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>
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