2070 user specified date feature #2217

ParthivNaresh · 2021-05-01T00:25:16Z

Fixes #2070

This is a refiling of the old PR with the previous (main) version of ARIMA. After this is merged, ARIMA will be updated in a different PR using sktime as opposed to statsmodels.

…n to DatetimeFeaturizer and DelayedFeatureTransformer

codecov · 2021-05-01T00:50:54Z

Codecov Report

Merging #2217 (2a117c3) into main (48ab46a) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@            Coverage Diff            @@
##             main    #2217     +/-   ##
=========================================
+ Coverage   100.0%   100.0%   +0.1%     
=========================================
  Files         288      288             
  Lines       24449    24462     +13     
=========================================
+ Hits        24431    24444     +13     
  Misses         18       18

Impacted Files	Coverage Δ
evalml/automl/utils.py	`100.0% <ø> (ø)`
evalml/preprocessing/utils.py	`100.0% <ø> (ø)`
evalml/tests/component_tests/test_components.py	`100.0% <ø> (ø)`
...s/prediction_explanations_tests/test_explainers.py	`100.0% <ø> (ø)`
evalml/utils/gen_utils.py	`99.6% <ø> (ø)`
evalml/automl/automl_search.py	`100.0% <100.0%> (ø)`
...omponents/estimators/regressors/arima_regressor.py	`100.0% <100.0%> (ø)`
.../transformers/preprocessing/datetime_featurizer.py	`100.0% <100.0%> (ø)`
...rmers/preprocessing/delayed_feature_transformer.py	`100.0% <100.0%> (ø)`
.../pipelines/time_series_classification_pipelines.py	`100.0% <100.0%> (ø)`
... and 17 more

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# Conflicts: # evalml/automl/automl_search.py # evalml/tests/automl_tests/test_automl_search_classification.py # evalml/tests/automl_tests/test_automl_search_regression.py # evalml/tests/pipeline_tests/test_time_series_baseline_pipeline.py

ParthivNaresh · 2021-05-03T18:38:56Z

.github/workflows/build_conda_pkg.yml

@@ -1,6 +1,8 @@
 name: Build Conda Package

 on:
+  pull_request:
+    types: [ opened, synchronize ]


Do we want to keep this for feature builds moving forward?

We can try it out and if it's too slow we can undo the change?

Sure I am a fan!

dsherry · 2021-05-03T19:58:57Z

@ParthivNaresh I see this in the PR description:

After this is merged, ARIMA will be updated using sktime as opposed to statsmodels.

This is no longer true, correct? If so please delete :)

ParthivNaresh · 2021-05-03T20:12:03Z

@dsherry Sorry I meant after this is merged, ARIMA will be updated in another PR :)

freddyaboulton

@ParthivNaresh Looks great!

freddyaboulton · 2021-05-03T20:04:50Z

.github/workflows/build_conda_pkg.yml

@@ -1,6 +1,8 @@
 name: Build Conda Package

 on:
+  pull_request:
+    types: [ opened, synchronize ]


We can try it out and if it's too slow we can undo the change?

freddyaboulton · 2021-05-03T20:06:32Z

evalml/tests/automl_tests/test_time_series_split.py

        if not y_none:
            y_train, y_test = y.iloc[train], y.iloc[test]
            pd.testing.assert_index_equal(y_train.index, answer[i][0])
            pd.testing.assert_index_equal(y_test.index, answer[i][1])
+
+
+@pytest.mark.parametrize("max_delay,gap,date_index", [(0, 0, "Date"), (1, 0, "Date"), (0, 1, "Date")])


I think we can delete this test? The ts data splitter doesn't sort the data.

freddyaboulton · 2021-05-03T20:20:36Z

evalml/tests/automl_tests/test_iterative_algorithm.py

@@ -318,7 +318,7 @@ def __init__(self, dummy_int_parameter=0, dummy_categorical_parameter='dummy', d

    pipeline = BinaryClassificationPipeline([MockEstimator])
    algo = IterativeAlgorithm(allowed_pipelines=[pipeline, pipeline, pipeline],
-                              pipeline_params={'pipeline': {"gap": 2, "max_delay": 10}},
+                              pipeline_params={'pipeline': {'date_index': "Date", "gap": 2, "max_delay": 10}},


dsherry

Excellent!!

dsherry · 2021-05-03T20:22:37Z

docs/source/release_notes.rst

@@ -2,6 +2,7 @@ Release Notes
 -------------
 **Future Releases**
    * Enhancements
+        * Added `date_index` as a required parameter for TimeSeries problems :pr:`2217`


bchen1116

👍

ParthivNaresh added 7 commits April 29, 2021 11:10

Single commit

68d6483

Remove timeseriessplit reordering and adjust tests for ARIMA exceptio…

73c18a9

…n to DatetimeFeaturizer and DelayedFeatureTransformer

remove sktime manual install

88f7b4b

test coverage change

2580bc3

remove statsmodel

daf68ef

release notes update

2643b2f

dependency update

c451887

ParthivNaresh added 5 commits April 30, 2021 22:02

test fix

6143949

add statsmodels

17d7c38

Trigger Build

5b1bb8d

remove pmdarima

0bb7c85

Trigger Build

8c48244

ParthivNaresh self-assigned this May 3, 2021

ParthivNaresh added 4 commits May 3, 2021 09:39

reduce components to 48

d1fbf2d

lint fix and add build conda package

2315a10

test fix and add pmdarima

c5981cb

ParthivNaresh mentioned this pull request May 3, 2021

Remove sktime conda-forge/evalml-core-feedstock#49

Closed

5 tasks

ParthivNaresh added 6 commits May 3, 2021 11:25

Remove ARIMA

e36917f

Merge branch 'main' into 2070-User-Specified-Date-Feature

35cd5bc

add back arima

8e10f67

add get dates

1eb2527

reverting to old arima implementation

0d37034

remove unused fixture

ed6ab6e

ParthivNaresh marked this pull request as ready for review May 3, 2021 18:37

ParthivNaresh requested review from dsherry and freddyaboulton and removed request for dsherry and freddyaboulton May 3, 2021 18:37

ParthivNaresh requested review from chukarsten, dsherry, freddyaboulton, angela97lin, bchen1116 and jeremyliweishih May 3, 2021 18:37

ParthivNaresh commented May 3, 2021

View reviewed changes

api reference update

d51ffe8

freddyaboulton approved these changes May 3, 2021

View reviewed changes

dsherry approved these changes May 3, 2021

View reviewed changes

ParthivNaresh added 4 commits May 3, 2021 16:54

remove unnecessary test

e759145

Merge branch 'main' into 2070-User-Specified-Date-Feature

711bab7

remove unused import

6fb6bde

Merge branch 'main' into 2070-User-Specified-Date-Feature

2a117c3

bchen1116 approved these changes May 3, 2021

View reviewed changes

ParthivNaresh merged commit 035510d into main May 4, 2021

This was referenced May 4, 2021

Initial. #2228

Closed

Release v0.24.0 #2229

Merged

freddyaboulton deleted the 2070-User-Specified-Date-Feature branch May 13, 2022 15:34

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2070 user specified date feature #2217

2070 user specified date feature #2217

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2070 user specified date feature #2217

2070 user specified date feature #2217

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