Create forecasting prediction engine and conform time series forecasting API to estimator standards. #3910

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codemzs merged 21 commits into dotnet:master from codemzs:forecastingapi

Jul 1, 2019

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codemzs commented Jun 26, 2019 •

edited

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fixes #3862

codemzs changed the title ~~[WIP] New forecasting API~~ [WIP] Updated estimator based forecasting API

codemzs force-pushed the forecastingapi branch from b5b9ed6 to 5e63a77 Compare

June 28, 2019 05:42

codemzs changed the title ~~[WIP] Updated estimator based forecasting API~~ Create forecasting prediction engine and conform time series forecasting API to estimator standards.

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codemzs commented Jun 28, 2019 •

edited

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    /// Creates a clone of the transfomer. Used for taking the snapshot of the state.

update the comment to explain creation of multiple time series. #Resolved

Refers to: src/Microsoft.ML.TimeSeries/PredictionFunction.cs:33 in d54ec3d. [](commit_id = d54ec3d, deletion_comment = False)

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artidoro left a comment

We met in person to discuss what was still required in this PR.
The main things were:

TestEstimatorCore for the new estimator to test save, load, and schema comprehension
Some renaming to match IForcastingTransformer
Prediction engine should produce an IEnumerable of TOutput

One these are addressed I think this PR is ready to be checked in.

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codemzs added 5 commits

June 28, 2019 17:31


          forecast API.

50f04ca


          refactor code.

eae6a1d


          refactor code.

5362fdf


          fix.

28ed52d


          fix.

e0d79d8

codemzs added 12 commits

June 28, 2019 17:31


          fix.

5e4e5c0


          fix.

7c320cf


          fix.

9f04af9


          Update documentation.

db4ff6a


          fix.

16c7920


          Update documentation.

48ac2b5


          Update tests.

ac62642


          clean up tests.

8a44929


          Update with PR review comment and entrypoint for forecasting API.

c973d48


          Make GrowthRatio accessible in nimbus ML.

a431b7b


          update comments.

0a4aeba


          Add samples.

5904a53

ganik reviewed

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docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/Forecasting.cs Outdated Show resolved Hide resolved

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src/Microsoft.ML.TimeSeries/PredictionFunction.cs Outdated Show resolved Hide resolved


          PR feedback.

3927a5c

codemzs force-pushed the forecastingapi branch from 9e9ae13 to 3927a5c Compare

July 1, 2019 09:20

codemzs added 3 commits

July 1, 2019 03:09


          Add TestEstimatorCore, samples and misc PR feedback.

14b66b6


          update docs.

989fc80


          update entry points.

0d3027e

codemzs merged commit 3401d7c into dotnet:master

Dmitry-A pushed a commit to Dmitry-A/machinelearning that referenced this pull request


          Create forecasting prediction engine and conform time series forecast…

9a91d07

…ing API to estimator standards. (dotnet#3910)

* forecast API.

* refactor code.

* refactor code.

* fix.

* fix.

* fix.

* fix.

* fix.

* Update documentation.

* fix.

* Update documentation.

* Update tests.

* clean up tests.

* Update with PR review comment and entrypoint for forecasting API.

* Make GrowthRatio accessible in nimbus ML.

* update comments.

* Add samples.

* PR feedback.

* Add TestEstimatorCore, samples and misc PR feedback.

* update docs.

* update entry points.

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