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[timeseries] Refactor handling of static/dynamic covariates with CovariateMetadata #2665

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merged 7 commits into from
Jan 12, 2023

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shchur
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@shchur shchur commented Jan 9, 2023

Description of changes:

  • Preprocessing of static/dynamic covariates inside learner is moved to a separate class TimeSeriesFeatureGenerator (similar to AbstractFeatureGenerator in autogluon.features).
  • All models are given a CovariateMetadata object that maps different types of covariates (static/known/past) to columns of the dataset.

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Job PR-2665-909c79a is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-2665/909c79a/index.html

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LGTM! Left some comments. Also, a friendly reminder to wait for the release prior to merging.

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Job PR-2665-a82e33f is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-2665/a82e33f/index.html

@shchur shchur merged commit fedabac into autogluon:master Jan 12, 2023
@shchur shchur deleted the feat-metadata branch January 12, 2023 10:37
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2 participants