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Describe the changes you've made

Added catboost model

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 should catch this new model

Describe if there is any unusual behaviour of your code(Write NA if there isn't)

Catboost is too slow and consumes a lot of memory

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 marked this pull request as ready for review May 23, 2021 22:27
@ngupta23 ngupta23 requested review from Yard1 and TremaMiguel May 23, 2021 22:27
return

catboost_version = tuple([int(x) for x in catboost.__version__.split(".")])
if catboost_version < (0, 23, 2):
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We can read the required catboost version from the requirements-optional.txt file, otherwise it could be hard to remember to update this part of the code when updating the requirements file.

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@ngupta23 ngupta23 May 24, 2021

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But the requirements-optional.txt would reside outside the module and wont be accessible from within - correct?

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Checking it like it's being done in here is correct, as the user may choose to install catboost separately.

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Yard1 commented May 24, 2021

Catboost is too slow and consumes a lot of memory

That's mostly due to it fitting 1000 trees by default. We can consider reducing that number.

@TremaMiguel TremaMiguel merged commit 1b51a9e into time_series May 25, 2021
@ngupta23 ngupta23 deleted the ts_review_inputs branch May 26, 2021 09:57
@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