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tinkoff-ai / etna

ETNA – Time-Series Library
https://etna.tinkoff.ru
Apache License 2.0
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Add `params_to_tune` for `ProphetModel` #1191

Closed Mr-Geekman closed 1 year ago

Mr-Geekman commented 1 year ago

🚀 Feature Request

Define params_to_tune for ProphetModel.

Proposal

Sources for the grid:

Suggested grid:

{
    "seasonality_mode": CategoricalDistribution(["additive", "multiplicative"]),
    "seasonality_prior_scale": LogUniformDistribution(low=1e-2, 10),
    "changepoint_prior_scale": LogUniformDistribution(low=1e-3, 0.5),
    "changepoint_range": UniformDistribution(0.8, 0.95),
    "holidays_prior_scale": LogUniformDistribution(low=1e-2, 10),
}

Test cases

Look at #1184.

Additional context

No response

Mr-Geekman commented 1 year ago

Closed by #1203.