Closed Mr-Geekman closed 1 year ago
It was checked that sorting doesn't influence the result of predict
. So, it is done only in fit
.
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The results of running with and without sorting in fit
.
default:
default + has_time=True
sort(train):
sort(train) + has_time=True
:
Script:
import pandas as pd
from etna.models import CatBoostMultiSegmentModel
from etna.datasets import TSDataset
from etna.transforms import LagTransform, SegmentEncoderTransform, DateFlagsTransform
from etna.pipeline import Pipeline
from etna.metrics import SMAPE, MAE
HORIZON = 14
def main():
df = pd.read_csv("examples/data/example_dataset.csv")
df_wide = TSDataset.to_dataset(df)
ts = TSDataset(df=df_wide, freq="D")
model = CatBoostMultiSegmentModel(has_time=True)
transforms = [
LagTransform(in_column="target", lags=list(range(HORIZON, 50)), out_column="lags"),
SegmentEncoderTransform(),
DateFlagsTransform(),
]
pipeline = Pipeline(model=model, transforms=transforms, horizon=HORIZON)
metrics, _, _ = pipeline.backtest(ts=ts, metrics=[SMAPE(), MAE()], n_folds=5)
print(metrics.mean())
if __name__ == "__main__":
main()
Merging #1337 (b7af7d3) into master (aac0fe1) will increase coverage by
0.13%
. The diff coverage is100.00%
.
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@@ Coverage Diff @@
## master #1337 +/- ##
==========================================
+ Coverage 88.95% 89.09% +0.13%
==========================================
Files 204 204
Lines 12641 12636 -5
==========================================
+ Hits 11245 11258 +13
+ Misses 1396 1378 -18
Files Changed | Coverage Δ | |
---|---|---|
etna/models/catboost.py | 100.00% <100.00%> (ø) |
... and 8 files with indirect coverage changes
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Before submitting (must do checklist)
Proposed Changes
Add sorting by timestamp before the fit in catboost models.
Closing issues
Closes #792.