[ENH] refactor __init__ modules to no longer contain classes (#1738)

This PR refactors the `__init__` modules in `models`, moving any content
such as neural network classes to submodules.

Imports will continue working unchanged, as the native contents of the
module are still exported.

This is preparing a further structural refactors.

The moved files are also not changed, in order to retain the commit as
one that moves files, hence retaining edit history. In order for this to
take effect on `main`, PR
#1739 must be merged
first (even though this will result in an intermediate, non-passing
state).

pytorch_forecasting/models/deepar/__init__.py

@@ -0,0 +1,5 @@
+"""DeepAR: Probabilistic forecasting with autoregressive recurrent networks."""
+
+from pytorch_forecasting.models.deepar._deepar import DeepAR
+
+__all__ = ["DeepAR"]

pytorch_forecasting/models/mlp/__init__.py

@@ -0,0 +1,6 @@
+"""Simple models based on fully connected networks."""
+
+from pytorch_forecasting.models.mlp._decodermlp import DecoderMLP
+from pytorch_forecasting.models.mlp.submodules import FullyConnectedModule
+
+__all__ = ["DecoderMLP", "FullyConnectedModule"]

pytorch_forecasting/models/nbeats/__init__.py

@@ -0,0 +1,6 @@
+"""N-Beats model for timeseries forecasting without covariates."""
+
+from pytorch_forecasting.models.nbeats._nbeats import NBeats
+from pytorch_forecasting.models.nbeats.sub_modules import NBEATSGenericBlock, NBEATSSeasonalBlock, NBEATSTrendBlock
+
+__all__ = ["NBeats", "NBEATSGenericBlock", "NBEATSSeasonalBlock", "NBEATSTrendBlock"]

pytorch_forecasting/models/nhits/__init__.py

@@ -0,0 +1,6 @@
+"""N-HiTS model for timeseries forecasting with covariates."""
+
+from pytorch_forecasting.models.nhits._nhits import NHiTS
+from pytorch_forecasting.models.nhits.sub_modules import NHiTS as NHiTSModule
+
+__all__ = ["NHits", "NHiTSModule"]

pytorch_forecasting/models/rnn/__init__.py

@@ -0,0 +1,5 @@
+"""Simple recurrent model - either with LSTM or GRU cells."""
+
+from pytorch_forecasting.models.rnn._rnn import RecurrentNetwork
+
+__all__ = ["RecurrentNetwork"]

pytorch_forecasting/models/temporal_fusion_transformer/__init__.py

@@ -0,0 +1,21 @@
+"""Temporal fusion transformer for forecasting timeseries."""
+
+from pytorch_forecasting.models.temporal_fusion_transformer._tft import TemporalFusionTransformer
+from pytorch_forecasting.models.temporal_fusion_transformer.sub_modules import (
+    AddNorm,
+    GateAddNorm,
+    GatedLinearUnit,
+    GatedResidualNetwork,
+    InterpretableMultiHeadAttention,
+    VariableSelectionNetwork,
+)
+
+__all__ = [
+    "TemporalFusionTransformer",
+    "AddNorm",
+    "GateAddNorm",
+    "GatedLinearUnit",
+    "GatedResidualNetwork",
+    "InterpretableMultiHeadAttention",
+    "VariableSelectionNetwork",
+]