[ML-42739] Add custom forecasting data splits for automl_runtime #145
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Lanz-db
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wenfeiy-db
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Jul 18, 2024
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| while result[-1] <= max(df["ds"]) - horizon_dateoffset: | ||
| cutoff += period_dateoffset | ||
| if not (((df["ds"] > cutoff) & (df["ds"] <= cutoff + horizon_dateoffset)).any()): | ||
| if cutoff < df["ds"].max(): | ||
| closest_date = df[df["ds"] > cutoff].min()["ds"] | ||
| cutoff = closest_date - horizon_dateoffset | ||
| result.append(cutoff) |
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Can you add comments like those in L173-182? Would be very helpful for review and when we look back in the future. E.g. is the cutoff in result guaranteed to be an existing data point in df or not?
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Also i'm not completely sure whether simply reverting -= to += is just correct. I'll take a deeper look later
apeforest
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Jul 19, 2024
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Can you add more details in the PR description |
apeforest
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Jul 19, 2024
apeforest
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Jul 19, 2024
Lanz-db
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wenfeiy-db
approved these changes
Jul 25, 2024
| max_cutoff = max(df["ds"]) - horizon_dateoffset | ||
| while cutoff <= max_cutoff: | ||
| # If data does not exist in data range (cutoff, cutoff + horizon_dateoffset] | ||
| if (not (((df["ds"] > cutoff) & (df["ds"] <= cutoff + horizon_dateoffset)).any())) and (cutoff < df["ds"].max()): |
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Can we remove this redundant condition as we discussed (cutoff < df["ds"].max()?
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This PR enables custom forecasting data splits. There are three main changes.