Add ARIMARegressor #1894

jeremyliweishih · 2021-02-25T16:44:36Z

codecov · 2021-02-25T20:49:54Z

Codecov Report

Merging #1894 (ef7cc3c) into main (9b1ffde) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@            Coverage Diff            @@
##             main    #1894     +/-   ##
=========================================
+ Coverage   100.0%   100.0%   +0.1%     
=========================================
  Files         274      276      +2     
  Lines       22360    22571    +211     
=========================================
+ Hits        22354    22565    +211     
  Misses          6        6

Impacted Files	Coverage Δ
evalml/pipelines/__init__.py	`100.0% <ø> (ø)`
evalml/pipelines/components/__init__.py	`100.0% <ø> (ø)`
evalml/pipelines/components/estimators/__init__.py	`100.0% <ø> (ø)`
evalml/tests/data_checks_tests/test_data_checks.py	`100.0% <ø> (ø)`
...alml/tests/model_family_tests/test_model_family.py	`100.0% <ø> (ø)`
evalml/utils/gen_utils.py	`99.6% <ø> (ø)`
evalml/model_family/model_family.py	`100.0% <100.0%> (ø)`
...valml/pipelines/components/estimators/estimator.py	`100.0% <100.0%> (ø)`
...lines/components/estimators/regressors/__init__.py	`100.0% <100.0%> (ø)`
...omponents/estimators/regressors/arima_regressor.py	`100.0% <100.0%> (ø)`
... and 7 more

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# Conflicts: # evalml/tests/dependency_update_check/latest_dependency_versions.txt

…js_1498_arima

chukarsten

I agree with the comments left by @freddyaboulton and @bchen1116 , but think once those issues are addressed this is good to go.

evalml/pipelines/components/estimators/regressors/arima_regressor.py

evalml/tests/component_tests/test_arima_regressor.py

evalml/pipelines/components/estimators/regressors/arima_regressor.py

angela97lin

Added some nit-picky comments, but the biggest thing before merge is, I don't think we should be adding this to _all_estimators_used_in_search?

docs/source/release_notes.rst

evalml/tests/model_understanding_tests/test_graphs.py

evalml/tests/pipeline_tests/test_pipelines.py

evalml/tests/component_tests/test_estimators.py

evalml/tests/component_tests/test_components.py

evalml/tests/component_tests/test_arima_regressor.py

evalml/tests/component_tests/test_components.py

evalml/pipelines/components/estimators/regressors/arima_regressor.py

angela97lin · 2021-03-22T17:34:30Z

evalml/pipelines/components/estimators/regressors/arima_regressor.py

+        p_error_msg = "ARIMA is not installed. Please install using `pip install statsmodels`."
+        arima = import_or_raise("statsmodels.tsa.arima.model", error_msg=p_error_msg)


Do we need this in fit if we have it in __init__?

We end up using it a few lines below when we initialize the ARIMA model in different ways depending on if X is passed or not :)

Ah what I meant was, is there a case where we catch this in fit when we didn't catch it in __init__? Can a user use fit without init? I'm assuming the use case is:

arima = ARIMARegressor(...) # will catch import error arima.fit(...) # will we ever catch import error here?

evalml/pipelines/components/estimators/regressors/arima_regressor.py

evalml/tests/model_understanding_tests/test_graphs.py

freddyaboulton

@ParthivNaresh Thank you for making the changes! I think we need to make sure Arima is not used in automl search for the time being but other than that this is good to go!

evalml/tests/component_tests/test_estimators.py

evalml/pipelines/components/estimators/regressors/arima_regressor.py

evalml/tests/component_tests/test_components.py

bchen1116

Great work! I like the changes made!

angela97lin

Wanted to follow up about needing the import_or_raise statement in fit but otherwise, looks good to go! Thanks for making the changes, this looks really good 🥳

angela97lin · 2021-03-23T14:50:48Z

evalml/pipelines/components/estimators/regressors/arima_regressor.py

+    def __init__(self, date_column=None, trend='n', p=1, d=0, q=0,
+                 random_seed=0, **kwargs):
+        """
+        Arguments:


👏 👏 👏

angela97lin · 2021-03-23T14:53:17Z

evalml/pipelines/components/estimators/regressors/arima_regressor.py

+        p_error_msg = "ARIMA is not installed. Please install using `pip install statsmodels`."
+        arima = import_or_raise("statsmodels.tsa.arima.model", error_msg=p_error_msg)


Ah what I meant was, is there a case where we catch this in fit when we didn't catch it in __init__? Can a user use fit without init? I'm assuming the use case is:

arima = ARIMARegressor(...) # will catch import error arima.fit(...) # will we ever catch import error here?

