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[ENH] parallelization backend calls in utility module - part 2, backend parameter passing #5311

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merged 26 commits into from Oct 7, 2023
Merged

[ENH] parallelization backend calls in utility module - part 2, backend parameter passing #5311

merged 26 commits into from Oct 7, 2023

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fkiraly
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@fkiraly fkiraly commented Sep 24, 2023

This PR builds on the refactoring of parallelization of backend calls in #5268.

It introduces a parameter backend_params, by which parameters can be passed on to the parallelization backend, along lines of suggestions by @hazrulakmal in #5268 (comment) (I went with dict as that allows simple **params calls, and this is closest to current syntax in pre-refactor cases).

This parameter is tied in to the refactor targets in #5268, i.e., VectorizedDF.vectorized_est and model_evaluation.evaluate, so backend_params can now be passed to both:

In addition:

  • fixes [BUG] in evaluate, kwargs for backend configuration do nothing #5310 by removing the unused kwargs evaluate and replacing the intended functionality with an actually functioning backend_params argument. Adds a deprecation warning to ensure we do not break code downstream where params are passed (even if they are not used)
  • makes various docstring improvements and adds explanation of possible backend values.

Depends on:

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting module:datatypes datatypes module: data containers, checkers & converters enhancement Adding new functionality module:metrics&benchmarking metrics and benchmarking modules module:base-framework BaseObject, registry, base framework labels Sep 24, 2023
@fkiraly fkiraly mentioned this pull request Sep 25, 2023
Open
@fkiraly fkiraly merged commit 1d37baf into main Oct 7, 2023
24 checks passed
@fkiraly fkiraly deleted the parallel-hierarchical-backendparams branch October 7, 2023 20:05
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 8, 2023
@yarnabrina
Merge remote-tracking branch 'origin/main' into validate-extras-workflow
14c26ec 
* origin/main:
  [MNT] skpro as a soft dependency (sktime#5273)
  [DOC] Correct code block formatting for pre-commit install command (sktime#5377)
  [ENH] parallelization backend calls in utility module - part 2, backend parameter passing (sktime#5311)
  [MNT] [Dependabot](deps): Bump stefanzweifel/git-auto-commit-action from 4 to 5 (sktime#5373)
  [MNT] python 3.12 compatibility - replace `distutils` calls with equivalent functionality (sktime#5376)
  [DOC] `sktime` intro notebook (sktime#3793)
  [ENH] Skip unnecessary fit in `ForecastX` if inner `forecaster_y` ignores `X` (sktime#5353)
  [ENH] refactor parallelization backend calls in utility module (sktime#5268)
  [ENH] ARCH model (arch package) Issue sktime#2173 (sktime#5326)
  [ENH] add error message return to `deep_equals` assert in `test_reconstruct_identical`  (sktime#4927)
  [DOC] Added all feature names to docstring for DateTimeFeatures class (sktime#5283)
  [BUG] fix `STLForecaster` tag `ignores-exogenous-X` to be correctly set for composites (sktime#5365)
  [BUG] Fix inconsistent date/time index in `plot_windows` sktime#4919 (sktime#5321)
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 8, 2023
@yarnabrina
Merge remote-tracking branch 'origin/main' into split-ci
1ec3790 
* origin/main: (24 commits)
  [MNT] skpro as a soft dependency (sktime#5273)
  [DOC] Correct code block formatting for pre-commit install command (sktime#5377)
  [ENH] parallelization backend calls in utility module - part 2, backend parameter passing (sktime#5311)
  [MNT] [Dependabot](deps): Bump stefanzweifel/git-auto-commit-action from 4 to 5 (sktime#5373)
  [MNT] python 3.12 compatibility - replace `distutils` calls with equivalent functionality (sktime#5376)
  [DOC] `sktime` intro notebook (sktime#3793)
  [ENH] Skip unnecessary fit in `ForecastX` if inner `forecaster_y` ignores `X` (sktime#5353)
  [ENH] refactor parallelization backend calls in utility module (sktime#5268)
  [ENH] ARCH model (arch package) Issue sktime#2173 (sktime#5326)
  [ENH] add error message return to `deep_equals` assert in `test_reconstruct_identical`  (sktime#4927)
  [DOC] Added all feature names to docstring for DateTimeFeatures class (sktime#5283)
  [BUG] fix `STLForecaster` tag `ignores-exogenous-X` to be correctly set for composites (sktime#5365)
  [BUG] Fix inconsistent date/time index in `plot_windows` sktime#4919 (sktime#5321)
  &benshamza, fkiraly [BUG] Fix `numba` errors when calling `tslearn` `lcss` (sktime#5368)
  [MNT] Dataset file restructure (sktime#5239)
  [BUG] fix `temporal_train_test_split` for hierarchical and panel data in case where `fh` is not passed (sktime#5330)
  [MNT] [Dependabot](deps): Bump styfle/cancel-workflow-action from 0.11.0 to 0.12.0 (sktime#5355)
  [ENH] minor fixes to `NaiveAligner` (sktime#5344)
  [DOC] Improve Readability of Notebook 2 - Classification, Regression & Clustering (sktime#5312)
  [DOC] Documented ax argument and the figure in plot_series (sktime#5325)
  ...
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 8, 2023
@yarnabrina
Merge remote-tracking branch 'origin/split-ci' into test-change-in-fo…
2c35a9d 
…recasting

