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ktr lite house keeping #440

Merged
merged 6 commits into from
May 30, 2021
Merged

ktr lite house keeping #440

merged 6 commits into from
May 30, 2021

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edwinnglabs
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@edwinnglabs edwinnglabs commented May 23, 2021

  • revert level knots plot
  • refine tutorial
  • refine some plotting code

Description

It seems the older version of plot is more informative. I'm proposing to revert it with some better implementation.

Fixes #441

- revert level knots plot
- refine tutorial
- refine some plotting code
@edwinnglabs edwinnglabs added documentation Improvements or additions to documentation review needed need someone to review refactor Issues to remove tech debt or improve design labels May 23, 2021
@edwinnglabs edwinnglabs requested a review from wangzhishi May 23, 2021 21:11
Edwin Ng added 4 commits May 23, 2021 17:16
- [x] enhance unit test
- [x] relable pool
- [x] initializer of ktrlite
x for x in self._level_knot_dates if
(x <= df[self.date_col].max()) and (x >= df[self.date_col].min())
x for x in self._level_knot_dates if
(x <= df[self.date_col].values[-1]) and (x >= df[self.date_col].values[0])
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this is assuming that df is sorted by date_col, though this should be a requirement for our model.

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just curious if there is any special consideration in this change?

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i have some impression that is what we check by default in the see _validate_training_df under base template.

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LGTM!

@edwinnglabs edwinnglabs merged commit 47b76dd into dev May 30, 2021
@edwinnglabs edwinnglabs deleted the feat-house-keep branch May 30, 2021 02:21
edwinnglabs pushed a commit that referenced this pull request May 30, 2021
* ktr lite house keeping

- revert level knots plot
- refine tutorial
- refine some plotting code

* more house keeping

- [x] enhance unit test
- [x] relable pool
- [x] initializer of ktrlite

* notebook update

* Update test_ktrlite.py

* Update test_ktrlite.py

* add comment for stan_extract cleaning

Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs pushed a commit that referenced this pull request Jun 3, 2021
* ktr lite house keeping

- revert level knots plot
- refine tutorial
- refine some plotting code

* more house keeping

- [x] enhance unit test
- [x] relable pool
- [x] initializer of ktrlite

* notebook update

* Update test_ktrlite.py

* Update test_ktrlite.py

* add comment for stan_extract cleaning

Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs pushed a commit that referenced this pull request Jun 3, 2021
* Prediction Plot Bug Fix and Enhance (#428)

* Update plot.py

* fix bug and refine prediction plot

* Update quick_start.ipynb

* Update plot.py

* Predicion refactor (#430)

* resolve conflicts

* resolve conflicts

* rebase commit

* Prediction Plot Bug Fix and Enhance (#428)

* Update plot.py

* fix bug and refine prediction plot

* Update quick_start.ipynb

* Update plot.py

* rebase commit

* Refine KTRLite plotting and tutorial (#431)

* rebase from dev

* temp

* Update build_your_own_model.ipynb

* refine tutorials and ktrlite knots plotting

* Update ktrlite.ipynb

* palette and docstring

* more verbiage

Co-authored-by: Zhishi Wang <zhishiw@uber.com>

* Update build_your_own_model.ipynb

* Update build_your_own_model.ipynb

* Feat arviz (#433)

* arviz

* get_posterior_samples

* arviz plotting

* arviz demo

* rename

* fix kwargs

* refine plotting

* more robust way to extract signatures of orbit models (#438)

* more robust way to extract signatures of orbit models

* unit test for grid search

* replace regressor beta prior tuning with other params

* ktr lite house keeping (#440)

* ktr lite house keeping

- revert level knots plot
- refine tutorial
- refine some plotting code

* more house keeping

- [x] enhance unit test
- [x] relable pool
- [x] initializer of ktrlite

* notebook update

* Update test_ktrlite.py

* Update test_ktrlite.py

* add comment for stan_extract cleaning

Co-authored-by: Zhishi Wang <zhishiw@uber.com>

* ELBO Loss Extraction (#443)

* refine estimator to include training metrics for NUTS and SVI

* Update pyro_basic.ipynb

* add comment for stan_extract cleaning

Co-authored-by: Zhishi Wang <zhishiw@uber.com>

Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com>
Co-authored-by: Zhishi Wang <zhishiw@uber.com>

* use newly written arviz wrappers for diagnostic tutorial (#446)

* resolve conflicts

* rebase

* rebase with dev

* Update template.py

Co-authored-by: Zhishi Wang <zhishiw@uber.com>
Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com>
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KTRLite Enhancement
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