Make setup lighter

Is your feature request related to a current problem? Please describe. Currently the default setup of has ~2.4 GB of dependencies. This make it unusable for AWS lambdas or other resource constrained environments.

Describe proposed solution Change the setup so that the heaviest dependencies can be optionally installed: Eg:

pip install u8darts[core] # Bare minimun
pip install u8darts[torch] # ~1.5G (1,4G torch +74M caffe2 + (14+3.4)M tensorboard)
pip install u8darts[fbprophet] # ~500M (31M  fbprophet + 474M pystan)
pip install u8darts[statsmodels] # 42M 

[plorenzatto]

Yes, I think we can remove them. Although it would be nice to replace AutoARIMA with ARIMA.

I’ll remove AutoARIMA from deps and log a warning that it’s not available while keeping ARIMA. Would that it be ok for you?

edit: clarification

[pennfranc]

@plorenzatto Thanks a lot for contributing, I think your proposed changes could be very useful! I think making torch and fbprophet optional like you suggested makes sense. But I’m a bit unsure when it comes to statsmodels, since in addition to being used in 3 models, it is also used in some functions from our statistics module.

I believe these parts should work without any compromises in the core version:

• TimeSeries class
• backtesting module (without TorchForecastingModel support)
• at least some models from the models module
• preprocessing module
• utils module (except the torch part)
• metrics module

Pretty much everything except some of the more fancy forecasting models for now I believe. What are your thoughts?