Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Core Refactorization + Reconcilers.fit #128

Merged
merged 8 commits into from
Dec 13, 2022
Merged

Core Refactorization + Reconcilers.fit #128

merged 8 commits into from
Dec 13, 2022

Conversation

kdgutier
Copy link
Collaborator

@kdgutier kdgutier commented Dec 13, 2022

Refactorization of core.HierarchicalForecast.reconcile:

  • Simplified nested ifs and redundant conditions in core.reconcile.
  • Separated input's declaration from sampler's instantiation in core.reconcile.

To allow for sample method, added P, W memory and sampler instantiation to all reconcilers in methods.py:

  • Renamed reconcile -> fit_predict.

  • Added fit method that obtains self.P, self.W and instantiates self.sampler.

  • Momentarily: _get_sampler function.

  • Momentarily: Change notebooks tests to instantiate samplers within reconcilers.

  • Confirmed that all examples run and replicate previous work.

PENDING:

  • Declaration of predict, and sample reconciler methods.
  • Redefine reconcilers initialization to receive samplers mimicking NeuralForecasts loss modules.
  • Maybe add a fit method to samplers to allow for Reconcilers + sampler initialization.

@kdgutier kdgutier requested a review from cchallu December 13, 2022 16:09
@review-notebook-app
Copy link

Check out this pull request on  ReviewNB

See visual diffs & provide feedback on Jupyter Notebooks.


Powered by ReviewNB

@cchallu cchallu merged commit 61fa452 into main Dec 13, 2022
@cchallu cchallu deleted the core_refactor branch December 13, 2022 16:37
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants