[BUG] AutoARIMA returns "TypeError: function takes exactly 17 arguments (18 given)"

[edoardoCame]

Describe the bug
Hi, I'm using a GTX 1080 to fit an AutoARIMA model to some sample financial data (time series data) stored into a cuDF dataframe.
I'm using cuML version 23.12 since it was the last version to support the Pascal nvidia series (like my gtx 1080).

Steps/Code to reproduce bug

from cuml.tsa.auto_arima import AutoARIMA

model = AutoARIMA(df)
model.search(s=60, maxiter=100)
model.fit(method="css-ml")
fc = model.forecast(20)

First, it proceeds succesfully in these steps:

[I] [10:14:07.346790] Deciding D...
[I] [10:28:54.761513] Deciding d...
[I] [10:28:55.156008] Deciding p, q, P, Q, k...

But then it stops and this is the output:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
Cell In[3], line 4
      1 from cuml.tsa.auto_arima import AutoARIMA
      3 model = AutoARIMA(df)
----> 4 model.search(s=60, maxiter=100)
      5 model.fit(method="css-ml")
      6 fc = model.forecast(20)

File ~/miniconda3/envs/rapids-23.12/lib/python3.10/site-packages/cuml/internals/api_decorators.py:190, in _make_decorator_function.<locals>.decorator_function.<locals>.decorator_closure.<locals>.wrapper(*args, **kwargs)
    188         ret = func(*args, **kwargs)
    189     else:
--> 190         return func(*args, **kwargs)
    192 return cm.process_return(ret)

File auto_arima.pyx:409, in cuml.tsa.auto_arima.AutoARIMA.search()

File ~/miniconda3/envs/rapids-23.12/lib/python3.10/site-packages/cuml/internals/api_decorators.py:188, in _make_decorator_function.<locals>.decorator_function.<locals>.decorator_closure.<locals>.wrapper(*args, **kwargs)
    185     set_api_output_dtype(output_dtype)
    187 if process_return:
--> 188     ret = func(*args, **kwargs)
    189 else:
    190     return func(*args, **kwargs)

File arima.pyx:930, in cuml.tsa.arima.ARIMA.fit()

File arima.pyx:905, in cuml.tsa.arima.ARIMA.fit.fit_helper()

File ~/miniconda3/envs/rapids-23.12/lib/python3.10/site-packages/nvtx/nvtx.py:116, in annotate.__call__.<locals>.inner(*args, **kwargs)
    113 @wraps(func)
    114 def inner(*args, **kwargs):
    115     libnvtx_push_range(self.attributes, self.domain.handle)
--> 116     result = func(*args, **kwargs)
    117     libnvtx_pop_range(self.domain.handle)
    118     return result

File ~/miniconda3/envs/rapids-23.12/lib/python3.10/site-packages/cuml/tsa/batched_lbfgs.py:165, in batched_fmin_lbfgs_b(func, x0, num_batches, fprime, args, bounds, m, factr, pgtol, epsilon, iprint, maxiter, maxls)
    162     if converged[ib]:
    163         continue
--> 165     _lbfgsb.setulb(
    166         m,
    167         x[ib],
    168         low_bnd,
    169         upper_bnd,
    170         nbd,
    171         f[ib],
    172         g[ib],
    173         factr,
    174         pgtol,
    175         wa[ib],
    176         iwa[ib],
    177         task[ib],
    178         iprint,
    179         csave[ib],
    180         lsave[ib],
    181         isave[ib],
    182         dsave[ib],
    183         maxls,
    184     )
    186 xk = np.concatenate(x)
    187 fk = func(xk)

TypeError: function takes exactly 17 arguments (18 given)

Environment details (please complete the following information):

• Linux Distro/Architecture: Ubuntu 24
• GPU Model: Gtx 1080 with the latest driver available
• Method of cuDF & cuML install: conda, and conda list:

