8 Commits

Author SHA1 Message Date
Chi Wang
e877de6414 use ffill in forecasting example 2022-04-01 09:23:23 -07:00
Kevin Chen
f9eda0cc40
update documentation for time series forecasting (#472)
* update automl.py
- documentation update

* update test_forecast.py

* update model.py

* update automl_time_series_forecast.ipynb

* update time series forecast website examples

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-03-08 11:21:18 -08:00
Kevin Chen
c75f97b475
Change the upper bound for "lags" hyperparameter for sklearn forecast models (#437)
* update model.py
- change upper bound for "lags" hyperparameter

* update test_forecast.py
- add a test for a large dataset

* update sample.py
- pre-commit changes
2022-01-30 07:30:30 -08:00
Kevin Chen
81f54026c9
Support time series forecasting for discrete target variable (#416)
* support 'ts_forecast_classification' task to forecast discrete values

* update test_forecast.py
- add test for forecasting discrete values

* update test_model.py

* pre-commit changes
2022-01-24 18:39:36 -08:00
Chi Wang
6a7caa6a3d
max_iter < 2 -> no search; sign in metric constraints; test and example for forecasting (#415)
* max_iter < 2 -> no search

* use_ray in test

* eval_method in ts example

* check sign of constraints

* test metric constraint sign
2022-01-23 01:24:15 -08:00
Kevin Chen
d4273669e6
Time series forecasting with sklearn regressors (#362)
* add sklearn regressors as learners for ts_forecast task

* add direct forecasting strategy
warnings and errors for duplicate rows and missing values

- add preprocess for sklearn time series forecast
 update automl.py
 update test/test_forecast.py

* update model.py and test_forecast.py for cv eval_method

* add "hcrystalball" dependency in setup.py

* update automl.py
- add _validate_ts_data function for abstraction
- include xgb_limitdepth as a learner

* update model.py
- update search space for sklearn ts regressors

* update automl.py and test_forecast.py for numpy array inputs

* add documentations to model.py

* add documentation for removing catboost regressor

* update automl.py
- _validate_ts_data() function

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-01-06 23:12:38 -08:00
Qingyun Wu
17b17d084f
tune api for schedulers (#322)
* revise api and tests

* rename prune_attr

* update finetune notebook

* add scheduler test and notebook

* update tune api for scheduler

* remove scheduler notebook

* Update flaml/tune/tune.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* docstr

* fix imports

* clear notebook output

* fix ray import

* Update flaml/tune/tune.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* improve docstr

* Update flaml/searcher/blendsearch.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* remove redundant import

Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-12-04 21:52:20 -05:00
Chi Wang
72caa2172d
model_history, ITER_HP, settings in AutoML(), checkpoint bug fix (#283)
if save_best_model_per_estimator is False and retrain_final is True, unfit the model after evaluation in HPO.
retrain if using ray.
update ITER_HP in config after a trial is finished.
change prophet logging level.
example and notebook update.
allow settings to be passed to AutoML constructor. Are you planning to add multi-output-regression capability to FLAML #192 Is multi-tasking allowed? #277 can pass the auotml setting to the constructor instead of requiring a derived class.
remove model_history.
checkpoint bug fix.

* model_history meaning save_best_model_per_estimator

* ITER_HP

* example update

* prophet logging level

* comment update in forecast notebook

* print format improvement

* allow settings to be passed to AutoML constructor

* checkpoint bug fix

* time limit for autohf regression test

* skip slow test on macos

* cleanup before del
2021-11-18 09:39:45 -08:00