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SeldonIO / alibi-detect

Algorithms for outlier, adversarial and drift detection
https://docs.seldon.io/projects/alibi-detect/en/stable/
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Stan Init problem #487

Open er-mclo opened 2 years ago

er-mclo commented 2 years ago

https://github.com/SeldonIO/alibi-detect/blob/b4a62f3c64af21ba5f6fd35eb57b2d3af0c6665a/alibi_detect/od/prophet.py#L123

Any kind of kwards for stan init can be added here to make warm start

jklaise commented 2 years ago

@arnaudvl this should be very easy to do just by exposing **kwargs to our fit interface and passing them to Prophet.fit: https://github.com/facebook/prophet/blob/9968f8be41c9c771cf092df45b8d4693f0e411c8/python/prophet/forecaster.py#L1078-L1102