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81cf07b
Add AutoML factory
markharley Aug 11, 2022
1f3f816
WIP
markharley Aug 11, 2022
049861b
Factor out default estimator selection to flaml.data
EgorKraevTransferwise Aug 11, 2022
1d08007
Add tasks entity
markharley Aug 11, 2022
165e28e
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Aug 11, 2022
3bf7b7c
Move TS specific data prep to AutoMLTS
markharley Aug 11, 2022
6015088
Add time series data model
markharley Aug 11, 2022
a42e9dd
Pre-pull commit
EgorKraevTransferwise Aug 11, 2022
1c921d8
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Aug 11, 2022
4c941cd
Another step towards refactor - test_forecast.py passes
EgorKraevTransferwise Aug 11, 2022
a2f262d
Prepare TS models for receiving TimeSeriesDataset's
EgorKraevTransferwise Aug 11, 2022
c1f1b20
bugfix
EgorKraevTransferwise Aug 11, 2022
0d4d6b2
Add time series data object
markharley Aug 11, 2022
36877c5
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Aug 11, 2022
f86396e
All forecast tests pass except test_numpy; no Prophet
EgorKraevTransferwise Aug 12, 2022
5871c32
Orbit is integrated, with degenerate search space. Prophet untested, …
EgorKraevTransferwise Aug 12, 2022
4886a66
All ts tests except numpy pass, no prophet
EgorKraevTransferwise Aug 15, 2022
366c038
Nicer variant of the Task class, still no prophet
EgorKraevTransferwise Aug 15, 2022
e074599
Factored out more stuff to the Task class; test_forecast passes excep…
EgorKraevTransferwise Aug 16, 2022
ae6a1d4
Further factoring out to use the task class throughout; test_forecast…
EgorKraevTransferwise Aug 16, 2022
4448f35
Further test fixes for the task class, test_forecast.py passes with p…
EgorKraevTransferwise Aug 16, 2022
eaf7a36
Multiscale decomposition of a dataframe, with test
EgorKraevTransferwise Aug 19, 2022
ef2d5af
Tweaks to TimeSeriesDataset as part of multiscale progress
EgorKraevTransferwise Aug 26, 2022
95cee71
First full cycle of multiscale ARIMA, with tests
EgorKraevTransferwise Aug 26, 2022
a66ac9f
Fix test_forecast
EgorKraevTransferwise Aug 26, 2022
2e4aee3
Minor fix, now model actually produces reasonable-ish output
EgorKraevTransferwise Aug 26, 2022
64e4f25
Testing out ARIMA parameters
EgorKraevTransferwise Aug 29, 2022
2580f88
Tidy up time series-related dir structure
EgorKraevTransferwise Aug 29, 2022
1751e38
Tidy up time series-related dir structure, ts tests pass like before
EgorKraevTransferwise Aug 29, 2022
50114b1
Fix minor bug in DataTransformerTS; 2 tests fail
EgorKraevTransferwise Aug 29, 2022
d25f75d
Fix ts classification test; CV still broken
EgorKraevTransferwise Sep 2, 2022
a6bb50f
Pass whole TimeSeriesDataset to search_space(); CV still broken
EgorKraevTransferwise Sep 2, 2022
33c5341
Use data.next_scale() to set search space params; CV still broken
EgorKraevTransferwise Sep 2, 2022
723a765
First cut of search over data enrichment; CV still broken
EgorKraevTransferwise Sep 2, 2022
8378cea
Fix tests
EgorKraevTransferwise Sep 2, 2022
f0c4244
Fix duplicate enrich column bug
markharley Sep 4, 2022
e800e53
dir structure mild refactor
EgorKraevTransferwise Sep 5, 2022
f8a248a
More dir structure flattening
EgorKraevTransferwise Sep 5, 2022
2dba8d4
Factor default estimator list out to Task class
EgorKraevTransferwise Sep 5, 2022
5d6b93e
Fix import bug
EgorKraevTransferwise Sep 7, 2022
5d5285e
make _search_space() to classmethod, as it should be
EgorKraevTransferwise Sep 7, 2022
1c7b659
mild refactors in preparation to integrating multiscale search space
EgorKraevTransferwise Sep 8, 2022
096a33e
Mild refactor nudges for nested model search spaces
EgorKraevTransferwise Sep 8, 2022
9967707
Mild refactor nudges for nested model search spaces, all tests pass a…
EgorKraevTransferwise Sep 8, 2022
0906341
And another tiny refactor step, tests pass as before
EgorKraevTransferwise Sep 8, 2022
295fa75
More refactor steps, same result :)