# Name                    Version                   Build  Channel
_libgcc_mutex             0.1                 conda_forge    conda-forge
_openmp_mutex             4.5                       2_gnu    conda-forge
asttokens                 3.0.0              pyhd8ed1ab_1    conda-forge
attr                      2.5.1                h166bdaf_1    conda-forge
aws-c-auth                0.7.20               h5f1c8d9_0    conda-forge
aws-c-cal                 0.6.12               h2ba76a8_0    conda-forge
aws-c-common              0.9.17               h4ab18f5_0    conda-forge
aws-c-compression         0.2.18               h36a0aea_4    conda-forge
aws-c-event-stream        0.4.2               h161de36_10    conda-forge
aws-c-http                0.8.1               h63f54a0_13    conda-forge
aws-c-io                  0.14.8               h96d4d28_0    conda-forge
aws-c-mqtt                0.10.4               hcc7299c_2    conda-forge
aws-c-s3                  0.5.9                h10bd90f_0    conda-forge
aws-c-sdkutils            0.1.16               h36a0aea_0    conda-forge
aws-checksums             0.1.18               h36a0aea_4    conda-forge
aws-crt-cpp               0.26.8              h4f3a3cc_11    conda-forge
aws-sdk-cpp               1.11.267             h51dfee4_8    conda-forge
bokeh                     3.6.2              pyhd8ed1ab_1    conda-forge
brotli-python             1.1.0           py310hf71b8c6_2    conda-forge
bzip2                     1.0.8                h4bc722e_7    conda-forge
c-ares                    1.34.4               hb9d3cd8_0    conda-forge
ca-certificates           2024.12.14           hbcca054_0    conda-forge
cachetools                5.5.1              pyhd8ed1ab_0    conda-forge
cffi                      1.17.1          py310h8deb56e_0    conda-forge
click                     8.1.8              pyh707e725_0    conda-forge
cloudpickle               3.1.1              pyhd8ed1ab_0    conda-forge
comm                      0.2.2              pyhd8ed1ab_1    conda-forge
contourpy                 1.3.1           py310h3788b33_0    conda-forge
cuda-cccl_linux-64        12.5.39              ha770c72_0    conda-forge
cuda-crt-dev_linux-64     12.5.82              ha770c72_0    conda-forge
cuda-crt-tools            12.5.82              ha770c72_0    conda-forge
cuda-cudart               12.5.82              he02047a_0    conda-forge
cuda-cudart-dev           12.5.82              he02047a_0    conda-forge
cuda-cudart-dev_linux-64  12.5.82              h85509e4_0    conda-forge
cuda-cudart-static        12.5.82              he02047a_0    conda-forge
cuda-cudart-static_linux-64 12.5.82              h85509e4_0    conda-forge
cuda-cudart_linux-64      12.5.82              h85509e4_0    conda-forge
cuda-nvcc-dev_linux-64    12.5.82              ha770c72_0    conda-forge
cuda-nvcc-impl            12.5.82              hd3aeb46_0    conda-forge
cuda-nvcc-tools           12.5.82              hd3aeb46_0    conda-forge
cuda-nvrtc                12.5.82              he02047a_0    conda-forge
cuda-nvvm-dev_linux-64    12.5.82              ha770c72_0    conda-forge
cuda-nvvm-impl            12.5.82              h59595ed_0    conda-forge
cuda-nvvm-tools           12.5.82              h59595ed_0    conda-forge
cuda-profiler-api         12.5.39              ha770c72_0    conda-forge
cuda-python               12.6.2          py310h521d3fa_2    conda-forge
cuda-version              12.5                 hd4f0392_3    conda-forge
cudf                      23.12.01        cuda12_py310_231208_g2ce46216b5_0    rapidsai
cuml                      23.12.00        cuda12_py310_231206_gad2bd2b65_0    rapidsai
cupy                      13.3.0          py310h1b77274_2    conda-forge
cupy-core                 13.3.0          py310h8de46e0_2    conda-forge
cytoolz                   1.0.1           py310ha75aee5_0    conda-forge
dask                      2023.11.0          pyhd8ed1ab_0    conda-forge
dask-core                 2023.11.0          pyhd8ed1ab_0    conda-forge
dask-cuda                 23.12.00        py310_231206_ge1638ae_0    rapidsai
