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Make TimeSeriesImputerTransform vectorized #1287

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Mr-Geekman opened this issue Jun 14, 2023 · 0 comments · Fixed by #1293
Closed

Make TimeSeriesImputerTransform vectorized #1287

Mr-Geekman opened this issue Jun 14, 2023 · 0 comments · Fixed by #1293
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enhancement New feature or request priority/medium Medium priority task

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@Mr-Geekman
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🚀 Feature Request

In current version TimeSeriesImputerTransform is inherited from PerSegmentWrapper. It leads to for-loop in iteration by segments. We can possible implement it more efficiently.

Proposal

Implement TimeSeriesImputerTransform to work without PerSegmentWrapper. There was an unfinished prototype for this task: #760.

Test cases

  • Fix tests to work with TimeSeriesImputerTransform, not with it one-segment version.
  • Make sure current tests pass.

Additional context

Related to #1015.
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enhancement New feature or request priority/medium Medium priority task
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Rewrite TimeSeriesImputerTransform to work without per-segment wrapper tinkoff-ai/etna
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