iclaims data de-meaning #352
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ppstacy
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Feb 12, 2021
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Hi @wangzhishi, a quick question just want to understand why do we need to do de-meaning here?
just want to standardize the inputs for better optimization |
edwinnglabs
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Feb 13, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
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Feb 19, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
pushed a commit
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Feb 19, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
pushed a commit
that referenced
this pull request
Feb 19, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
pushed a commit
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Mar 27, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
pushed a commit
that referenced
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Mar 27, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
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Mar 27, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
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fix the logics of de-meaning in
load_iclaims()