heidelbergcement / hcrystalball

A library that unifies the API for most commonly used libraries and modeling techniques for time-series forecasting in the Python ecosystem.
https://hcrystalball.readthedocs.io/
MIT License
152 stars 19 forks source link

Fix problem with unstable models which are picked during CV #60

Closed pavelkrizek closed 3 years ago

pavelkrizek commented 3 years ago

Prevent situation when model incompatible data are not seen during CV (in the last split of actuals) and model which cannot be fitted on the full dataset is chosen. In such a situation the next model with the second-best error should be choosen.

codecov-io commented 3 years ago

Codecov Report

Merging #60 (4f54f6b) into master (33fcf2e) will increase coverage by 0.08%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #60      +/-   ##
==========================================
+ Coverage   93.61%   93.70%   +0.08%     
==========================================
  Files          56       56              
  Lines        2633     2670      +37     
==========================================
+ Hits         2465     2502      +37     
  Misses        168      168              
Impacted Files Coverage Δ
src/hcrystalball/model_selection/__init__.py 100.00% <100.00%> (ø)
...l/model_selection/_large_scale_cross_validation.py 91.57% <100.00%> (+0.99%) :arrow_up:
...stalball/model_selection/_model_selector_result.py 82.85% <100.00%> (+0.24%) :arrow_up:
tests/unit/model_selection/test_model_selection.py 100.00% <100.00%> (ø)

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MichalChromcak commented 3 years ago

@pavelkrizek Thanks. Merging now 👍 Note from the review - changes should be backward compatible