Merge remote-tracking branch 'origin/split-ci' into test-change-in-fo…

…recasting

* origin/split-ci:
  control pytest configuration
  [MNT] [Dependabot](deps-dev): Update arch requirement from <6.2.0,>=5.6.0 to >=5.6.0,<6.3.0 (sktime#5392)
  [BUG] `statsforecast 1.6.0` compatibility - fix argument differences between `sktime` and `statsforecast` (sktime#5393)
  [BUG] `statsforecast 1.6.0` compatibility - in `statsforecast` adapter, fixing `RuntimeError: dictionary changed size during iteration` (sktime#5317)
  [DOC] fix typo in classification notebook (sktime#5390)
  [DOC] fix broken docstring example of `AlignerDtwNumba` (sktime#5374)
  [ENH] incremental testing to also test if any parent class in sktime has changed (sktime#5379)
  [ENH] simplified delegator interface to `dtw-python` based dynamic time warping distances (sktime#5348)
  [ENH] `YfromX` - probabilistic forecasts (sktime#5271)
  [ENH] removed py37.dockerfile and update doc entry for CI (sktime#5356)
  [ENH] lucky dynamic time warping distance and aligner (sktime#5341)
  [ENH] sensible default `_get_distance_matrix` for time series aligners (sktime#5347)
  [ENH] delegator for pairwise time series distances and kernels (sktime#5340)

.all-contributorsrc

@@ -2405,6 +2405,15 @@
         "bug",
         "code"
       ]
+    },
+    {
+      "login": "pirnerjonas",
+      "name": "Jonas Pirner",
+      "avatar_url": "https://avatars.githubusercontent.com/u/48887249?v=4",
+      "profile": "https://github.com/pirnerjonas",
+      "contributions": [
+        "doc"
+      ]
     }
   ]
 }

.github/actions/test-base/action.yml

@@ -4,6 +4,12 @@ inputs:
   python-version-identifier:
     description: python version to run tests
     required: true
+  sub-sample-estimators:
+    description: test only subset of estimators
+    required: true
+  test-affected-estimators:
+    description: test only modified estimators
+    required: true
 runs:
   using: composite
   steps:
@@ -17,7 +23,7 @@ runs:
       run: python3 -m pip install .[tests]
       shell: bash
     - name: unit test step
-      run: python3 -m pytest sktime/base
+      run: python3 -m pytest sktime/base --matrixdesign ${{ inputs.sub-sample-estimators }} --only_changed_modules ${{ inputs.test-affected-estimators }}
       shell: bash
     - name: test coverage step
       uses: codecov/codecov-action@v3

.github/actions/test-component/action.yml

@@ -7,6 +7,12 @@ inputs:
   python-version-identifier:
     description: python version to run tests
     required: true
+  sub-sample-estimators:
+    description: test only subset of estimators
+    required: true
+  test-affected-estimators:
+    description: test only modified estimators
+    required: true
 runs:
   using: composite
   steps:
@@ -20,7 +26,7 @@ runs:
       run: python3 -m pip install .[${{ inputs.sktime-component-identifier }},tests]
       shell: bash
     - name: unit test step
-      run: python3 -m pytest sktime/${{ inputs.sktime-component-identifier }}
+      run: python3 -m pytest sktime/${{ inputs.sktime-component-identifier }} --matrixdesign ${{ inputs.sub-sample-estimators }} --only_changed_modules ${{ inputs.test-affected-estimators }}
       shell: bash
     - name: test coverage step
       uses: codecov/codecov-action@v3

.github/workflows/test_all.yml

@@ -24,6 +24,8 @@ jobs:
         uses: ./.github/actions/test-base
         with:
           python-version-identifier: ${{ matrix.python-version }}
+          sub-sample-estimators: "False"
+          test-affected-estimators: "False"
   test_components:
     name: test individual components
     strategy:
@@ -55,3 +57,5 @@ jobs:
         with:
           sktime-component-identifier: ${{ matrix.sktime-component }}
           python-version-identifier: ${{ matrix.python-version }}
+          sub-sample-estimators: "False"
+          test-affected-estimators: "False"

