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[WIP] Generative regression (workflow, scores, cross validation, prediction type) - #193

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kegl wants to merge 204 commits into

generative_regression_clean

Commits on Sep 7, 2020

Decoupled cv (#243)

kegl
and
Balazs Kegl
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87d6510
Update README.rst
kegl
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7fbae01

Commits on Sep 8, 2020

Update .travis.yml
kegl
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b7cdedd
adding --data-label (#245)
kegl
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864906d

Commits on Oct 16, 2020

Fixing ramp-leaderboard (#247)
kegl
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f9b1939

Commits on Oct 26, 2020

Merge branch 'master' into advanced
albertcthomas
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3eadb4d
add condition in circle push_doc (#253)
albertcthomas
authored
96f6efb

Commits on Nov 3, 2020

add install instruction for advanved
albertcthomas
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45cce46

Commits on Nov 27, 2020

Merge branch 'master' into advanced
albertcthomas
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1676d9d
hyperopt fix (#257)

gabriel-hurtado
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kegl
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ec8835e

Commits on Dec 3, 2020

Modefied ramp for generative wf

gabriel-hurtado
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albertcthomas
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85a533f
Added tests for new prediction type, generative regression

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23a68c8
Cleaned a bit

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19e0122
Renamed log likelihood for generation

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7c20ac5
Probabilities are normalized and bins are checked, test is included

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174ba01
convert all the nb to n

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64c6bf6
Started ensembling code

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53865c1
Loss could be negative

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534af70
Now different generative regressor wf can have their ow different number of bins

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b45630b
Added an optio for multi target generative regressors

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ad5c5d2
Solved problem for time series

gabriel-hurtado
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albertcthomas
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f32248e

Commits on Dec 4, 2020

Updated to work with RL loop

gabriel-hurtado
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c6d6347
Cleaned generative regression, now works with numpy and pandas

gabriel-hurtado
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8644271
Bugfix

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6ad07d8
Now accept arbitrary parameters

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c11756b
Added likelihood ratio

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c9f19b9
Bugfix on ramp

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e067a5d
Deleted an usefull line

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0f56708
Added seed

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955ebbc
Added the ability to indicate a broken time continuity in ts_feature_extractor

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bffb3c7
Now able to use restart info on the generative regressor

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e969a5f
Solved a bug for classical generative regressors

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b94d32b
Removed useless copy

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cdd654b
Minor change, log LK is bounded to avoid nan loss

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1604e78
bugfix, forgot one removed variable

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573cc0e
Added gaussian generative regressor

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e11866f
Changed representation of distributions

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ae0ea66
bugfix

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9895b7f
Adding other distributions, todo: implement uniform, and test it

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6abf6b6
Added uniform

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385872c
Cleaned a bit

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48e44d8
pep8

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ff730a8
Added minimal docstring

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f3e66aa
Solve masking bug

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b8fe552
Sampling working on dists

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b9fbe7b
passing current index to model

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09b42fa
Remove discrepencie

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230224f
Added combine

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b48afe9
new score file

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81aaac1
rename

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fa067c4
rename

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baf9ba5
fixed merging bug

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038c0e7
Reformating and added beta

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c7fad6b
Reformating, code more flexible now

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5ff8fac
Added cheat checker

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5bcc5ed
Bugfix on beta distrib

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b782b45
Updated ramp

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d5ab0d1
Exposed distribution dict for clearer interface, added cv based on system restarts

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bd41fdb
Updated test for gen reg

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85ad46b
Code refactoring

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6bff1ad
Removed unused line

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0356318
updated testing kit

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c28fe15
acrobot workflow

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8461c0c
dropping restart warning

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6b5c44a
dropping restart warning

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74548b5
dropping future deprecation warning

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9c9bd09
cosmetics

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10bf041
no extra actions

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2befe1f
more meaningful print message

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cc01476
Added vonmisses, folded gaussian and truncated gaussian distributions

gabriel-hurtado
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794ad00
more info in error trace

kegl
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87979e6
Return zero when x is outside support of pdf

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f16c67a
Bugfix

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a1876a6
Added pert distribution

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76f0e37
bugfix

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albertcthomas
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3601732
local changes, ready to merge

gabriel-hurtado
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albertcthomas
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95b5f3b
fixing combine

kegl
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5599b95
fixing blending

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a241daa
fixing blending

kegl
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2de8ce4
make blending more readable

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bc41939
creating training_output before using it

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545d60f
fixing one test

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f252e5b
fixing blending

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fa4c9b9
fixing blending

kegl
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albertcthomas
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ef57935
make blending more readable

kegl
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afa66e3
creating training_output before using it

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e40b5bd
patching testing

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4296df8
Bugfix

gabriel-hurtado
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8892a87
Bugfix

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03d9b96
Minor improvements

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dba11d4
making time series cv more robust to restart name

kegl
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7c1dd99
docstring for step and train + pep 8
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634747c
allow passing RandomState instance in step
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7c9d477
Bugfix

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ff3c832
force pd.DataFrame
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d206a84
Now submissions define their own order

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911fe8e
Added the ability to do multidim mdn

