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functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://docs.functime.ai
Apache License 2.0
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Better decoupling from flaml #238

Open baggiponte opened 3 months ago

baggiponte commented 3 months ago

We should be installing flaml[automl] instead. Since it depends on pandas and some other libraries, it should be made a separate dependency group. However this requires quite a lot of refactoring:

  1. Not straightforward: https://github.com/functime-org/functime/blob/092743a4a1ac72e4471d2ab635767ccc63654100/functime/forecasting/_regressors.py#L150
    1. Requires moving this forecaster somewhere else: https://github.com/functime-org/functime/blob/092743a4a1ac72e4471d2ab635767ccc63654100/functime/forecasting/lightgbm.py#L118
  2. Easy: https://github.com/functime-org/functime/blob/092743a4a1ac72e4471d2ab635767ccc63654100/functime/forecasting/automl.py#L8