-
Notifications
You must be signed in to change notification settings - Fork 863
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Feat/output chunk length regression model (#761)
* fix multicollinearity in regression ensemble model tests causing exploding coefficients * reset seed to intial value * add output_chunk_length parameter to regression model * add output_chunk_length to fit method of regressionmodel * add check if model support multi output regression natively * remove _shift_matrices test * update the LightGBMModel * update linear regression model * update random forest regression model * update LightGBMModel docstring * use dict for lags in regressionmodel and adjust all models and tests accordingly * reformat regression_ensemble_model using pre-commit * reformat test_regression_models with pre-commit * shorten comment line length * remove unused import to pass flake8 * reformat with black * reformat with black * update docstring of _create_lagged_data * reformat using black * improve error message when unable to build any samples to fit and when input_dim doesn't match * return self at the end of fit() in regressionmodel * remove numpydoc type hints and add n_jobs_multioutput_wrapper parameter to fit() * add comments
- Loading branch information
Showing
7 changed files
with
725 additions
and
602 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.