dask-cudf                 23.12.01        cuda12_py310_231208_g2ce46216b5_0    rapidsai
debugpy                   1.8.12          py310hf71b8c6_0    conda-forge
decorator                 5.1.1              pyhd8ed1ab_1    conda-forge
distributed               2023.11.0          pyhd8ed1ab_0    conda-forge
dlpack                    0.5                  h9c3ff4c_0    conda-forge
exceptiongroup            1.2.2              pyhd8ed1ab_1    conda-forge
executing                 2.1.0              pyhd8ed1ab_1    conda-forge
fastrlock                 0.8.3           py310h8c668a6_1    conda-forge
fmt                       9.1.0                h924138e_0    conda-forge
freetype                  2.12.1               h267a509_2    conda-forge
fsspec                    2024.12.0          pyhd8ed1ab_0    conda-forge
gflags                    2.2.2             h5888daf_1005    conda-forge
glog                      0.7.1                hbabe93e_0    conda-forge
gmock                     1.15.2               ha770c72_0    conda-forge
gtest                     1.15.2               h434a139_0    conda-forge
h2                        4.1.0              pyhd8ed1ab_1    conda-forge
hpack                     4.1.0              pyhd8ed1ab_0    conda-forge
hyperframe                6.1.0              pyhd8ed1ab_0    conda-forge
importlib-metadata        8.6.1              pyha770c72_0    conda-forge
importlib_metadata        8.6.1                hd8ed1ab_0    conda-forge
ipykernel                 6.29.5             pyh3099207_0    conda-forge
ipython                   8.31.0             pyh707e725_0    conda-forge
jedi                      0.19.2             pyhd8ed1ab_1    conda-forge
jinja2                    3.1.5              pyhd8ed1ab_0    conda-forge
joblib                    1.4.2              pyhd8ed1ab_1    conda-forge
jupyter_client            8.6.3              pyhd8ed1ab_1    conda-forge
jupyter_core              5.7.2              pyh31011fe_1    conda-forge
keyutils                  1.6.1                h166bdaf_0    conda-forge
krb5                      1.21.3               h659f571_0    conda-forge
lcms2                     2.16                 hb7c19ff_0    conda-forge
ld_impl_linux-64          2.43                 h712a8e2_2    conda-forge
lerc                      4.0.0                h27087fc_0    conda-forge
libabseil                 20240116.2      cxx17_he02047a_1    conda-forge
libarrow                  14.0.2          hefa796f_19_cpu    conda-forge
libarrow-acero            14.0.2          hbabe93e_19_cpu    conda-forge
libarrow-dataset          14.0.2          hbabe93e_19_cpu    conda-forge
libarrow-flight           14.0.2          hc4f8a93_19_cpu    conda-forge
libarrow-flight-sql       14.0.2          he4f5ca8_19_cpu    conda-forge
libarrow-gandiva          14.0.2          hc1954e9_19_cpu    conda-forge
libarrow-substrait        14.0.2          he4f5ca8_19_cpu    conda-forge
libblas                   3.9.0           26_linux64_openblas    conda-forge
libbrotlicommon           1.1.0                hb9d3cd8_2    conda-forge
libbrotlidec              1.1.0                hb9d3cd8_2    conda-forge
libbrotlienc              1.1.0                hb9d3cd8_2    conda-forge
libcap                    2.71                 h39aace5_0    conda-forge
libcblas                  3.9.0           26_linux64_openblas    conda-forge
libcrc32c                 1.1.2                h9c3ff4c_0    conda-forge
libcublas                 12.5.3.2             he02047a_0    conda-forge
libcublas-dev             12.5.3.2             he02047a_0    conda-forge
libcudf                   23.12.01        cuda12_231208_g2ce46216b5_0    rapidsai
libcufft                  11.2.3.61            he02047a_0    conda-forge
libcufile                 1.10.1.7             he02047a_0    conda-forge
libcufile-dev             1.10.1.7             he02047a_0    conda-forge
libcuml                   23.12.00        cuda12_231206_gad2bd2b65_0    rapidsai
libcumlprims              23.12.00        cuda12_231206_gc120fe0_0    nvidia