.github/workflows/test_base.yml

@@ -42,3 +42,5 @@ jobs:
         uses: ./.github/actions/test-base
         with:
           python-version-identifier: ${{ matrix.python-version }}
+          sub-sample-estimators: "True"
+          test-affected-estimators: "True"

.github/workflows/test_components.yml

@@ -59,3 +59,5 @@ jobs:
         with:
           sktime-component-identifier: ${{ matrix.sktime-component }}
           python-version-identifier: ${{ matrix.python-version }}
+          sub-sample-estimators: "True"
+          test-affected-estimators: "True"

docs/source/api_reference/alignment.rst

@@ -38,6 +38,14 @@ Dynamic time warping
 
     AlignerDtwNumba
 
+.. currentmodule:: sktime.alignment.lucky
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    AlignerLuckyDtw
+
 
 Edit distance based aligners
 ----------------------------

docs/source/api_reference/dists_kernels.rst

@@ -113,6 +113,7 @@ Dynamic Time Warping Distances
     :template: class.rst
 
     DtwDist
+    DtwPythonDist
     DtwDistTslearn
     SoftDtwDistTslearn
 
@@ -124,6 +125,14 @@ Dynamic Time Warping Distances
 
     CtwDistTslearn
 
+.. currentmodule:: sktime.dists_kernels.lucky
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    LuckyDtwDist
+
 Time warping distances can also be obtained by composing ``DistFromAligner`` with
 a time warping aligner, see docstring of ``DistFromAligner``:
 

docs/source/developer_guide/continuous_integration.rst

@@ -157,8 +157,6 @@ with the image of name ``PYTHON_VERSION`` based on the following python versions
 +----------------+----------------+
 | Python version | PYTHON_VERSION |
 +================+================+
-|     3.7.16     |      py37      |
-+----------------+----------------+
 |     3.8.16     |      py38      |
 +----------------+----------------+
 |     3.9.16     |      py39      |
@@ -171,8 +169,8 @@ with the image of name ``PYTHON_VERSION`` based on the following python versions
 The dockerized tests can be also executed via `make <https://www.gnu.org/software/make/>`_,
 via the command ``make dockertest PYTHON_VERSION=<python version>``.
 The ``PYTHON_VERSION`` argument specifies the python version and is the same string as in the table above.
-For example, to execute the tests in the Python version ``3.7.16``,
-use ``make dockertest PYTHON_VERSION=py37``.
+For example, to execute the tests in the Python version ``3.8.16``,
+use ``make dockertest PYTHON_VERSION=py38``.
 
 
 Continuous integration

examples/02_classification.ipynb

@@ -1061,7 +1061,7 @@
    "cell_type": "markdown",
    "metadata": {},
    "source": [
-    "Evaluation is simila to `sklearn` classifiers - we split a dataset and evaluate performance on the test set.\n",
+    "Evaluation is similar to `sklearn` classifiers - we split a dataset and evaluate performance on the test set.\n",
     "\n",
     "This includes as additional steps:\n",
     "\n",

pyproject.toml

@@ -80,7 +80,7 @@ forecasting = [
     "statsforecast>=0.5.2,<1.7",
     "statsmodels>=0.12.1,<0.15",
     "tbats>=1.1,<1.2",
-    "arch>=5.6.0,<6.2.0",
+    "arch>=5.6.0,<6.3.0",
 ]
 networks = [
     "keras-self-attention>=0.51,<0.52",
@@ -139,15 +139,15 @@ all_extras = [
     "seaborn>=0.11.0",
     "seasonal",
     "skpro>=2.0.0,<2.1.0",
-    "statsforecast>=0.5.2,<1.6.0; python_version < '3.11'",
+    "statsforecast>=0.5.2,<1.7.0",
     "statsmodels>=0.12.1",
     "stumpy>=1.5.1; python_version < '3.11'",
     "tbats>=1.1.0",
     "tensorflow; python_version < '3.11'",
     "tsfresh>=0.17.0",
     "tslearn>=0.5.2,<0.6.0; python_version < '3.11'",
     "xarray",
-    "arch>=5.6.0,<6.2.0",
+    "arch>=5.6.0,<6.3.0",
 ]
 
