-
Notifications
You must be signed in to change notification settings - Fork 872
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
Improved plot_splits
for time series splits
#1113
Merged
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
d-kleine
changed the title
Improved
Improved Nov 6, 2024
plot_splits
for time series splitsplot_splits
for time series splits
Test code: import pandas as pd
import numpy as np
from sklearn.datasets import make_regression
from sklearn.dummy import DummyRegressor
from sklearn.metrics import root_mean_squared_error, make_scorer
from sklearn.model_selection import cross_val_score
from mlxtend.evaluate import GroupTimeSeriesSplit
from mlxtend.evaluate.time_series import plot_splits
X_test, y_test = [], []
start_year = 2010
end_year = 2020
for year in np.arange(start_year, end_year):
X_year, y_year = make_regression(n_samples=5, n_features=2, bias=0, noise=1, random_state=year)
X_year = pd.DataFrame(X_year).rename(columns={0:'X1', 1:'X2'})
X_year['year'] = year
y_year = pd.Series(y_year)
X_test.append(X_year)
y_test.append(y_year)
X, y = pd.concat(X_test), pd.concat(y_test)
# modelisation
model = DummyRegressor(strategy="mean")
metric = root_mean_squared_error
cv_args = {"test_size": 1, 'n_splits': len(np.unique(X['year'])) - 1, 'window_type': 'rolling'}
cv = GroupTimeSeriesSplit(**cv_args)
scores = cross_val_score(model, X, y, cv=cv, groups=X['year'], scoring=make_scorer(metric))
plot_splits(X, y, X['year'], **cv_args) |
@rasbt What do you think about these improvements? |
rasbt
approved these changes
Nov 8, 2024
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
This looks really really good, thanks for the PR
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
Related issues or pull requests
fixes #1094
Pull Request Checklist
./docs/sources/CHANGELOG.md
file (if applicable)./mlxtend/*/tests
directories (if applicable)mlxtend/docs/sources/
(if applicable)PYTHONPATH='.' pytest ./mlxtend -sv
and make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g.,PYTHONPATH='.' pytest ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv
)flake8 ./mlxtend