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Grid/random search tag fix #1455

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merged 3 commits into from Sep 26, 2021
Merged

Grid/random search tag fix #1455

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7f6aabd
tuning tag fix
fkiraly Sep 25, 2021
61b03ea
univariate-only tag renamed
fkiraly Sep 25, 2021
63ac8f0
Merge branch 'main' into gridsearch-tag
aiwalter Sep 26, 2021
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42 changes: 14 additions & 28 deletions sktime/forecasting/model_selection/_tune.py
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Expand Up @@ -56,6 +56,20 @@ def __init__(
self.return_n_best_forecasters = return_n_best_forecasters
super(BaseGridSearch, self).__init__()

tags_to_clone = [
"requires-fh-in-fit",
"capability:pred_int",
# "scitype:y", commented out until grid search works with multivariate
"ignores-exogeneous-X",
"handles-missing-data",
"y_inner_mtype",
"X_inner_mtype",
"X-y-must-have-same-index",
"enforce-index-type",
]

self.clone_tags(forecaster, tags_to_clone)

@if_delegate_has_method(delegate=("best_forecaster_", "forecaster"))
def _update(self, y, X=None, update_params=False):
"""Call predict on the forecaster with the best found parameters."""
Expand Down Expand Up @@ -453,20 +467,6 @@ def __init__(
)
self.param_grid = param_grid

tags_to_clone = [
"requires-fh-in-fit",
"capability:pred_int",
"scitype:y",
"univariate-only",
"handles-missing-data",
"y_inner_mtype",
"X_inner_mtype",
"X-y-must-have-same-index",
"enforce-index-type",
]

self.clone_tags(forecaster, tags_to_clone)

def _run_search(self, evaluate_candidates):
"""Search all candidates in param_grid."""
_check_param_grid(self.param_grid)
Expand Down Expand Up @@ -574,20 +574,6 @@ def __init__(
self.n_iter = n_iter
self.random_state = random_state

tags_to_clone = [
"requires-fh-in-fit",
"capability:pred_int",
"scitype:y",
"univariate-only",
"handles-missing-data",
"y_inner_mtype",
"X_inner_mtype",
"X-y-must-have-same-index",
"enforce-index-type",
]

self.clone_tags(forecaster, tags_to_clone)

def _run_search(self, evaluate_candidates):
"""Search n_iter candidates from param_distributions."""
return evaluate_candidates(
Expand Down