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Config file algorithm specification #29
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ceholden
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- YATSM is now a baseclass for code reuse (plotting, predictions, etc) - YATSM also defines timeseries model interface resembling sklearn - `__init__` contains 'hyperparameters' - `fit` runs model; predict/plot/score methods for results - `__iter__` yields segment records over all segments - `__len__` defines how many segments in model - Move comission/omission/robust re-fits to postprocess.py - Temporarily breaks postprocessing in line/pixel CLI
ceholden
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Also now using YAML! See #30 |
ceholden
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- Add min_values/max_values in place of valid_range - CSV file has header - Use Pandas to parse CSV (so add as requirement) - Update examples - Bump version - Check for implementation of YATSM algorithm - Put YATSM algo class in config
ceholden
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ceholden
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- fit_indices were never used; fit all of Y as it is passed for a reason - pass `dates` to fit() rather than relying on ordinal dates in X - should be faster and less confusing - design_info isn't needed anymore; remove tie to X - test_indices lingers as not so hyper hyperparameter
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Make way for more timeseries algorithms within module by changing configuration file to be able to point to many different algorithms:
algorithms
yatsm
toccdc
and place intoalgorithms
submodule.YATSM
class toCCDCesque
algorithm
key underYATSM
section. The algorithm specified byalgorithm
key will be searched for as the section title from which to extract algorithm parameterization information.YATSM
section for options generic to all timeseries algorithms, likereverse
orrobust
.YATSM
(future,CCDCesque
) and place intoyatsm.algorithms.yatsm
. These will be parameterized inYATSM
metadata section.Propose change example:
It is very difficult to imagine specifying all arguments to a
sklearn
classifier or regression estimator via a config file. Things liken_alpha
could play well, but how would we specifyalphas = np.logspace(0.001, 30, 50)
? This proposed format sidesteps these concerns by requiring that regression options provide a pickled file fromsklearn.external.joblib
that already contains the parameterization desired. If thepickle
item is not provided, but the section is labeled, default to a pickle of an existing regression object packaged withyatsm
.Target v0.5.0 as milestone to coincide with another major rehaul (#28).
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