Skip to content

[ML] Fix a bug in adaptive local regression #1157

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 5 commits into from
Apr 27, 2020
Merged

Conversation

tveasey
Copy link
Contributor

@tveasey tveasey commented Apr 22, 2020

We were hitting the error when some the time intervals we use to split cyclic components into local regression models had negative length. With this change, I impose a constraint that they have positive length explicitly. I also moved the (rather specific code) which ensures that every interval has a minimum length, so that it receives at least one update per period, out of CTools. At the same time I simplified it to make explicitly handling the constraint easier.

I was able to reproduce the error following the instruction in this comment and verified that this change fixes it. Closes #142.

tveasey added 2 commits April 22, 2020 10:10
…t least the bucket length, but doesn't matter if we're slightly over)
@tveasey
Copy link
Contributor Author

tveasey commented Apr 22, 2020

retest

@droberts195
Copy link
Contributor

It looks like some unit tests are failing - same two on both Windows and Linux:

  1. CForecastTest.testComplexVaryingLongTermTrend
  2. CTimeSeriesChangeDetectorTest.testLinearScale

@tveasey
Copy link
Contributor Author

tveasey commented Apr 24, 2020

It looks like some unit tests are failing - same two on both Windows and Linux

Annoying fixing one set of tests broke these. Hopefully these should now be passing too.

Copy link
Contributor

@droberts195 droberts195 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

[ML] Error - Failed to calculate splitting significance
2 participants