Fix Develop #156

Droxef · 2020-07-20T12:58:48Z

Fix PR #123

Summary

Correct Bugs from PR #123

…FourTheta doc(gridsearch): correct type in doc

…FourTheta

…or bugs

…it file

…FourTheta

* Add normalization choice * Add comment to be clearer * Correct the docs * clean the code and add a check on mean=0

…FourTheta

This reverts commit 47f16b8.

TheMP · 2020-07-22T11:33:19Z

darts/backtesting/backtesting.py

@@ -268,7 +268,7 @@ def forecasting_residuals(model: ForecastingModel,
    first_index = series.time_index()[model.min_train_series_length]

    # compute fitted values
-    p = backtest_forecasting(series, model, first_index, fcast_horizon_n, True, verbose=verbose)
+    p = backtest_forecasting(series, model, first_index, fcast_horizon_n, trim_to_series=True, verbose=verbose)


should this be a part of this PR?

It is a part of fixing the develop branch after searching the cause of bugs. But this is not caused by the PR #123
So yes, it doesn't belong to this PR

Wait so where exactly did this cause a bug? Because shouldn't line 274 make sure that the two series have the same indices anyways? I mean I think the change is good, because it should be (very) slightly more efficient. But I believe it would be good to have clearer scopes in individual PRs (don't get me wrong though, I'm guilty of this too).

My bad, there is no bug, because this function is only for univariate time series. I revert it.
Nonetheless, this parameter shouldn't be here, even if it does nothing for now.

TheMP · 2020-07-22T11:35:16Z

.github/workflows/merge.yml


 jobs:
  tests:
-    runs-on: ${{ matrix.os }}
+    runs-on: macos-latest


following the ticket from JIRA we agreed to:
"Run notebooks+unit tests+mac tests on PR and only unit tests on push"

shouldn't this workflow run all the test then and there should be a separate workflow for the push to the feature branch?

That was what I had before e77e94f
The problem is that on push and on pull-request triggers at the same time and we have duplicate tests.
I propose this solution to keep the chosen behavior
(PR and develop workflow run together on push devevelop and pull-request on develop, but on push on other branches, only develop workflow runs)

I didn't find a way to execute only the PR workflow on pull-request.
So if duplicate tests isn't bothering anyone, I can revert this.
What do you think?

It can be acceptable in the beginning to have second send of tests running during PR, as long as we don't run all the test suites on every push (it would take too long to execute).

IMO we should have every test that is needed in pull-requests otherwise the tests that are 'exclusive' only for push won't run on pull requests from forks. Like right now no tests were run on two prs from contributors.

This reverts commit f2843c0.

pennfranc · 2020-07-22T13:18:16Z

darts/tests/test_4theta.py

@@ -50,7 +50,7 @@ def test_theta(self):
        fourtheta.fit(series)
        forecast_theta = theta.predict(20)
        forecast_fourtheta = fourtheta.predict(20)
-        self.assertTrue((forecast_theta - forecast_fourtheta <= 1e-12).all()[0])
+        self.assertTrue((forecast_theta - forecast_fourtheta <= 1e-10).all()[0])


Did you test whether the output of the models is deterministic in this context?

You are right, the output is not deterministic, thus explaining the problem with one of the test (the precision error was doubled)

This reverts commit a074b35.

This reverts commit e77e94f.

hrzn · 2020-07-22T18:52:13Z

Is it possible to open two separate PRs: one for the workflows and one for the changes to the model/backtesting?

This reverts commit 03f2ffd.

…o feat/FourTheta

pennfranc · 2020-07-24T15:42:37Z

darts/models/exponential_smoothing.py

                 damped: Optional[bool] = False,
-                 seasonal: Optional[str] = 'additive',
+                 seasonal: Optional[ModelMode] = ModelMode.ADDITIVE,


Are the underlying string values of the enum still supported as argument values?

No, the raw strings are not suported anymore. We only accept the Enum members.
But to be backward-compatible, it can be interesting to accept both.

