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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 linear models #1192

Closed Mr-Geekman closed 1 year ago

Mr-Geekman commented 1 year ago

🚀 Feature Request

Define params_to_tune for liner models.

Proposal

Sources for the grid:

Suggested grid for linear (not elastic):

{
    "fit_intercept": CategoricalDistribution([False, True]),
}

Suggested grid for elastic:

{
    "fit_intercept": CategoricalDistribution([False, True]),
    "l1_ratio": UniformDistribution(0, 1),
    "alpha": LogUniformDistribution(low=1e-5, 1e3),
}

Test cases

Look at #1184.

Additional context

No response

Mr-Geekman commented 1 year ago

Closed by #1204.