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Describe the changes you've made

Tune Model changes

  • Allow usage of a custom_grid with tune_model
  • choose_better = True works now for tune_model
  • cleaned up arguments that are not being used currently
  • changed default search_algorithm to random (previously grid)

Create Model changes

  • Metrics displayed in all caps now (were lower case earlier)

Unit Tests Speedup

  • changed most folds from 3 to 2
  • changed from expanding to sliding window to reduce training dataset

Type of change

  • 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 added as appropriate

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 requested review from Yard1 and TremaMiguel May 28, 2021 11:36
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Yard1 commented May 29, 2021

@ngupta23 can you add refit=False to both ForecastingGridSearchCV and ForecastingRandomizedSearchCV? We do our own refit so they don't need to waste time doing one themselves

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ngupta23 commented Jun 1, 2021

@ngupta23 can you add refit=False to both ForecastingGridSearchCV and ForecastingRandomizedSearchCV? We do our own refit so they don't need to waste time doing one themselves

Good point. I have made refit = False now.

@ngupta23 ngupta23 requested a review from Yard1 June 1, 2021 09:45
@ngupta23 ngupta23 merged commit ff7df0a into time_series Jun 1, 2021
@ngupta23 ngupta23 deleted the ts_tune_model_fixes branch June 8, 2021 11:00
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2 participants