Add ts bench #1104
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maypink
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May 30, 2023
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| We used two datasets with TEP and SMART time series, on which we measured prediction error. The total number of time series is 71. The metric for estimation is Symmetric Mean Absolute Percentage Error (SMAPE). | ||
| With FEDOT it is possible to effectively forecast time series. In our research papers, we make detailed comparisons on various datasets with other libraries. Below are some results of such comparisons. |
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Below there are some results of such comparisons.
| Here we used subsample from `M4 competition <https://paperswithcode.com/dataset/m4>`__ (subsample contains 461 series with daily, weekly, monthly, quarterly, yearly intervals). Horizons for forecasting were six for yearly, eight for quarterly, 18 for monthly series, 13 for weekly series and 14 for daily. The metric for estimation is Symmetric Mean Absolute Percentage Error (SMAPE). | ||
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| The results of comparison with competing libraries averaged for all time series in each interval by SMAPE (%). The errors are provided for different forecast horizons and shown by quantiles (q) as 10th, 50th (median) and 90th. The smallest error values on the quantile are shown in bold. | ||
| Timeout for Fedot and other frameworks was set by 2 minutes on each series. For TPOt and H2O which are not support forecasting natively lagged transformation was used. |
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а ну и For TPOT and H2O (which do not support forecasting natively) lagged transformation was used. как-то так
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| Additionally you can examine papers about Fedot performance in different time series forecasting tasks `[1] <https://link.springer.com/chapter/10.1007/978-3-031-16474-3_45>`__ , `[2] <https://arpgweb.com/journal/7/special_issue/12-2018/5/&page=6>`__, `[3] <https://ieeexplore.ieee.org/document/9870347>`__, |
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performance on different time series forecasting tasks
maypink
approved these changes
May 30, 2023
GrigoriJasnovidov
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Aug 17, 2023
deleted redundant files corrected typos simplifeid code remove redundant correct pep8 issues add example add mutations correct visualization fiting process improve visualization add partial in solver.py add example in .py format examples/confidence_intervals move prediction intervals in core/pipelines delete old examples add unit tests Refactoring of ApiParams and ApiMetrics (aimclub#1041) * WIP refactor ApiParams * Remove explicit ApiParams initialization * Move all params initialization to ApiParams * Minor changes * Remove _divide_params * WIP create ApiParamsBuilder * Add ApiParamsBuilder * Minor * Rename history_folder to history_dir * Remove train_data from ApiParams * Fixes after rebase * Move obtain_metric to ApiMetrics * Fix plot_pareto * Fix Fedot.tune * Refactor Fedot.get_metrics * Fix Fedot.tune * Fix metric names * Fixes after rebase * Remove ApiParamsBuilder * Structure parameters in Fedot docstring * Refactor init_composer_requirements * Refactor init_optimizer_params * Refactor init_optimizer_params * Fix docstrings * Add tests for ApiParamsRepository * Minors * Fix test_api_params * Review fixes * Review fixes * Review fixes Hotfix of pipeline import export example (aimclub#1064) meta rules (aimclub#1057) * initial assumption * final architecture * add meta rules * minor * simplify * add meta rule * fix with cv folds * minors * fix types * minor * golem fixes * add log messages * pep8 * remove log file Fix initial assumptions as list of pipelines (aimclub#1070) `Fedot(..., initial_assumption=...)` is expected to get a sequence of pipelines and pass them as initial graphs to an optimizer via composer. Moreover, FEDOT itself generates more than one initial assumption by default. As the result of this bug, composer passed only one of the initial assumptions to an optimizer. This PR fixes the bug and adds the corresponding test. tests fix (aimclub#1073) * remove some assumptions * update requirements * fix pep8 * update to golem Docs updated, badges added (aimclub#1072) * Docs updated, badges added * Mirror workflow fix Improve API documentation (aimclub#1067) - Moved type hints from method headers to corresponding parameters. - Allowed referencing GOLEM objects in FEDOT documentation. - Replaced all url links to documentation pages with sphinx references - it fixed some broken links. - FEDOT now uses its own directory for cache, instead of using GOLEM folder. - Documented `**composer_tuner_params` of `Fedot` with type hints and default values. All parameters with no usage examples are placed to the separate issue aimclub#1076 minor meta fix (aimclub#1078) * minor fix * indent fix * minor Add catboost to default initial assumptions (aimclub#1081) * add catboost to default initial assumptions for classification * restrict mutating loss function in CatBoost * evaluate f1 as expected in the example * pep8 F1 averaging fix (aimclub#1083) Minor logging fix (aimclub#1082) * fix print instead of logging for memory consumption 1059 timestamp bug (aimclub#1065) 879 FEDOT features (aimclub#1075) describe framework's features add example for surrogate optimizer (aimclub#1085) Example with surrogate optimizer was added. External parameters field was removed from api (now we should use partial) related pull request in GOLEM aimclub/GOLEM#82 has_one_root fix (aimclub#1091) * has_one_root fix * test fix Remove outdated test handled in thegolem (aimclub#1101) 358 Reduce execution time for unit tests (aimclub#1098) Update RTD benchmarks tabular data page (aimclub#1099) * +csv support Golem update requirements (aimclub#1088) * Upd RemoveType in Advisor (golem sync) * Upd requirements.txt for stable GOLEM * Fix few imports Add ts bench (aimclub#1104) Add results from ts benchmark Release 0.7.1 and test workflow updates (aimclub#1105) * Upd release version * Add pre-release tests actions on 'release' branch; Disable auto-publish * Upd GOLEM version * Remove manual-build.yml (dup of integration-build.yml) * Add integration tests badge to README * Revert "Upd GOLEM version" (for PR in master) This reverts commit 257ff16. Hotfix some integration tests for release 071 (aimclub#1107) * Fix integration test of ApiParams * Fix integration test of composition_time * Fix integration test of metocean_forecasting * Fix integration test of nemo_multiple.py * Workaround for sqlite exception raised in tests * pep8 fixes * fix different seed in quality imporvement tests * simplify condition * remove test that barely tested anything * fix condition * remove seed from example * fix typo parallel cache files test fix (aimclub#1109) Add IOptTuner (aimclub#1102) * Refactor search space * Fix ParametersChanges * Redact tuner builder * PEP 8 * Fix examples and correct tuning docs * Add IOpt example to docs * Add simple IOpt example * Fix integration tests (6 steal not work) * Fix integration test test_tuner_builder_with_custom_params (6 steal not work) * Fix pep8 * Add tuners comparison in docs * Update golem version in requirements * Fix warn_requirements * Fix warn_requirements * Fix table in tuning docs * Fix credit_scoring_problem_multiobj.py * Fix extra requirements * Edit docs * Fix table in docs * Change requirements * Test requirements * Set stable branch + h2o benchmark's tabular data values (aimclub#1106) * +h2o vals * change csv to html * specified table uuid * change max values style * add df to html converter --------- Co-authored-by: nicl-nno <nicl.nno@gmail.com> Added results for multimodal benchmark into FEDOT.docs (aimclub#1115) * - added results for multimodal benchmark ... add docstrings and type hints add prediction intervals unit test simplified solvers code correct pep issues add class defining PredictionIntervals params fix MutationStrength import issue correct test_data path update imports updated unit tests correct type-hint small corrections take short ts for unit test update pred_int test change ql_models to 'max' in pred_ints test update params for ql method ... update example update tests add base_quantiles visualization fix import get_base_quantiles update examples and deleted ql from tests update pep pep issues pep pep update requirements.txt
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Add results from ts benchmark