angela97lin · 2021-03-23T14:56:52Z

evalml/utils/gen_utils.py

@@ -159,7 +159,7 @@ def _get_subclasses(base_class):
                       'BaselineRegressionPipeline', 'ModeBaselineMulticlassPipeline', 'BaselineMulticlassPipeline',
                       'TimeSeriesBaselineRegressionPipeline', 'TimeSeriesBaselineBinaryPipeline',
                       'TimeSeriesBaselineMulticlassPipeline', 'KNeighborsClassifier',
-                       'SVMClassifier', 'SVMRegressor'}
+                       'SVMClassifier', 'SVMRegressor', 'ARIMARegressor'}


👍 👍 👍

jeremyliweishih added 9 commits February 22, 2021 11:34

Add ARIMA model family

11d2f89

Merge branch 'main' of github.com:alteryx/evalml into js_1498_arima

12beebc

Add arima regressor

c6df042

Add initial tests

f2ceafa

finish arima tests

84f1b45

Fix other tests'

ec36406

RL

9cdf33a

add statsmodels to latest_dependency_versions

e014768

Fix tests

60226e4

jeremyliweishih and others added 6 commits March 1, 2021 11:20

Merge branch 'main' of github.com:alteryx/evalml into js_1498_arima

6974637

Merge branch 'main' of github.com:alteryx/evalml into js_1498_arima

490c3a7

Merge branch 'main' into js_1498_arima

1e61eba

# Conflicts: # evalml/tests/dependency_update_check/latest_dependency_versions.txt

None check for y

d74b214

clean tests and estimator

8193669

Update tests

e3b6732

ParthivNaresh self-assigned this Mar 13, 2021

ParthivNaresh added 11 commits March 13, 2021 15:43

Merge branch 'main' into js_1498_arima

037bc2a

Merge branch 'main' into js_1498_arima

e942081

Changes

89428a5

Merge branch 'js_1498_arima' of ssh://github.com/alteryx/evalml into …

3799253

…js_1498_arima

Unit test updates

abca43c

Lint fixes

0103c94

Dependency update

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Merge branch 'main' into js_1498_arima

5a3bce0

Merge branch 'main' into js_1498_arima

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Update coverage

d9f12c8

Merge branch 'js_1498_arima' of ssh://github.com/alteryx/evalml into …

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…js_1498_arima

ParthivNaresh marked this pull request as ready for review March 18, 2021 15:39

auto-assign bot assigned jeremyliweishih Mar 18, 2021

chukarsten approved these changes Mar 19, 2021

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jeremyliweishih commented Mar 19, 2021

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ParthivNaresh added 6 commits March 21, 2021 19:05

ARIMA updates

b6ee362

Test updates

2db52b6

Test update

f86b6bc

Update tests

6730f73

try except for ARIMA

ec4145a

Merge branch 'main' into js_1498_arima

3002fdc

ParthivNaresh requested review from freddyaboulton and bchen1116 March 22, 2021 16:37

angela97lin suggested changes Mar 22, 2021

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angela97lin reviewed Mar 22, 2021

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ParthivNaresh added 5 commits March 22, 2021 15:33

Add ARIMA to not used in evalml

057ed74

Update tests

06a2bf5

Update ARIMA

9779bf2

Update release notes

e21ed8e

Update docstring

779da64

ParthivNaresh requested a review from angela97lin March 22, 2021 19:59

ParthivNaresh added 4 commits March 22, 2021 16:30

Lint fix

2bf0dc3

Release notes updated

b162b5d

Final test fix

fc36ca4

Merge branch 'main' into js_1498_arima

ef7cc3c

bchen1116 approved these changes Mar 23, 2021

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angela97lin approved these changes Mar 23, 2021

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ParthivNaresh merged commit 6eaa1dc into main Mar 23, 2021

freddyaboulton deleted the js_1498_arima branch May 13, 2022 15:01

Add ARIMARegressor #1894

Add ARIMARegressor #1894

jeremyliweishih commented Feb 25, 2021

codecov bot commented Feb 25, 2021 •

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angela97lin Mar 23, 2021

angela97lin Mar 23, 2021

		p_error_msg = "ARIMA is not installed. Please install using `pip install statsmodels`."
		arima = import_or_raise("statsmodels.tsa.arima.model", error_msg=p_error_msg)

Add ARIMARegressor #1894

Add ARIMARegressor #1894

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jeremyliweishih commented Feb 25, 2021

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codecov bot commented Feb 25, 2021 •

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