Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Feat/model use static cov #1700

Merged
merged 15 commits into from Apr 11, 2023
Merged

Feat/model use static cov #1700

merged 15 commits into from Apr 11, 2023

Conversation

dennisbader
Copy link
Collaborator

@dennisbader dennisbader commented Apr 11, 2023

Summary

  • adds option whether model should use static covariates in case any are given to fit/predict (use_static_covariates)
  • enforces identical static covariates shape across train and predict series in case model uses static covariates.
  • moves add_static_covariates out of RegressionModel and into darts.utils.data.tabularization
  • simplify some of the static covariates tests as we now enforce same dimensionality across all series

@codecov-commenter
Copy link

codecov-commenter commented Apr 11, 2023

Codecov Report

Patch coverage: 100.00% and project coverage change: -0.10 ⚠️

Comparison is base (c497a03) 94.15% compared to head (1bbde1c) 94.06%.

❗ Current head 1bbde1c differs from pull request most recent head 61fdf42. Consider uploading reports for the commit 61fdf42 to get more accurate results

📣 This organization is not using Codecov’s GitHub App Integration. We recommend you install it so Codecov can continue to function properly for your repositories. Learn more

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #1700      +/-   ##
==========================================
- Coverage   94.15%   94.06%   -0.10%     
==========================================
  Files         125      125              
  Lines       11470    11446      -24     
==========================================
- Hits        10800    10767      -33     
- Misses        670      679       +9     
Impacted Files Coverage Δ
darts/models/forecasting/block_rnn_model.py 98.14% <ø> (-0.13%) ⬇️
darts/models/forecasting/catboost_model.py 100.00% <ø> (ø)
darts/models/forecasting/dlinear.py 100.00% <ø> (ø)
darts/models/forecasting/lgbm.py 100.00% <ø> (ø)
...arts/models/forecasting/linear_regression_model.py 94.54% <ø> (ø)
darts/models/forecasting/nbeats.py 98.07% <ø> (-0.04%) ⬇️
darts/models/forecasting/nhits.py 99.25% <ø> (-0.03%) ⬇️
darts/models/forecasting/random_forest.py 100.00% <ø> (ø)
darts/models/forecasting/rnn_model.py 97.61% <ø> (-0.09%) ⬇️
darts/models/forecasting/tbats_model.py 86.02% <ø> (ø)
... and 10 more

... and 6 files with indirect coverage changes

Help us with your feedback. Take ten seconds to tell us how you rate us. Have a feature suggestion? Share it here.

☔ View full report in Codecov by Sentry.
📢 Do you have feedback about the report comment? Let us know in this issue.

@dennisbader dennisbader merged commit 317f092 into master Apr 11, 2023
9 checks passed
@dennisbader dennisbader deleted the feat/model_use_static_cov branch April 11, 2023 14:10
alexcolpitts96 pushed a commit to alexcolpitts96/darts that referenced this pull request May 31, 2023
* adapt forecasting model to only optionally use static covariates

* adapt forecasting models to consider static covs or not

* add support for optional static covs to TFTModels

* added unittests for TFMs with optional static covs support

* add static cov option to all regression models

* adapt reg model add_static_covariates to enforce same dimensions

* add unit tests

* update add_static_covariates docs

* add static covariates lagged data tests

* adapt regression model static cov tests with new logic

* minor docs update

* call considers_static_covariates property instead of attribute
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

2 participants