* 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
* 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
* non hashable value out of signature
* parallel trials
* add random in _search_parallel
* fix bug in retraining
* check memory constraint before training
* retrain_full
* log custom metric
* retraining budget check
* sample size check before retrain
* remove 'time2eval' from result
* report 'total_search_time' in result
* rename total_search_time to wall_clock_time
* rename train_loss boolean to log_training_metric
* set default train_loss to None
* exclude oom result
* log retrained model
* no subsample
* doc str
* notebook
* predicted value is NaN for sarimax
* version
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
* 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>
