business-science / modeltime.gluonts

GluonTS Deep Learning with Modeltime
https://business-science.github.io/modeltime.gluonts/
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Add dials for NBEATS #18

Closed flrs closed 3 years ago

flrs commented 3 years ago

This pull request adds a number of dials for the NBEATS algorithm and is in response to #14.

The default parameter ranges have roughly been chosen in accordance with the GluonTS documentation. It would be great if, before merging, someone with deeper expertise in NBEATS could confirm and/or modify those choices. Also note that no parameter has any transformation added. Should transformation be helpful in the context of a specific parameter, please feel free to comment.

codecov[bot] commented 3 years ago

Codecov Report

Merging #18 (659d13d) into master (28f007b) will decrease coverage by 1.25%. The diff coverage is 0.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #18      +/-   ##
==========================================
- Coverage   47.31%   46.06%   -1.26%     
==========================================
  Files          13       14       +1     
  Lines        1249     1283      +34     
==========================================
  Hits          591      591              
- Misses        658      692      +34     
Impacted Files Coverage Δ
R/dials-nbeats_params.R 0.00% <0.00%> (ø)

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mdancho84 commented 3 years ago

Hey Florian, I appreciate the help on this. Give me through the weekend to review and get back to you with any comments. 👍

mdancho84 commented 3 years ago

Hey Florian, I've merged the request. One issue I'm seeing is that if we create a function scale() it overwrites base::scale(), which is not good if people have used that function in their analysis. To get around this, I'm going to change the function name from scale to scale_values(). -Matt

flrs commented 3 years ago

That sounds like a great idea! Thanks for reviewing and merging, @mdancho84!

mdancho84 commented 3 years ago

Should be updated now. Use the dev version to get the updates.