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[FEATURE] Add support for Greykite #62

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allen44 opened this issue May 19, 2021 · 3 comments
Open

[FEATURE] Add support for Greykite #62

allen44 opened this issue May 19, 2021 · 3 comments
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enhancement New feature or request on-hold Something not urgent, needing more information

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@allen44
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allen44 commented May 19, 2021

Is your feature request related to a problem? Please describe.
No.

Describe the solution you'd like
Add support for the recently open-sourced GreyKite by LinkedIn.

Introductory Blog post, on LinkedIn Engineering Blog
Source, on Github
Paper, published on arxiv

Describe alternatives you've considered
I can try coding it up myself by using the wrapper class as a template, and make a pull request after I get the code to pass the unit tests, but I'm fairly new to python, and it might take me a week or more to make the code clean. As GreyKite was open-sourced less than one week ago, I wonder if someone has already implemented it in hcrystalball.

Additional context
The linked blog post states that the main advantages of Greykite over Prophet are speed and out-of-the-box accuracy. It would be useful to many if this were implemented in HCrystal Ball.

table-showing-benchmark-comparison-of-silverkite-against-auto-arima-and-prophet

@allen44 allen44 added the enhancement New feature or request label May 19, 2021
@allen44 allen44 changed the title [FEATURE] Short Feature Description [FEATURE] Add support for Greykite May 20, 2021
@MichalChromcak
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Hi @allen44, thanks both for the tip and the request. It indeed sounds like a good addition. I will have a look.

@ambader
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ambader commented May 21, 2021

Had some trouble to run fbprophet and greykite in juxtaposition, as calling any fbprophet function
by hcrystalball caused a kernel crash. Guess that's because installing greykite depreciates fbprophet==0.5 which uses the outdated pandas.to_datetime.
Anyway, upgrading fbprophet after installing greykite worked.

pip install greykite
pip install fbprophet -U

As greykite has the fbprophet algorithm integrated, it's worth to think about not only adding greykite but swap fbprophet to reduce future conflicts.

@MichalChromcak
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I looked at the dependencies briefly and it seems there might be a possibility to get the most relevant part without interfering with the rest of HCrystalBall's dependencies.

Let's see how the discussion about Why pin runtime dependencies so tightly? resolves and act based on that.

In a meanwhile, I opened a PR64 that updates the dependencies in general.

@MichalChromcak MichalChromcak added the on-hold Something not urgent, needing more information label Jun 3, 2021
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