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Feat/probabilistic ensemble#1692

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dennisbader merged 32 commits intomasterunit8co/darts:masterfrom feat/probabilistic_ensembleunit8co/darts:feat/probabilistic_ensembleCopy head branch name to clipboardJun 2, 2023

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Commits on Apr 4, 2023

• feat: allow for probabilistic regression ensemble model by passing num_samples to the ensemble() method

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• fix: propagating the new argument to the baseline

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Commits on May 2, 2023

• Merge branch 'master' into feat/probabilistic_ensemble

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Commits on May 3, 2023

• feat: improved the definition of probabilistic EnsembleModel

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• doc: updating the docstring and quickstart to include information about probabilistic ensembles

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• doc: improved docstring for regression_model argument of RegressionEnsembleModel

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• feat: adding unittests

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• fix: updated EnsembleModel unittest that were covering RegressionEnsembleModel

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Commits on May 5, 2023

• feat: added 2 new parameters to control training of regression model with probabilistic forecasting models, NaiveEnsembleModel also properly ensemble such probabilistic models (takes into account n…

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• feat: simplify the ensembling method of NaiveEnsemble

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• doc: changed phrasing of the note about how to make EnsembleModel probabilistic

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• feat: improved the tests for stochastic naive ensemble

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• doc: added comments in regression ensemble tests, fixed a small typo in ensemble tests

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• fix: bug in samples reduction prior to regression model training

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• feat: improving the tests for regression ensemble model

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• fix: simplifiying tests synthax

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• Update CHANGELOG.md

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• fix: removed useless if else

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• Merge branch 'feat/probabilistic_ensemble' of https://github.com/unit8co/darts into feat/probabilistic_ensemble

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Commits on May 8, 2023

• Merge branch 'master' into feat/probabilistic_ensemble

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Commits on May 11, 2023

• feat: possible to not reduce the prediction for RegressionEnsembleModel, updated the tests accordingly

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Commits on May 15, 2023

• Merge branch 'master' into feat/probabilistic_ensemble

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Commits on May 16, 2023

• Merge branch 'master' into feat/probabilistic_ensemble

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Commits on May 24, 2023

• Apply suggestions from code review

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• fix: adressing reviewer comments

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• fix: ensemble with probabilistic forecasting models but deterministic regression cannot generate probabilistic forecast

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Commits on May 25, 2023

• fix: moving predict back to base ensemble class, removed horizontal stacking

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• Merge branch 'master' into feat/probabilistic_ensemble

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Commits on May 30, 2023

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• fix: addressing reviewer comments

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• merged with master

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Commits on Jun 2, 2023

• fix: mixed (proba and deter) forecasting models sampling for regressor training

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