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Add Prophet to AutoML #2619

Merged
merged 34 commits into from
Aug 26, 2021
Merged

Add Prophet to AutoML #2619

merged 34 commits into from
Aug 26, 2021

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ParthivNaresh
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@ParthivNaresh ParthivNaresh commented Aug 11, 2021

Fixes #2579

Perf tests here

Another issue has been filed for the docs

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codecov bot commented Aug 11, 2021

Codecov Report

Merging #2619 (f2d5871) into main (91ffc68) will increase coverage by 0.1%.
The diff coverage is 100.0%.

Impacted file tree graph

@@           Coverage Diff           @@
##            main   #2619     +/-   ##
=======================================
+ Coverage   99.9%   99.9%   +0.1%     
=======================================
  Files        300     300             
  Lines      27442   27448      +6     
=======================================
+ Hits       27398   27404      +6     
  Misses        44      44             
Impacted Files Coverage Δ
evalml/tests/component_tests/test_components.py 100.0% <ø> (ø)
evalml/tests/pipeline_tests/test_pipeline_utils.py 100.0% <ø> (ø)
evalml/utils/gen_utils.py 99.6% <ø> (ø)
...ponents/estimators/regressors/prophet_regressor.py 100.0% <100.0%> (ø)
evalml/pipelines/utils.py 99.2% <100.0%> (ø)
...ests/automl_tests/test_automl_search_regression.py 100.0% <100.0%> (ø)
evalml/tests/component_tests/test_estimators.py 100.0% <100.0%> (ø)
...ml/tests/component_tests/test_prophet_regressor.py 100.0% <100.0%> (ø)
evalml/tests/pipeline_tests/test_pipelines.py 99.9% <100.0%> (ø)

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@ParthivNaresh ParthivNaresh self-assigned this Aug 16, 2021
if add_datetime_featurizer and estimator_class.model_family not in [
ModelFamily.ARIMA,
ModelFamily.PROPHET,
]:
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DateTimeFeaturizer drops the date_index column

@@ -83,7 +83,7 @@ jobs:
pip install virtualenv
virtualenv test_python -q
source test_python/bin/activate
pip install cmdstan-builder==0.0.4
pip install prophet-builder
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👏

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Might have to revert usage of prophet-builder this let's not celebrate just yet haha

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@jeremyliweishih jeremyliweishih left a comment

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this looks good to me! Excited to see more iterations and more perf testing to come!

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@freddyaboulton freddyaboulton left a comment

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Thanks for this @ParthivNaresh ! I agree with the conclusions in the performance tests. I left some suggestions I'd like to resolve before merging.

elif isinstance(y.index, pd.DatetimeIndex):
date_col = y.reset_index()
date_col = date_col["index"]
date_column = X.pop(date_column)
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How come we need to make all these changes to this method? Should we add unit tests to document the cases where this method would fail prior to this PR?

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This was mainly just a reworking to segment out the logic of creating a prophet dataframe; all the current tests cover this behaviour

evalml/tests/component_tests/test_estimators.py Outdated Show resolved Hide resolved
evalml/tests/pipeline_tests/test_pipelines.py Outdated Show resolved Hide resolved
@ParthivNaresh ParthivNaresh merged commit 1e32e05 into main Aug 26, 2021
@chukarsten chukarsten mentioned this pull request Sep 1, 2021
@freddyaboulton freddyaboulton deleted the Add-Prophet-To-AutoML branch May 13, 2022 15:02
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Add Prophet to AutoML
4 participants