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[DOC] ExponentialSmoothing default method change from L-BFGS-B to SLS…
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…QP (#6186)

#### Reference Issues/PRs
While exploring #6175, realized that the default parameter for `method`
in Exponential Smoothing should be `SLSQP`. This also affects
statsmodels documentation and there is already an [open
PR](statsmodels/statsmodels#9129) in their repo
to fix this.

#### What does this implement/fix? Explain your changes.
Changes docs of default `method='L-BFGS-B'` to `method='SLSQP'`.
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manuel-munoz-aguirre committed Mar 22, 2024
1 parent 07300b5 commit c8743d6
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9 changes: 9 additions & 0 deletions .all-contributorsrc
Expand Up @@ -2706,6 +2706,15 @@
"contributions": [
"doc"
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},
{
"login": "manuel-munoz-aguirre",
"name": "Manuel Muñoz Aguirre",
"avatar_url": "https://avatars.githubusercontent.com/u/5576458?v=4",
"profile": "https://github.com/manuel-munoz-aguirre",
"contributions": [
"doc"
]
}
]
}
2 changes: 1 addition & 1 deletion sktime/forecasting/exp_smoothing.py
Expand Up @@ -70,7 +70,7 @@ class ExponentialSmoothing(_StatsModelsAdapter):
starting values are determined using a combination of grid search
and reasonable values based on the initial values of the data. See
the notes for the structure of the model parameters.
method : str, default "L-BFGS-B"
method : str, default "SLSQP"
The minimizer used. Valid options are "L-BFGS-B" , "TNC",
"SLSQP" (default), "Powell", "trust-constr", "basinhopping" (also
"bh") and "least_squares" (also "ls"). basinhopping tries multiple
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