libcurand                 10.3.6.82            he02047a_0    conda-forge
libcurand-dev             10.3.6.82            he02047a_0    conda-forge
libcurl                   8.11.1               h332b0f4_0    conda-forge
libcusolver               11.6.3.83            he02047a_0    conda-forge
libcusolver-dev           11.6.3.83            he02047a_0    conda-forge
libcusparse               12.5.1.3             he02047a_0    conda-forge
libcusparse-dev           12.5.1.3             he02047a_0    conda-forge
libdeflate                1.23                 h4ddbbb0_0    conda-forge
libedit                   3.1.20240808    pl5321h7949ede_0    conda-forge
libev                     4.33                 hd590300_2    conda-forge
libevent                  2.1.12               hf998b51_1    conda-forge
libffi                    3.4.2                h7f98852_5    conda-forge
libgcc                    14.2.0               h77fa898_1    conda-forge
libgcc-ng                 14.2.0               h69a702a_1    conda-forge
libgcrypt-lib             1.11.0               hb9d3cd8_2    conda-forge
libgfortran               14.2.0               h69a702a_1    conda-forge
libgfortran5              14.2.0               hd5240d6_1    conda-forge
libgomp                   14.2.0               h77fa898_1    conda-forge
libgoogle-cloud           2.23.0               h9be4e54_1    conda-forge
libgoogle-cloud-storage   2.23.0               hc7a4891_1    conda-forge
libgpg-error              1.51                 hbd13f7d_1    conda-forge
libgrpc                   1.62.2               h15f2491_0    conda-forge
libiconv                  1.17                 hd590300_2    conda-forge
libjpeg-turbo             3.0.0                hd590300_1    conda-forge
libkvikio                 23.12.00        cuda12_231206_gf90bfbe_0    rapidsai
liblapack                 3.9.0           26_linux64_openblas    conda-forge
libllvm14                 14.0.6               hcd5def8_4    conda-forge
libllvm15                 15.0.7               hb3ce162_4    conda-forge
liblzma                   5.6.3                hb9d3cd8_1    conda-forge
liblzma-devel             5.6.3                hb9d3cd8_1    conda-forge
libnghttp2                1.64.0               h161d5f1_0    conda-forge
libnl                     3.11.0               hb9d3cd8_0    conda-forge
libnsl                    2.0.1                hd590300_0    conda-forge
libnvjitlink              12.5.82              he02047a_0    conda-forge
libopenblas               0.3.28          pthreads_h94d23a6_1    conda-forge
libparquet                14.0.2          hacf5a1f_19_cpu    conda-forge
libpng                    1.6.46               h943b412_0    conda-forge
libprotobuf               4.25.3               hd5b35b9_1    conda-forge
libraft                   23.12.00        cuda12_231206_g9e2d6277_0    rapidsai
libraft-headers           23.12.00        cuda12_231206_g9e2d6277_0    rapidsai
libraft-headers-only      23.12.00        cuda12_231206_g9e2d6277_0    rapidsai
libre2-11                 2023.09.01           h5a48ba9_2    conda-forge
librmm                    23.12.00        cuda12_231206_g2db5cbb3_0    rapidsai
libsodium                 1.0.20               h4ab18f5_0    conda-forge
libsqlite                 3.48.0               hee588c1_1    conda-forge
libssh2                   1.11.1               hf672d98_0    conda-forge
libstdcxx                 14.2.0               hc0a3c3a_1    conda-forge
libstdcxx-ng              14.2.0               h4852527_1    conda-forge
libsystemd0               256.9                h2774228_0    conda-forge
libthrift                 0.19.0               hb90f79a_1    conda-forge
libtiff                   4.7.0                hd9ff511_3    conda-forge
libudev1                  257.2                h9a4d06a_0    conda-forge
libutf8proc               2.8.0                hf23e847_1    conda-forge
libuuid                   2.38.1               h0b41bf4_0    conda-forge
libwebp-base              1.5.0                h851e524_0    conda-forge
libxcb                    1.17.0               h8a09558_0    conda-forge
