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Fix/RegressionEnsemble.extreme_lags when models use only covariates lags #1942

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merged 9 commits into from Aug 11, 2023

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madtoinou
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Fixes #1867.

Summary

When forecasting models don't use target lags, RegressionEnsembleModel.extreme_lags directly returns EnsembleModel.extreme_lags instead of subtracting regression_train_n_points to min_target_lags (which is None).

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codecov-commenter commented Aug 9, 2023

Codecov Report

Patch coverage: 100.00% and project coverage change: -0.01% ⚠️

Comparison is base (dbed6be) 93.87% compared to head (28f837c) 93.87%.

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Additional details and impacted files
@@            Coverage Diff             @@
##           master    #1942      +/-   ##
==========================================
- Coverage   93.87%   93.87%   -0.01%     
==========================================
  Files         132      132              
  Lines       12675    12663      -12     
==========================================
- Hits        11899    11887      -12     
  Misses        776      776              
Files Changed Coverage Δ
...ts/models/forecasting/regression_ensemble_model.py 98.61% <100.00%> (+0.03%) ⬆️

... and 6 files with indirect coverage changes

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@dennisbader dennisbader left a comment

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Thanks for this @madtoinou. I added the two comments we discussed.
Let me know when I can re-review.

CHANGELOG.md Outdated Show resolved Hide resolved
darts/models/forecasting/regression_ensemble_model.py Outdated Show resolved Hide resolved
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@dennisbader dennisbader left a comment

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Thanks @madtoinou 🥳

@dennisbader dennisbader merged commit b3463ea into master Aug 11, 2023
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@dennisbader dennisbader deleted the fix/reg_ens_extreme_lags branch August 11, 2023 07:54
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RegressionEnsembleModel does not handle extreme_lags properly[BUG]
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