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Fix/RegressionEnsemble with single model regressor and coef access in LinearRegressionModel #2205

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merged 7 commits into from
Feb 5, 2024

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madtoinou
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Fixes #2200.

Summary

  • prevent creation of RegressionEnsemble with a regression_model with multi_models=False as it would require additional forecasts (and potentially auto-regression) from the forecasting_models when calling predict().
  • overwrite the model attribute of probabilistic LinearRegressionModel with the sub-models containers to make the access of the coefficients more intuitive

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Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (8cb04f6) 93.88% compared to head (1b17123) 93.87%.

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Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2205      +/-   ##
==========================================
- Coverage   93.88%   93.87%   -0.02%     
==========================================
  Files         135      135              
  Lines       13425    13413      -12     
==========================================
- Hits        12604    12591      -13     
- Misses        821      822       +1     

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@dennisbader dennisbader left a comment

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Thanks for this fix @madtoinou, looks great! 🚀
Just the changelog entry, then we're good to go 💯

darts/models/forecasting/regression_ensemble_model.py Outdated Show resolved Hide resolved
@dennisbader dennisbader merged commit 5b05d2b into master Feb 5, 2024
7 of 9 checks passed
@dennisbader dennisbader deleted the fix/rem_reg_model branch February 5, 2024 13:26
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Get coefficients of Regression and RegressionEnsemble model
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