libxcrypt                 4.4.36               hd590300_1    conda-forge
libxml2                   2.13.5               h0d44e9d_1    conda-forge
libzlib                   1.3.1                hb9d3cd8_2    conda-forge
llvmlite                  0.40.1          py310h1b8f574_0    conda-forge
locket                    1.0.0              pyhd8ed1ab_0    conda-forge
lz4                       4.3.3           py310hb259640_1    conda-forge
lz4-c                     1.9.4                hcb278e6_0    conda-forge
markdown-it-py            3.0.0              pyhd8ed1ab_1    conda-forge
markupsafe                3.0.2           py310h89163eb_1    conda-forge
matplotlib-inline         0.1.7              pyhd8ed1ab_1    conda-forge
mdurl                     0.1.2              pyhd8ed1ab_1    conda-forge
msgpack-python            1.1.0           py310h3788b33_0    conda-forge
nccl                      2.24.3.1             hb92ee24_0    conda-forge
ncurses                   6.5                  h2d0b736_2    conda-forge
nest-asyncio              1.6.0              pyhd8ed1ab_1    conda-forge
numba                     0.57.1          py310h0f6aa51_0    conda-forge
numpy                     1.24.4          py310ha4c1d20_0    conda-forge
nvcomp                    3.0.4                h10b603f_1    conda-forge
nvtx                      0.2.10          py310ha75aee5_2    conda-forge
openjpeg                  2.5.3                h5fbd93e_0    conda-forge
openssl                   3.4.0                h7b32b05_1    conda-forge
orc                       2.0.0                h17fec99_1    conda-forge
packaging                 24.2               pyhd8ed1ab_2    conda-forge
pandas                    1.5.3           py310h9b08913_1    conda-forge
parso                     0.8.4              pyhd8ed1ab_1    conda-forge
partd                     1.4.2              pyhd8ed1ab_0    conda-forge
patsy                     1.0.1                    pypi_0    pypi
pexpect                   4.9.0              pyhd8ed1ab_1    conda-forge
pickleshare               0.7.5           pyhd8ed1ab_1004    conda-forge
pillow                    11.1.0          py310h7e6dc6c_0    conda-forge
pip                       25.0               pyh8b19718_0    conda-forge
platformdirs              4.3.6              pyhd8ed1ab_1    conda-forge
prompt-toolkit            3.0.50             pyha770c72_0    conda-forge
protobuf                  4.25.3          py310h0e2eeba_1    conda-forge
psutil                    6.1.1           py310ha75aee5_0    conda-forge
pthread-stubs             0.4               hb9d3cd8_1002    conda-forge
ptyprocess                0.7.0              pyhd8ed1ab_1    conda-forge
pure_eval                 0.2.3              pyhd8ed1ab_1    conda-forge
pyarrow                   14.0.2          py310hd207890_19_cpu    conda-forge
pyarrow-hotfix            0.6                pyhd8ed1ab_1    conda-forge
pycparser                 2.22               pyh29332c3_1    conda-forge
pygments                  2.19.1             pyhd8ed1ab_0    conda-forge
pylibraft                 23.12.00        cuda12_py310_231206_g9e2d6277_0    rapidsai
pynvml                    11.4.1             pyhd8ed1ab_0    conda-forge
pysocks                   1.7.1              pyha55dd90_7    conda-forge
python                    3.10.16         he725a3c_1_cpython    conda-forge
python-dateutil           2.9.0.post0        pyhff2d567_1    conda-forge
python_abi                3.10                    5_cp310    conda-forge
pytz                      2024.2             pyhd8ed1ab_1    conda-forge
pyyaml                    6.0.2           py310h89163eb_2    conda-forge
pyzmq                     26.2.0          py310h71f11fc_3    conda-forge
raft-dask                 23.12.00        cuda12_py310_231206_g9e2d6277_0    rapidsai
rapids-dask-dependency    23.12.01                      0    rapidsai
rdma-core                 55.0                 h5888daf_0    conda-forge
re2                       2023.09.01           h7f4b329_2    conda-forge
