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Refactor/1080 onehsot regressionmodels #1291

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merged 21 commits into from Nov 7, 2022

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eliane-maalouf
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Fixes #1080.

Summary

Refactors the RegressionModel class to provide a k_step ahead prediction with one model.
The option is still available to allow a model per future lag.

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codecov-commenter commented Oct 14, 2022

Codecov Report

Base: 93.84% // Head: 93.87% // Increases project coverage by +0.02% 🎉

Coverage data is based on head (fd8fa59) compared to base (2cb66b6).
Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #1291      +/-   ##
==========================================
+ Coverage   93.84%   93.87%   +0.02%     
==========================================
  Files          78       78              
  Lines        8503     8500       -3     
==========================================
- Hits         7980     7979       -1     
+ Misses        523      521       -2     
Impacted Files Coverage Δ
darts/models/forecasting/catboost_model.py 100.00% <ø> (ø)
darts/models/forecasting/gradient_boosted_model.py 100.00% <ø> (ø)
...arts/models/forecasting/linear_regression_model.py 94.91% <ø> (ø)
darts/models/forecasting/random_forest.py 100.00% <ø> (ø)
darts/models/forecasting/regression_model.py 98.22% <100.00%> (+0.04%) ⬆️
darts/utils/data/tabularization.py 100.00% <100.00%> (ø)
darts/timeseries.py 92.30% <0.00%> (-0.06%) ⬇️
...arts/models/forecasting/torch_forecasting_model.py 87.08% <0.00%> (-0.06%) ⬇️
darts/models/forecasting/block_rnn_model.py 98.24% <0.00%> (-0.04%) ⬇️
darts/models/forecasting/nhits.py 99.27% <0.00%> (-0.01%) ⬇️
... and 1 more

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This looks very solid to me as far as I can tell. Great job @eliane-maalouf 👏 and a super nice improvement!!

Before we can merge, could you add unit tests?
Also, you need to propagate the support to LinearRegressionModel, LGBM and Catboost (it's just about adding the parameters there).

darts/models/forecasting/regression_model.py Show resolved Hide resolved
darts/utils/data/tabularization.py Outdated Show resolved Hide resolved
darts/models/forecasting/regression_model.py Outdated Show resolved Hide resolved
@eliane-maalouf eliane-maalouf marked this pull request as ready for review November 1, 2022 15:22
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LGTM, great job @eliane-maalouf

@eliane-maalouf eliane-maalouf merged commit cab33a1 into master Nov 7, 2022
@madtoinou madtoinou deleted the refactor/1080-onehsot-regressionmodels branch July 5, 2023 21:55
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"one-shot" RegressionModels
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