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@ngupta23 ngupta23 commented Apr 24, 2021

Describe the changes you've made

  • Scikit models are pipelined (e.g. deseasonalized and detrended). Added grid search for the underlying regressor now (missing previously)
  • Added more models
    • Extra trees
    • XGBoost
    • Light GBM
    • Gradient Boosted Regressor
  • Made unit tests more modular so they pick up new models automatically

Type of change

Please delete options that are not relevant.

  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Code style update (formatting, local variables)
  • Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • This change requires a documentation update

How Has This Been Tested?

Unit Tests were rerun

Checklist:

  • My code follows the style guidelines of this project.
  • I have performed a self-review of my own code.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have made corresponding changes to the documentation.
  • My changes generate no new warnings.
  • I have added tests that prove my fix is effective or that my feature works.
  • New and existing unit tests pass locally with my changes.
  • Any dependent changes have been merged and published in downstream modules.

@ngupta23 ngupta23 changed the title added grid search for rf_dts added more scikit models along with proper grid search (previously placeholder only) Apr 25, 2021
@ngupta23 ngupta23 marked this pull request as ready for review April 25, 2021 14:34
@ngupta23 ngupta23 requested review from TremaMiguel and Yard1 April 25, 2021 14:34
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LGTM - what's the issue with distributions sampling outside the range?

@ngupta23
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LGTM - what's the issue with distributions sampling outside the range?

I am not completely sure why this is happening. If I give a uniform distribution between 0 and 1, in come cases, it is taking a value more than 1 and hence the fit fails. So I just commented it out for now. I will debug later.

ts_models = get_all_model_containers(globals_dict)
ts_experiment = load_setup
ts_estimators = []
_model_names = return_model_names()
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exactly, that's what I meant to pass through calling a function. Looks good !

@TremaMiguel TremaMiguel merged commit b740156 into time_series Apr 25, 2021
@ngupta23 ngupta23 added time_series Topics related to the time series and removed time_series_dev labels Sep 19, 2021
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3 participants