readline                  8.2                  h8228510_1    conda-forge
rich                      13.9.4             pyhd8ed1ab_1    conda-forge
rmm                       23.12.00        cuda12_py310_231206_g2db5cbb3_0    rapidsai
s2n                       1.4.13               he19d79f_0    conda-forge
scipy                     1.15.1          py310hfa6ec8c_0    conda-forge
setuptools                75.8.0             pyhff2d567_0    conda-forge
six                       1.17.0             pyhd8ed1ab_0    conda-forge
snappy                    1.2.1                h8bd8927_1    conda-forge
sortedcontainers          2.4.0              pyhd8ed1ab_0    conda-forge
spdlog                    1.11.0               h9b3ece8_1    conda-forge
stack_data                0.6.3              pyhd8ed1ab_1    conda-forge
statsmodels               0.14.4                   pypi_0    pypi
tblib                     3.0.0              pyhd8ed1ab_1    conda-forge
tk                        8.6.13          noxft_h4845f30_101    conda-forge
toolz                     1.0.0              pyhd8ed1ab_1    conda-forge
tornado                   6.4.2           py310ha75aee5_0    conda-forge
traitlets                 5.14.3             pyhd8ed1ab_1    conda-forge
treelite                  3.9.1           py310h4a6579d_0    conda-forge
treelite-runtime          3.9.1                    pypi_0    pypi
typing_extensions         4.12.2             pyha770c72_1    conda-forge
tzdata                    2025a                h78e105d_0    conda-forge
ucx                       1.15.0               hda83522_8    conda-forge
ucx-proc                  1.0.0                       gpu    rapidsai
ucx-py                    0.35.00         py310_231206_gb5f60ca_0    rapidsai
urllib3                   2.3.0              pyhd8ed1ab_0    conda-forge
wcwidth                   0.2.13             pyhd8ed1ab_1    conda-forge
wheel                     0.45.1             pyhd8ed1ab_1    conda-forge
xorg-libxau               1.0.12               hb9d3cd8_0    conda-forge
xorg-libxdmcp             1.1.5                hb9d3cd8_0    conda-forge
xyzservices               2025.1.0           pyhd8ed1ab_0    conda-forge
xz                        5.6.3                hbcc6ac9_1    conda-forge
xz-gpl-tools              5.6.3                hbcc6ac9_1    conda-forge
xz-tools                  5.6.3                hb9d3cd8_1    conda-forge
yaml                      0.2.5                h7f98852_2    conda-forge
zeromq                    4.3.5                h3b0a872_7    conda-forge
zict                      3.0.0              pyhd8ed1ab_1    conda-forge
zipp                      3.21.0             pyhd8ed1ab_1    conda-forge
zstandard                 0.23.0          py310ha39cb0e_1    conda-forge
zstd                      1.5.6                ha6fb4c9_0    conda-forge

[betatim]

Could you try using a scipy version from before 1.15?

I think what you are seeing is similar to #6207 In scipy v1.15 they made a change to an internal API that cuml uses. For the older version of cuml that you are using I think the older scipy version should be a fix.

edit: fixed the PR I linked to

[edoardoCame]

Could you try using a scipy version from before 1.15?

I think what you are seeing is similar to #6213 In scipy v1.15 they made a change to an internal API that cuml uses. For the older version of cuml that you are using I think the older scipy version should be a fix.

Thanks for the reply. I tried by running pip install 'scipy<1.15' and it succesfully downgraded scipy to 1.14. Unfortunately, when using autoarima, it returns the same exact error.

[betatim]

Just to double check: are you sure the version of scipy that you installed with pip is being used? You could check with something like starting python/a notebook and looking at the output of

import scipy
scipy.__version__

The reason I'm asking is that your initial conda list shows that you installed things from conda-forge/via conda. So just trying to make sure there was no mixup.

note: I edited my previous comment to link to the PR I wanted to link to. Sorry for that.