* Integrate multivariate time series forecasting, now supports
continuous and categorical variables
- update data.py to transform time series data
- update search space
- update documentations to reflect changes
- update test_forecast.py
- rename 'forecast' task to 'ts_forecast' task
* update automl.py and test_forecast.py
* update forecast notebook
* update README.md and setup.py
* update ml.py and test_forecast.py
- make "ds" and "y" constant variables
* replace constants with constant variables
* bump version to 0.7.0
* update setup.py
- support 'forecast' and 'ts_forecast'
* update automl.py and data.py
- support 'forecast' and 'ts_forecast' tasks
* config in result
* value can be float
* pytorch notebook example
* docker, pre-commit
* max_failure (#192); early_stop
* extend starting_points (#196)
Co-authored-by: Chi Wang (MSR) <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qw2ky@virginia.edu>
* increase test coverage
* use define by run only when needed
* warmstart bs
* classification -> binary, multi
* warm start with evaluated rewards
* data transformer; resource attr for gs
* BlendSearchTuner bug fix and unittest
* bug fix
* docstr and import
* task type
* remove catboost training dir
* close#48
* bs for hierarchical space. close#85
* retrain for hierarchical space
* clean ml (#180)
Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
* support ranking task
* examples
* cv shuffle
* forecast api and implementation cleaner
* period constraints
* delete groups after fit
* added 'forecast' task with estimators ['fbprophet', 'arima', 'sarimax']
* update setup.py
* add TimeSeriesSplit to 'regression' and 'classification' task
* add 'time' split_type for 'classification' and 'regression' task
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
* feature importance
* variable name
* Update test/test_split.py
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* Update test/test_forecast.py
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
* prophet installation fail in windows
* upload flaml_forecast.ipynb
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
