lag-llama-rs
Pure Rust converter and inference engine for time-series-foundation-models/Lag-Llama.
Pre-converted GGUF files are available at amaye15/lag-llama-gguf. Produces GGUF v3 files and runs native forecasting โ no Python required.
Build
cargo build --release
Convert
Downloads lag-llama.ckpt from HuggingFace and converts it directly via candle's pickle reader โ no Python or intermediate extraction step required:
# F16 (recommended)
./target/release/lag-llama-rs convert --model time-series-foundation-models/Lag-Llama --dtype f16 --output gguf/lag_llama-f16.gguf
# Q8_0 (smallest)
./target/release/lag-llama-rs convert --dtype q8 --output gguf/lag_llama-q8.gguf
# F32 (full precision)
./target/release/lag-llama-rs convert --dtype f32 --output gguf/lag_llama-f32.gguf
To convert all dtypes at once:
./scripts/convert_all.sh
HuggingFace token (optional for public models):
HF_TOKEN=hf_... ./scripts/convert_all.sh
Inspect tensors
Print all tensor names and shapes from a .safetensors checkpoint:
./target/release/lag-llama-rs inspect-tensors models/model.safetensors
Infer
Run point forecasting from comma-separated context values:
echo '{"context": [1.0, 1.2, 1.5, 1.3, 1.8, 2.0, 1.9, 2.1], "horizon": 96}' \
| ./target/release/lag-llama-rs infer --gguf gguf/lag_llama-f16.gguf
Output is JSON in an OpenAI-compatible forecast format:
{
"id": "forecast-000001932b7a1234",
"object": "forecast",
"created": 1749686400,
"model": "lag-llama",
"choices": [{
"index": 0,
"forecast": {
"point": [2.1, 2.3, 2.5, "..."],
"quantiles": {}
},
"finish_reason": "stop"
}],
"usage": {"context_length": 8, "forecast_length": 96}
}
Batch inference โ pass multiple series as a nested array to get one Choice per series:
echo '{"context": [[1.0, 1.2, 1.5], [2.0, 2.2, 2.5]], "horizon": 96}' \
| ./target/release/lag-llama-rs infer --gguf gguf/lag_llama-f16.gguf
Python bindings
Install with maturin inside a virtual environment:
python -m venv .venv && source .venv/bin/activate
pip install maturin
maturin develop --features python
import lag_llama_rs
model = lag_llama_rs.LagLlama("gguf/lag_llama-f16.gguf")
result = model.forecast([1.0, 1.2, 1.5, 1.3, 1.8, 2.0], horizon=96)
point = result["choices"][0]["forecast"]["point"]
# Batch โ one Choice per series
result = model.forecast([[1.0, 1.2, 1.5], [2.0, 2.2, 2.5]], horizon=96)
forecast returns a Python dict in the same OpenAI-compatible format as the CLI.
Architecture notes
Lag-Llama is a LLaMA-style autoregressive decoder for time series:
- Input: Lagged values of the target series are appended as covariates alongside the most-recent context, giving the model a multi-scale view of the history
- Backbone: Standard LLaMA decoder (RoPE, causal self-attention, SwiGLU FFN)
- Output: Point forecast for each future timestep via autoregressive decoding
- Checkpoint: Reads
.ckpt(PyTorch Lightning pickle) directly โ no Python required
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Model tree for amaye15/lag-llama-gguf
Base model
time-series-foundation-models/Lag-Llama