* origin/split-ci: (25 commits)
  added flags to codecov
  [MNT] skpro as a soft dependency (sktime#5273)
  [DOC] Correct code block formatting for pre-commit install command (sktime#5377)
  [ENH] parallelization backend calls in utility module - part 2, backend parameter passing (sktime#5311)
  [MNT] [Dependabot](deps): Bump stefanzweifel/git-auto-commit-action from 4 to 5 (sktime#5373)
  [MNT] python 3.12 compatibility - replace `distutils` calls with equivalent functionality (sktime#5376)
  [DOC] `sktime` intro notebook (sktime#3793)
  [ENH] Skip unnecessary fit in `ForecastX` if inner `forecaster_y` ignores `X` (sktime#5353)
  [ENH] refactor parallelization backend calls in utility module (sktime#5268)
  [ENH] ARCH model (arch package) Issue sktime#2173 (sktime#5326)
  [ENH] add error message return to `deep_equals` assert in `test_reconstruct_identical`  (sktime#4927)
  [DOC] Added all feature names to docstring for DateTimeFeatures class (sktime#5283)
  [BUG] fix `STLForecaster` tag `ignores-exogenous-X` to be correctly set for composites (sktime#5365)
  [BUG] Fix inconsistent date/time index in `plot_windows` sktime#4919 (sktime#5321)
  &benshamza, fkiraly [BUG] Fix `numba` errors when calling `tslearn` `lcss` (sktime#5368)
  [MNT] Dataset file restructure (sktime#5239)
  [BUG] fix `temporal_train_test_split` for hierarchical and panel data in case where `fh` is not passed (sktime#5330)
  [MNT] [Dependabot](deps): Bump styfle/cancel-workflow-action from 0.11.0 to 0.12.0 (sktime#5355)
  [ENH] minor fixes to `NaiveAligner` (sktime#5344)
  [DOC] Improve Readability of Notebook 2 - Classification, Regression & Clustering (sktime#5312)
  ...
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 8, 2023
@yarnabrina
Merge remote-tracking branch 'origin/split-ci' into test-change-in-base
0f337f7 
* origin/split-ci: (25 commits)
  added flags to codecov
  [MNT] skpro as a soft dependency (sktime#5273)
  [DOC] Correct code block formatting for pre-commit install command (sktime#5377)
  [ENH] parallelization backend calls in utility module - part 2, backend parameter passing (sktime#5311)
  [MNT] [Dependabot](deps): Bump stefanzweifel/git-auto-commit-action from 4 to 5 (sktime#5373)
  [MNT] python 3.12 compatibility - replace `distutils` calls with equivalent functionality (sktime#5376)
  [DOC] `sktime` intro notebook (sktime#3793)
  [ENH] Skip unnecessary fit in `ForecastX` if inner `forecaster_y` ignores `X` (sktime#5353)
  [ENH] refactor parallelization backend calls in utility module (sktime#5268)
  [ENH] ARCH model (arch package) Issue sktime#2173 (sktime#5326)
  [ENH] add error message return to `deep_equals` assert in `test_reconstruct_identical`  (sktime#4927)
  [DOC] Added all feature names to docstring for DateTimeFeatures class (sktime#5283)
  [BUG] fix `STLForecaster` tag `ignores-exogenous-X` to be correctly set for composites (sktime#5365)
  [BUG] Fix inconsistent date/time index in `plot_windows` sktime#4919 (sktime#5321)
  &benshamza, fkiraly [BUG] Fix `numba` errors when calling `tslearn` `lcss` (sktime#5368)
  [MNT] Dataset file restructure (sktime#5239)
  [BUG] fix `temporal_train_test_split` for hierarchical and panel data in case where `fh` is not passed (sktime#5330)
  [MNT] [Dependabot](deps): Bump styfle/cancel-workflow-action from 0.11.0 to 0.12.0 (sktime#5355)
  [ENH] minor fixes to `NaiveAligner` (sktime#5344)
  [DOC] Improve Readability of Notebook 2 - Classification, Regression & Clustering (sktime#5312)
  ...
@fkiraly fkiraly mentioned this pull request Oct 11, 2023
Merged
fkiraly added a commit that referenced this pull request Oct 12, 2023
@fkiraly
[ENH] parallelization backend calls in utility module - part 3, backe…
6a4605d 
…nd parameter passing in base class broadcasting (#5405)

This PR builds upon #5311 and adds
a config parameter in base classes that allows passing of backend
parameters via the `set_config` mechanism when forecasters or
transformeres broadcast for hierarchical or multivariate data.

The concomitant documentation will be added in
#5306.
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@achieveordie achieveordie Awaiting requested review from achieveordie achieveordie is a code owner

@benHeid benHeid Awaiting requested review from benHeid benHeid is a code owner

@yarnabrina yarnabrina Awaiting requested review from yarnabrina yarnabrina is a code owner

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enhancement Adding new functionality module:base-framework BaseObject, registry, base framework module:datatypes datatypes module: data containers, checkers & converters module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting module:metrics&benchmarking metrics and benchmarking modules
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[BUG] in evaluate, kwargs for backend configuration do nothing
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