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enh: warn when overriding model in Azure endpoint #511

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merged 1 commit into from
Oct 29, 2024

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#478 added an automatic override of the model argument when using Azure endpoints, since only azureai is supported there. This adds a warning when that override happens, to let the user know we're performing that override.

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Experiment Results

Experiment 1: air-passengers

Description:

variable experiment
h 12
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 12.6793 11.0623 47.8333 76
mape 0.027 0.0232 0.0999 0.1425
mse 213.936 199.132 2571.33 10604.2
total_time 8.1778 1.74 0.0054 0.0041

Plot:

Experiment 2: air-passengers

Description:

variable experiment
h 24
season_length 12
freq MS
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 58.1031 58.4587 71.25 115.25
mape 0.1257 0.1267 0.1552 0.2358
mse 4040.21 4110.79 5928.17 18859.2
total_time 0.4911 1.5167 0.0046 0.0041

Plot:

Experiment 3: electricity-multiple-series

Description:

variable experiment
h 24
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 178.293 268.13 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121589 219485 213677 4.68961e+06
total_time 0.5565 1.507 0.0053 0.0048

Plot:

Experiment 4: electricity-multiple-series

Description:

variable experiment
h 168
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 465.497 346.972 398.956 1119.26
mape 0.062 0.0436 0.0512 0.1583
mse 835021 403760 656723 3.17316e+06
total_time 0.4966 0.4378 0.0056 0.0052

Plot:

Experiment 5: electricity-multiple-series

Description:

variable experiment
h 336
season_length 24
freq H
level None
n_windows 1

Results:

metric timegpt-1 timegpt-1-long-horizon SeasonalNaive Naive
mae 558.673 459.757 602.926 1340.95
mape 0.0697 0.0565 0.0787 0.17
mse 1.22723e+06 739114 1.61572e+06 6.04619e+06
total_time 0.6523 0.7231 0.0059 0.0052

Plot:

@jmoralez jmoralez marked this pull request as ready for review October 29, 2024 17:26
@jmoralez jmoralez merged commit 08a9f13 into main Oct 29, 2024
11 of 12 checks passed
@jmoralez jmoralez deleted the warn-azure-override branch October 29, 2024 17:54
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