model blocks, graph blocks, and forecasting heads
foreblocks/layers Lower-level neural network layers, currently graph-focused primitives
foreblocks/blocks/wavelets.py Multiwavelet feature extraction blocks
foreblocks/evaluation/benchmark.py External forecasting baselines and spreadsheet readers
darts standalone DARTS NAS package: search space, search/training pipeline, evaluation, and architecture inspection
foretools synthetic time series, BOHB search, feature engineering, decomposition
examples/ runnable demos and notebooks
web/ static landing page assets for the published site root
docs/ VitePress source for the documentation site

Documentation map

Start here if you are new to the repository:

Topic guides:

Companion tooling:

Examples and notebooks:

  • examples/adaptive_mrmr_demo.py
  • foretools/tsgen/ts_gen_complete_series.ipynb
  • foretools/tsgen/ts_gen_doc.ipynb
  • foretools/

There is a repository-local docs navigation file at docs/.vitepress/config.js.

Current project status

  • The repository is broad and still evolving. Some subsystems are more mature than others.
  • The top-level imports listed above are the safest place to start.
  • Trainer supports MLTracker and conformal prediction; use auto_track=False during local smoke tests.
  • Decoder-based seq2seq and transformer workflows have stricter dimension contracts than the direct forecasting path.
  • TrainingConfig now centralizes trainer, NAS, MLTracker, and conformal settings.
  • The transformer stack includes multiple attention backends, including dense, sparse, local-window, and MoBA-style block-routed attention.

Contributing

Documentation improvements are especially valuable here because foreblocks spans forecasting models, search, preprocessing, and auxiliary tooling. If you add or change a public API, update:

  1. this README.md
  2. the relevant guide under docs/
  3. at least one runnable example or notebook

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