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Add params_to_tune for ma models #1193

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Mr-Geekman opened this issue Mar 30, 2023 · 1 comment
Closed

Add params_to_tune for ma models #1193

Mr-Geekman opened this issue Mar 30, 2023 · 1 comment
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enhancement New feature or request
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@Mr-Geekman
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Mr-Geekman commented Mar 30, 2023

🚀 Feature Request

Add params_to_tune for ma models.

Proposal

Suggested grid for `SeasonalMovingAverageModel:

{
    "window": IntUniform(low=1, high=10, step=1),
}

Suggested grid for MovingAverageModel:

{
    "window": IntUniform(low=1, high=10, step=1),
}

Suggested grid for NaiveModel:

{}

Suggested grid for DeadlineMovingAverageModel:

{
    "window": IntUniform(low=1, high=10, step=1),
}

To discuss:

  • Can we do something with seasonality parameter in SeasonalMovingAverageModel? The problem is that it depends on the data. For example, we can just keep the value that was put by the user and don't change it.
  • Can we do something with lag parameter in NaiveModel? The problem is that it depends on the type of pipeline that we use, the horizon and the data. We can't make lag smaller than horizon for Pipeline. We can make it bigger but does it make sense?
  • Should we tune seasonality of DeadlineMovingAverageModel?
    • Currently decided not to tune it.

Test cases

Look at #1184.

Additional context

No response

@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Mar 30, 2023
@Mr-Geekman Mr-Geekman added this to the AutoML 2.0 milestone Mar 30, 2023
@github-project-automation github-project-automation bot moved this to Specification in etna board Mar 30, 2023
@Mr-Geekman Mr-Geekman moved this from Specification to Todo in etna board Apr 3, 2023
@Mr-Geekman Mr-Geekman self-assigned this Apr 5, 2023
@Mr-Geekman Mr-Geekman moved this from Todo to In Progress in etna board Apr 5, 2023
@alex-hse-repository alex-hse-repository moved this from In Progress to In Review in etna board Apr 6, 2023
@Mr-Geekman
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Closed by #1208.

@github-project-automation github-project-automation bot moved this from In Review to Done in etna board Apr 6, 2023
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