[timeseries] Ensure that all metrics handle missing values in the target #3966
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shchur
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Mar 5, 2024
shchur
commented
Mar 5, 2024
7 tasks
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Job PR-3966-7ccdc58 is done. |
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Job PR-3966-7f67262 is done. |
ddelange
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Mar 21, 2024
…tch-4 * 'master' of https://github.com/awslabs/autogluon: (46 commits) [core] move transformers to setup_utils, bump dependency version (autogluon#3984) [AutoMM] Fix one lightning upgrade issue (autogluon#3991) [CI][Feature] Create a package version table (autogluon#3972) [v.1.1][Upgrade] PyTorch 2.1 and CUDA 12.1 upgrade (autogluon#3982) [WIP] Code implementation of Conv-LoRA (autogluon#3933) [timeseries] Ensure that all metrics handle missing values in the target (autogluon#3966) [timeseries] Fix path and device bugs (autogluon#3979) [AutoMM]Remove grounding-dino (autogluon#3974) [Docs] Update install modules content (autogluon#3976) Add note on pd.to_datetime (autogluon#3975) [AutoMM] Improve DINO performance (autogluon#3970) Minor correction in differ to pick correct environment (autogluon#3968) Fix windows python 3.11 issue by removing ray (autogluon#3956) [CI][Feature] Package Version Comparator (autogluon#3962) [timeseries] Add support for categorical covariates (autogluon#3874) [timeseries] Add method for plotting forecasts (autogluon#3889) Update conf.py copyright to reflect current year (autogluon#3932) [Timeseries][CI]Refactor CI to skip AutoMM and Tabular tests w.r.t timeseries changes (autogluon#3942) Fix HPO crash in memory check (autogluon#3931) [AutoMM][CI] Capping scikit-learn to avoid HPO test failure (autogluon#3947) ...
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Issue #, if available: #3886
Description of changes:
TimeSeriesScorerif predictions contain NaN valuespandas + groupbytonumpy + reshape, which results in faster metric computations & lower fit time for WeightedEnsemble (for M4 Monthly with 48K time series, ensemble fit time decreases 200s -> 160s)By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.