 all_extras_pandas2 = [
@@ -175,15 +175,15 @@ all_extras_pandas2 = [
     "seaborn>=0.11.0",
     "seasonal",
     "skpro>=2.0.0,<2.1.0",
-    "statsforecast>=0.5.2,<1.6.0; python_version < '3.11'",
+    "statsforecast>=0.5.2,<1.7.0",
     "statsmodels>=0.12.1",
     "stumpy>=1.5.1; python_version < '3.11'",
     "tbats>=1.1.0",
     "tensorflow; python_version < '3.11'",
     "tsfresh>=0.17.0",
     "tslearn>=0.5.2,<0.6.0; python_version < '3.11'",
     "xarray",
-    "arch>=5.6.0,<6.2.0",
+    "arch>=5.6.0,<6.3.0",
 ]
 
 cython_extras = [

sktime/alignment/base.py

@@ -337,4 +337,17 @@ def _get_distance_matrix(self):
         distmat: an (n x n) np.array of floats, where n is length of X passed to fit
             [i,j]-th entry is alignment distance between X[i] and X[j] passed to fit
         """
-        raise NotImplementedError
+        # the default implementation assumes
+        # that the aligner can only align two sequences
+        if self.get_tag("capability:multiple-alignment", False):
+            raise NotImplementedError
+
+        import numpy as np
+
+        dist = self.get_distance()
+
+        distmat = np.zeros((2, 2), dtype="float")
+        distmat[0, 1] = dist
+        distmat[1, 0] = dist
+
+        return distmat

sktime/alignment/dtw_numba.py

@@ -110,8 +110,8 @@ class AlignerDtwNumba(BaseAligner):
     >>> from sktime.utils._testing.series import _make_series
     >>> from sktime.alignment.dtw_numba import AlignerDtwNumba
     >>>
-    >>> X0 = _make_series()  # doctest: +SKIP
-    >>> X1 = _make_series()  # doctest: +SKIP
+    >>> X0 = _make_series(return_mtype="pd.DataFrame")  # doctest: +SKIP
+    >>> X1 = _make_series(return_mtype="pd.DataFrame")  # doctest: +SKIP
     >>> d = AlignerDtwNumba(weighted=True, derivative=True)  # doctest: +SKIP
     >>> align = d.fit([X0, X1]).get_alignment()  # doctest: +SKIP
     """

sktime/alignment/dtw_python.py

@@ -9,7 +9,6 @@
 import pandas as pd
 
 from sktime.alignment.base import BaseAligner
-from sktime.utils.validation._dependencies import _check_soft_dependencies
 
 
 class AlignerDTW(BaseAligner):
@@ -18,30 +17,31 @@ class AlignerDTW(BaseAligner):
     Behaviour: computes the full alignment between X[0] and X[1]
         assumes pairwise alignment (only two series) and univariate
         if multivariate series are passed:
-            alignment is computed on univariate series with variable_to_align;
-            if this is not set, defaults to the first variable of X[0]
+        alignment is computed on univariate series with variable_to_align;
+        if this is not set, defaults to the first variable of X[0]
         raises an error if variable_to_align is not present in X[0] or X[1]
 