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88dc0ed
make generative_regressor use new import function
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de89f12
use sanitize=False because we can have open in the submissions
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5432b62
pep8, mu -> mean

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bec143a
pep8, verbose=False

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b0f6ef4
beautification, naming convention, comments

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443d7e4
beautification, naming convention, comments

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8425795
beautification, naming convention, comments

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272a2a5
restructuring, normalizing weights

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61a5c64
adding full pipeline, renaming auto to autoregression

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ead3cad
making time series future check optional

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c525fff
clean unwrapping of mixture components

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bc27154
dimension-wise LR score

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c6f74bd
dimension-wise scores

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4d35f29
rmse for generative regression

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73b5406
R2 score for mixture models

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afe2493
Kolmogorov Smirnov stats to measure calibratedness

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e604c69
Kolmogorov Smirnov lower the better

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d241bd5
adding lookahead check back

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186c90b
nb -> n

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1d91bd6
n_params in step
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8f26584
fixing bug in switching check off

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e55fdff
fixing bug in switching check off

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0a22977
missed points error

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9b7f84f
test refactoring
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c256897
deleting old bin-based likelihoods

kegl
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f9203cd
fix in step because of safety removal
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2ce715c
renaming

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cc89416
adding order to model

kegl
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1c8f7a5
Fixed step

gabriel-hurtado
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798e1a0
adding order to model

kegl
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72bde10
fixing some tests

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07f0fb1
Added MDN compatibility

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f925d35
ddebug

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1e69cc8
sample from multivariate gaussian in step for full gen reg
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9dccd9a
fix step generative regressor full
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deb07fb
make step work for non autoregressive setup
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fb35cd2
start adding docstrings for my future self
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846afad
verbose scores

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eb9b493
Unify workflows, decomposition submission attributes and cleaning

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62f03b4
possibility to pass restart=None
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611562a
restart_name no longer a list
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9b09abd
Removed double __init__

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10a5bee
docstring

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761ede3
Discrtibutions as scipy

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e70dba1
Fixed message

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e9dd1d3
Added evey scipy dist

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e22c180
typofix

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01b5132
Added a 'to y_pred' functionnality

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0848ffc
Cosmetics

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42824e3
Commented get_component

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f748c28
Updated docstring

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c7c938b
WIP: fix tests

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bc1b496
Updated tests

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d7d1bc9
Cosmetics

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55e9576
Comments and fixed step

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515ded3
comment

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98cd531
hotfix, the number of parameters was wrong for some distribs

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f44ed06
verbose

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27dabed
allow passing dataframe + n_burn_in + n_lookahead
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cf1aef0
extend train_is with burn_in and restart + shuffle CV
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eac5bab
update prediction type of generative regressors after decoupled cv
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a3912a8
fix in step when decomposition is None to pass numpy array: this is to be consistent with other decompositions
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49b0385
fix merge with advanced
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b382041
temporary fix for Series.nonzeros
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e9cf8bd
some cleaning in time_series cv
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35cefff
rm diff with master in nll score_types
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282028d
sc in test
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74176f2
Code cleaning and comments update

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b9fc307
Updated docstrings

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71e428f
Revreted naming order

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49e9f2d
Removed plotting, moved to separate branch

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b8e1405
sc in time_series cvs
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7cac295
missing MAX_MDN_PARAMS
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fba4ecf
n_dists -> n_components
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9f4c644
fix warning residuals == 0
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cbb8a2f

Commits on Dec 6, 2020

rm remaining plots in scores
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23ec2df
fix test after rebase
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e086202

Commits on Feb 11, 2021

Stochastic regression

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ae98322
Merge branch 'stochastic_regression' into 'generative_regression'
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4425043

Commits on Mar 5, 2021

Merge branch 'master' into advanced
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74686f7
Merge branch 'advanced' into generative_regression_clean
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b757bda
flake8
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f7e047c
flake8
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c00e178
add xarray in requirements
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ea0853c

Commits on Apr 8, 2021

refactoring time series cv

committed
2580c2b

Commits on Apr 21, 2021

vectorization
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8acfdee

Commits on Jul 5, 2021

Merge branch 'master' into generative_regression
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3d853f1
fix duplicate entry points after merge
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b0c2091

Commits on Jul 9, 2021

Merge branch 'vectorized_env' into generative_regression
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fbe9243

Commits on Jul 23, 2021

temp fix for sampling when n_burn_in > 1
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f71c380

Commits on Jul 29, 2021

inside episode cv + refactoring
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80b4075

Commits on Aug 3, 2021

no need of temp fix anymore in ts_fe_gen_reg
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3b11aff
revert "temp fix for sampling when n_burn_in > 1"
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f6fc8fa

Commits on Sep 13, 2021

add RollingInsideEpisode cv for learning curves
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aac1614

Commits on Dec 16, 2021

Commits on Jan 10, 2022

merged with master and resolved conflicts
abenechehab
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4ee80d7

Commits on Feb 8, 2024

alphabetic order

kegl
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8185d78
numpy based generative regressor and feature extractor workflow

gonzalezJohnas
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8ea6c44
partial training for generative regressors
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save retrain results when --save-output is True
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180db08