Droxef added 30 commits July 3, 2020 12:53

feat(4Theta): naive implementation of 4Theta model

01e1837

fix(theta): avoid NaN values in theta, and unnecessary season test

f6831be

feat(gridsearch): add possibility to compare with model.fitted_values

53ceeab

feat(4theta): add a method to auto select best model

7ae0803

Merge branch 'develop' of https://github.com/unit8co/darts into feat/…

4001009

…FourTheta doc(gridsearch): correct type in doc

refactor(4Theta): Specify univariate model

264ddf3

style(4Theta): Fix linter

e5bc790

style(4Theta): fix docstring

e951554

style(4Theta): Fix docstring

f596476

style(4Theta): Change link

b712c7d

style(4Theta): Correct docstring

dee5b0d

style(4theta): correct ticks in docstring

ba64351

Merge branch 'develop' of https://github.com/unit8co/darts into feat/…

36d99fe

…FourTheta

Merge branch 'develop' of https://github.com/unit8co/darts into feat/…

1dc5bb3

…FourTheta

refactor(4Theta): change different modes verification and add Enum

4d24f75

refactor(theta): replace all string modes by Enum

240cea4

test(backtesting): Add a test to verify if fitted_values exist

7d5dffa

Fix(Theta): Correct all Enums

b19cf97

fix(Theta): compare with enum members value instead. Correct some min…

bbd58cc

…or bugs

fix(4theta): move the creation of enums in init file

71aa8d3

test(4theta): Add 4Theta to autoregressive test. Move Enums to top in…

8286062

…it file

test(4theta): Add 4Theta specific test

af69e63

style(backtesting): fix lint

97f6956

test(4theta): Add another exception to test

97cff2a

ref(4Theta): mode.fitted_values is now a TimeSeries to be consistent

f6df487

style(Theta): rename mode to season_mode to be consistent w/ FourTheta

2bad4f7

Merge branch 'develop' of https://github.com/unit8co/darts into feat/…

49fafda

…FourTheta

docs(thetas): correct errors in the different docs

fe1b320

refactor(4Theta): Correct

fc04e68

* Add normalization choice * Add comment to be clearer * Correct the docs * clean the code and add a check on mean=0

refactor(backtesting): add a 'use_fitted_values' parameter

cae49f6

Droxef added 2 commits July 20, 2020 14:36

test(4theta): bigger tolerance for macos

c3da07b

Merge branch 'develop' of https://github.com/unit8co/darts into feat/…

5813f3a

…FourTheta

Droxef requested review from grll, hrzn, TheMP and pennfranc July 20, 2020 12:58

Droxef added 5 commits July 21, 2020 10:42

Revert "cd(workflows): merge develop and PR workflows"

28b329b

This reverts commit 47f16b8.

cd(workflows): all tests trigger on PR

03f2ffd

fix(workflow): remove duplicate tests

e77e94f

fix(workflow): correct develop worklow not on master

a074b35

refactor(ExpSmoothing): add enum to exponential smoothing use

9a27455

TheMP suggested changes Jul 22, 2020

View reviewed changes

Revert "fix(residuals): correct a function argument"

f92b1bf

This reverts commit f2843c0.

pennfranc reviewed Jul 22, 2020

View reviewed changes

Droxef added 4 commits July 22, 2020 15:53

Revert "fix(workflow): correct develop worklow not on master"

cfb0149

This reverts commit a074b35.

Revert "fix(workflow): remove duplicate tests"

7fb4f7a

This reverts commit e77e94f.

fix(test/4theta): correct non-deterministic behaviour in test

696abfa

Merge branch 'develop' into feat/FourTheta

412b995

Droxef added 2 commits July 23, 2020 11:36

Revert "cd(workflows): all tests trigger on PR"

bd8f1c1

This reverts commit 03f2ffd.

Merge branch 'feat/FourTheta' of https://github.com/unit8co/darts int…

8768490

…o feat/FourTheta

Droxef changed the title ~~Fix Develop and merge workflows~~ Fix Develop Jul 23, 2020

Droxef mentioned this pull request Jul 23, 2020

Fix PR workflow #165

Merged

pennfranc reviewed Jul 24, 2020

View reviewed changes

pennfranc self-requested a review July 24, 2020 15:55

pennfranc approved these changes Jul 24, 2020

View reviewed changes

TheMP approved these changes Jul 27, 2020

View reviewed changes

Merge branch 'develop' into feat/FourTheta

3b44282

TheMP merged commit db07c32 into develop Jul 27, 2020

LeoTafti deleted the feat/FourTheta branch October 15, 2020 07:51

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Fix Develop #156

Fix Develop #156

Droxef commented Jul 20, 2020 •

edited

TheMP Jul 22, 2020

Droxef Jul 22, 2020

pennfranc Jul 22, 2020

Droxef Jul 22, 2020

TheMP Jul 22, 2020

Droxef Jul 22, 2020

Droxef Jul 22, 2020

TheMP Jul 22, 2020

Kostiiii Jul 22, 2020

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hrzn commented Jul 22, 2020

pennfranc Jul 24, 2020

Droxef Jul 27, 2020

Fix Develop #156

Fix Develop #156

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Droxef commented Jul 20, 2020 • edited

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Droxef commented Jul 20, 2020 •

edited