     Parameters
     ----------
     dist_method : str, optional, default = "euclidean"
         distance function to use, a distance on real n-space
-            one of the functions in `scipy.spatial.distance.cdist`
+        one of the functions in `scipy.spatial.distance.cdist`
     step_pattern : str, optional, or dtw_python stepPattern object, optional
         step pattern to use in time warping
         one of: 'symmetric1', 'symmetric2' (default), 'asymmetric',
-                and dozens of other more non-standard step patterns;
-                list can be displayed by calling help(stepPattern) in dtw
+        and dozens of other more non-standard step patterns;
+        list can be displayed by calling help(stepPattern) in dtw
     window_type : string, the chosen windowing function
         "none", "itakura", "sakoechiba", or "slantedband"
-            "none" (default) - no windowing
-            "sakoechiba" - a band around main diagonal
-            "slantedband" - a band around slanted diagonal
-            "itakura" - Itakura parallelogram
-    open_begin, open_end : boolean, optional, default=False
+        "none" (default) - no windowing
+        "sakoechiba" - a band around main diagonal
+        "slantedband" - a band around slanted diagonal
+        "itakura" - Itakura parallelogram
+    open_begin : boolean, optional, default=False
+    open_end: boolean, optional, default=False
         whether to perform open-ended alignments
-            open_begin = whether alignment open ended at start (low index)
-            open_end = whether alignment open ended at end (high index)
+        open_begin = whether alignment open ended at start (low index)
+        open_end = whether alignment open ended at end (high index)
     variable_to_align : string, default = first variable in X[0] as passed to fit
         which variable to use for univariate alignment
     """
@@ -203,39 +203,38 @@ def get_test_params(cls, parameter_set="default"):
 class AlignerDTWfromDist(BaseAligner):
     """Aligner interface for dtw-python using pairwise transformer.
 
-        uses transformer for computation of distance matrix passed to alignment
+    Uses transformer for computation of distance matrix passed to alignment.
 
-    Components
+    Parameters
     ----------
     dist_trafo: estimator following the pairwise transformer template
         i.e., instance of concrete class implementing template BasePairwiseTransformer
-
-    Parameters
-    ----------
     step_pattern : str, optional, default = "symmetric2",
-            or dtw_python stepPattern object, optional
+        or dtw_python stepPattern object, optional
         step pattern to use in time warping
         one of: 'symmetric1', 'symmetric2' (default), 'asymmetric',
-                and dozens of other more non-standard step patterns;
-                list can be displayed by calling help(stepPattern) in dtw
+        and dozens of other more non-standard step patterns;
+        list can be displayed by calling help(stepPattern) in dtw
     window_type: str  optional, default = "none"
         the chosen windowing function
         "none", "itakura", "sakoechiba", or "slantedband"
-            "none" (default) - no windowing
-            "sakoechiba" - a band around main diagonal
-            "slantedband" - a band around slanted diagonal
-            "itakura" - Itakura parallelogram
-    open_begin, open_end: boolean, optional, default=False
+        "none" (default) - no windowing
+        "sakoechiba" - a band around main diagonal
+        "slantedband" - a band around slanted diagonal
+        "itakura" - Itakura parallelogram
+    open_begin : boolean, optional, default=False
+    open_end: boolean, optional, default=False
         whether to perform open-ended alignments
-            open_begin = whether alignment open ended at start (low index)
-            open_end = whether alignment open ended at end (high index)
+        open_begin = whether alignment open ended at start (low index)
+        open_end = whether alignment open ended at end (high index)
     """
 
     _tags = {
         "capability:multiple-alignment": False,  # can align more than two sequences?
         "capability:distance": True,  # does compute/return overall distance?
         "capability:distance-matrix": True,  # does compute/return distance matrix?
         "python_dependencies": "dtw-python",
+        "python_dependencies_alias": {"dtw-python": "dtw"},
     }
 
     def __init__(
@@ -246,16 +245,6 @@ def __init__(
         open_begin=False,
         open_end=False,
     ):
-        """Construct instance."""
-        # added manually since dtw-python has an import alias
-        # default check from super.__init__ does not allow aliases
-        _check_soft_dependencies(
-            "dtw-python",
-            package_import_alias={"dtw-python": "dtw"},
-            severity="error",
-            obj=self,
-            suppress_import_stdout=True,
-        )
         super().__init__()
 
         self.dist_trafo = dist_trafo