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Doc/data leak #2020

Merged
merged 7 commits into from
Oct 13, 2023
Merged

Doc/data leak #2020

merged 7 commits into from
Oct 13, 2023

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SimTheGreat
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@SimTheGreat SimTheGreat commented Oct 5, 2023

Fixes #644

Summary

  • adapts example notebooks to properly apply data transformation and avoid looka-head bias on validation set
  • adds callback darts.utils.callbacks.TFMProgressBar for TorchForecastingModels to customize at which model states the progress bar should be displayed (sanity checks, training, validation, prediction).

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codecov-commenter commented Oct 6, 2023

Codecov Report

Attention: 20 lines in your changes are missing coverage. Please review.

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Files Coverage Δ
...arts/models/forecasting/torch_forecasting_model.py 90.88% <100.00%> (ø)
darts/utils/callbacks.py 0.00% <0.00%> (ø)

... and 5 files with indirect coverage changes

📢 Thoughts on this report? Let us know!.

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@dennisbader dennisbader left a comment

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Hi @SimTheGreat, I made some changes to your branch to fix the issue with the progress bars and the large git diffs.

Also made some other changes:

  • improved the notebooks to load the models from the state with best performance on the validation set
  • fixed some leftover issue with data transformers
  • changed the way we call historical forecasts

As soon as tests pass, we can merge this one.

@dennisbader dennisbader merged commit f3bdbcf into unit8co:master Oct 13, 2023
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Update scaling in notebook(s) to avoid fitting scaler on val set
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