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etna 1.13.0

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@alex-hse-repository alex-hse-repository released this 10 Oct 13:11
· 118 commits to master since this release
0b19dff

Highlights:

etna.auto module for pipeline greedy search with default pipelines pool
wandb sweeps and optuna examples

Full changelog:

Added

  • Add greater_is_better property for Metric (#921)
  • etna.auto for greedy search, etna.auto.pool with default pipelines, etna.auto.optuna wrapper for optuna (#895)
  • Add MinMaxDifferenceTransform (#955)
  • Add wandb sweeps and optuna examples (#338)

Changed

  • Make slicing faster in TSDataset._merge_exog, FilterFeaturesTransform, AddConstTransform, LambdaTransform, LagTransform, LogTransform, SklearnTransform, WindowStatisticsTransform; make CICD test different pandas versions (#900)
  • Mark some tests as long (#929)
  • Fix to_dict with nn models and add unsafe conversion for callbacks (#949)

Fixed

  • Fix to_dict with function as parameter (#941)
  • Fix native networks to work with generated future equals to horizon (#936)
  • Fix SARIMAXModel to work with exogenous data on pmdarima>=2.0 (#940)
  • Teach catboost to work with encoders (#957)