https://github.com/unit8co/darts
Revision 80c0e5ff05ff8354cdfd78d6cac7a65424de1c1b authored by madtoinou on 02 June 2023, 14:11:01 UTC, committed by GitHub on 02 June 2023, 14:11:01 UTC
* feat: allow for probabilistic regression ensemble model by passing num_samples to the ensemble() method * fix: propagating the new argument to the baseline * feat: improved the definition of probabilistic EnsembleModel * doc: updating the docstring and quickstart to include information about probabilistic ensembles * doc: improved docstring for regression_model argument of RegressionEnsembleModel * feat: adding unittests * fix: updated EnsembleModel unittest that were covering RegressionEnsembleModel * feat: added 2 new parameters to control training of regression model with probabilistic forecasting models, NaiveEnsembleModel also properly ensemble such probabilistic models (takes into account n_samples). * feat: simplify the ensembling method of NaiveEnsemble * doc: changed phrasing of the note about how to make EnsembleModel probabilistic * feat: improved the tests for stochastic naive ensemble * doc: added comments in regression ensemble tests, fixed a small typo in ensemble tests * fix: bug in samples reduction prior to regression model training * feat: improving the tests for regression ensemble model * fix: simplifiying tests synthax * Update CHANGELOG.md * fix: removed useless if else * feat: possible to not reduce the prediction for RegressionEnsembleModel, updated the tests accordingly * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: adressing reviewer comments * fix: ensemble with probabilistic forecasting models but deterministic regression cannot generate probabilistic forecast * fix: moving predict back to base ensemble class, removed horizontal stacking * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: addressing reviewer comments * fix: mixed (proba and deter) forecasting models sampling for regressor training --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch>
1 parent 1f17580
Tip revision: 80c0e5ff05ff8354cdfd78d6cac7a65424de1c1b authored by madtoinou on 02 June 2023, 14:11:01 UTC
Feat/probabilistic ensemble (#1692)
Feat/probabilistic ensemble (#1692)
Tip revision: 80c0e5f
File | Mode | Size |
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.github | ||
conda_recipe | ||
darts | ||
datasets | ||
docs | ||
examples | ||
gradle | ||
requirements | ||
static | ||
.bumpversion.cfg | -rw-r--r-- | 254 bytes |
.coveragerc | -rw-r--r-- | 38 bytes |
.dockerignore | -rw-r--r-- | 49 bytes |
.git-blame-ignore-revs | -rw-r--r-- | 298 bytes |
.gitattributes | -rw-r--r-- | 153 bytes |
.gitignore | -rw-r--r-- | 361 bytes |
.pre-commit-config.yaml | -rw-r--r-- | 472 bytes |
CHANGELOG.md | -rw-r--r-- | 73.9 KB |
CONTRIBUTING.md | -rw-r--r-- | 4.9 KB |
Dockerfile | -rw-r--r-- | 389 bytes |
INSTALL.md | -rw-r--r-- | 6.7 KB |
LICENSE | -rw-r--r-- | 11.1 KB |
MANIFEST.in | -rw-r--r-- | 19 bytes |
README.md | -rw-r--r-- | 15.1 KB |
build.gradle | -rw-r--r-- | 4.1 KB |
gradlew | -rwxr-xr-x | 5.6 KB |
gradlew.bat | -rw-r--r-- | 2.9 KB |
make_dists.sh | -rwxr-xr-x | 230 bytes |
pyproject.toml | -rw-r--r-- | 104 bytes |
pytest.ini | -rw-r--r-- | 107 bytes |
settings.gradle | -rw-r--r-- | 27 bytes |
setup.cfg | -rw-r--r-- | 149 bytes |
setup.py | -rw-r--r-- | 1.8 KB |
setup_u8darts.py | -rw-r--r-- | 1.9 KB |
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