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Add default params_to_tune for math transforms #1226

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Mr-Geekman opened this issue Apr 14, 2023 · 1 comment
Closed

Add default params_to_tune for math transforms #1226

Mr-Geekman opened this issue Apr 14, 2023 · 1 comment
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enhancement New feature or request
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@Mr-Geekman
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Mr-Geekman commented Apr 14, 2023

🚀 Feature Request

Add default params_to_tune for math transforms.

Proposal

Suggested grid for AddConstTransform: None. Because it isn't used for improving quality.

Suggested grid for LogTransform: None

Suggested grid for LambdaTransform: None.

Suggested grid for LagTransform: None.

Suggested grid for DifferencingTransform:

{
    "order": IntUniformDistribution(low=1, high=2),
}

Expected that period will be fixed by the user.

WindowStatisticsTransform

Common grid:

{
    "window": IntUniformDistribution(low=1, high=20),
}

Expected that seasonality will be fixed by the user.

Suggested grid for MeanTransform:

{
    "alpha": UniformDistribution(low=0.2, high=1),
}

Suggested grid for StdTransform: None. Don't see any reason to tune ddof.

Suggested grid for QuantileTransform:

{
    "quantile": UniformDistribution(low=0, high=1),
}

SklearnTransform

Common grid:

{
    "mode": CategoricalDistribution(["per-segment", "macro"]),   
}

Suggested grid for StandardScalerTransform:

{
    "with_mean": CategoricalDistribution([False, True]),
    "with_std": CategoricalDistribution([False, True]),
}

Suggested grid for RobustScalerTransform:

{
    "with_centering": CategoricalDistribution([False, True]),
    "with_scaling": CategoricalDistribution([False, True]),
    "unit_variance": CategoricalDistribution([False, True]),
    "quantile_range": CategoricalDistribution([(1, 99), (5, 95), (10, 90), (25, 75), (40, 60)])
}

Suggested grid for MinMaxScalerTransform:

{
    "clip": CategoricalDistribution([False, True]),
}

Suggested grid for MaxAbsScalerTransform: None.

Suggested grid for YeoJohnsonTransform:

{
    "standardize": CategoricalDistribution([False, True]),
}

Suggested grid for BoxCoxTransform:

{
    "standardize": CategoricalDistribution([False, True]),
}

To discuss:

  • Can we make a grid for LagTransform?
  • Do we want to tune more parameters of WindowStatisticsTransform?
  • Is the grid for alpha in MeanTransform ok?
  • Is the grid for quantile in QuantileTransform ok?
  • Do we want to tune quantile_range of RobustScalerTransform? It probably needs some reparametrization to do this.

Test cases

Look at #1221. Check empty grid as well.

Additional context

No response

@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Apr 14, 2023
@Mr-Geekman Mr-Geekman added this to the AutoML 2.0 milestone Apr 14, 2023
@Mr-Geekman Mr-Geekman self-assigned this Apr 19, 2023
@Mr-Geekman
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Closed by #1233.

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