EgorKraevTransferwise Sep 9, 2022
0fee0d3
Multiscale intergrated into models list, tests pass as before
EgorKraevTransferwise Sep 9, 2022
c04e43a
Multiscale integrated into models list, tests pass as before, except …
EgorKraevTransferwise Sep 9, 2022
3200e30
Fix minor issues that surfaced when trying to run on Wise daily data.…
EgorKraevTransferwise Sep 10, 2022
dc3648a
Add CV for time-series
markharley Sep 9, 2022
836abf2
Create forward dataframe for steps forecast
markharley Sep 11, 2022
710f622
Fix a few tests
markharley Sep 11, 2022
37a495e
Refactor TransformerTS to separate fit() and transform(). test_foreca…
EgorKraevTransferwise Sep 18, 2022
1982a1e
Merge branch 'main' into time-series-rebase
markharley Sep 18, 2022
50af108
Fix some tests post-merge
markharley Sep 18, 2022
dbe4487
Merge branch 'time-series-rebase' into time-series-extension
markharley Sep 18, 2022
be69ca3
Refactor TransformerTS to separate fit() and transform(). test_foreca…
EgorKraevTransferwise Sep 18, 2022
c8258df
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Sep 18, 2022
45d2b09
Fix a couple of tests for panel TS
markharley Sep 18, 2022
ccf7843
CV step for TS that doesn't equal to period
EgorKraevTransferwise Sep 18, 2022
e45bbb5
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Sep 18, 2022
ad04a8b
Fix multiscale tests
EgorKraevTransferwise Sep 19, 2022
b39c551
Fix multiclass test due to search space type
markharley Sep 19, 2022
b2d0a24
Merge branch 'time-series-extension' of github.com:markharley/FLAML i…
markharley Sep 19, 2022
71ce9e9
Clean up timestamp feature creation; test_forecast passes
EgorKraevTransferwise Sep 19, 2022
b70e621
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Sep 19, 2022
1582055
Fix tests
markharley Sep 19, 2022
de5d714
Merge branch 'time-series-extension' of github.com:markharley/FLAML i…
markharley Sep 19, 2022
37975ad
Tweak (S)ARIMA search space
EgorKraevTransferwise Sep 19, 2022
8db8515
Fix all but one last test
markharley Sep 19, 2022
3c576d0
Fix final test (hopefully :) )
EgorKraevTransferwise Sep 19, 2022
bd5756d
Merge branch 'time-series-extension' of https://github.com/markharley…
EgorKraevTransferwise Sep 19, 2022
93770e6
Tidied up and removed commented code
markharley Sep 19, 2022
75f909f
Removed new models for refactor PR
markharley Sep 19, 2022
fafd652
Remove commented code from data.py
markharley Sep 19, 2022
58f24b3
Apply suggestions regarding relative imports
markharley Oct 2, 2022
d36f586
Revert line endings in ml.py and model.py
markharley Oct 2, 2022
2d7ea0c
Add dataclasses req for Python3.6
markharley Oct 2, 2022
6312443
Fix relative import depth
markharley Oct 2, 2022
7412741
Fix mistaken Task->GenericTask replacements
markharley Oct 2, 2022
1134d28
Remove unused holidays dependency
markharley Oct 2, 2022
85c62ba
Remove additional dataclasses dep in tests extras
markharley Oct 2, 2022
3ef72e3
Fix relative import depth in nlp subpackage
markharley Oct 2, 2022
e77b8e5
Revert suggest.py to DOS line endings
markharley Oct 2, 2022
aa5f029
Revert another instance of mistaken Task->GenericTask
markharley Oct 2, 2022
2fef7bc
Merge remote-tracking branch 'origin/main' into task-based-refactor
markharley Oct 2, 2022
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4 changes: 2 additions & 2 deletions .flake8
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
[flake8]
ignore = E203, E266, E501, W503, F403, F401, C901
ignore = E203, E266, E402, E501, E731, W503, F403, F401, C901
max-line-length = 127
max-complexity = 10
select = B,C,E,F,W,T4,B9
select = B,C,E,F,W,T4,B9
4 changes: 4 additions & 0 deletions flaml/automl/__init__.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,4 @@
from .automl import logger_formatter, size, AutoML
from .state import SearchState, AutoMLState

__all__ = ["AutoML", "logger_formatter", "size"]
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