Add Per-segment metric visualization

[Mr-Geekman]

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Type of Change

• Examples / docs / tutorials / contributors update
• Bug fix (non-breaking change which fixes an issue)
• Improvement (non-breaking change which improves an existing feature)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Look #545.

Related Issue

#545.

Closing issues

Closes #545.

[Mr-Geekman]

Example script:

import matplotlib.pyplot as plt
import pandas as pd

from etna.analysis import plot_metric_per_segment
from etna.datasets import TSDataset
from etna.metrics import MAE
from etna.metrics import SMAPE
from etna.models import ProphetModel
from etna.pipeline import Pipeline


def main():
    df = pd.read_csv("examples/data/example_dataset.csv", parse_dates=["timestamp"])
    df_wide = TSDataset.to_dataset(df)
    ts = TSDataset(df=df_wide, freq="D")

    pipeline = Pipeline(model=ProphetModel(), horizon=10)
    metrics_df, _, _ = pipeline.backtest(ts=ts, n_folds=3, metrics=[MAE(), SMAPE()])

    plot_metric_per_segment(metrics_df=metrics_df, metric_name="MAE", per_fold_aggregation_mode="mean")
    plt.savefig("metric_per_segment_plot")

    pipeline = Pipeline(model=ProphetModel(), horizon=10)
    metrics_df, _, _ = pipeline.backtest(ts=ts, n_folds=3, metrics=[MAE(), SMAPE()])

    plot_metric_per_segment(
        metrics_df=metrics_df, metric_name="MAE", per_fold_aggregation_mode="mean", ascending=True, top_k=2
    )
    plt.savefig("metric_per_segment_plot_limited")


if __name__ == "__main__":
    main()

metric_per_segment_plot:

metric_per_segment_plot_limited:

[github-actions]

🚀 Deployed on https://deploy-preview-658--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #658 (eac489a) into master (29a730d) will decrease coverage by 0.31%.
The diff coverage is 26.47%.

@@            Coverage Diff             @@
##           master     #658      +/-   ##
==========================================
- Coverage   84.45%   84.14%   -0.32%     
==========================================
  Files         119      119              
  Lines        6322     6356      +34     
==========================================
+ Hits         5339     5348       +9     
- Misses        983     1008      +25     

Impacted Files	Coverage Δ
etna/analysis/plotters.py	21.16% <24.24%> (+0.21%)	⬆️
etna/analysis/__init__.py	100.00% <100.00%> (ø)

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[iKintosh]

It seem I have found a bug =)

[iKintosh]

Are you sure it is self.nanmedian and not np.nanmedian?