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[FIX] Numerical stability scaling for timeseries forecasting tasks #467

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dengdifan
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@dengdifan dengdifan commented Aug 8, 2022

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Description

The current scaler implementation might scale to a very high value, as described in #462. This PR aims to restrict the range of the scaled values.

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codecov bot commented Aug 8, 2022

Codecov Report

Merging #467 (b20f26d) into development (faa1efd) will increase coverage by 0.14%.
The diff coverage is 100.00%.

@@               Coverage Diff               @@
##           development     #467      +/-   ##
===============================================
+ Coverage        85.50%   85.64%   +0.14%     
===============================================
  Files              231      231              
  Lines            16311    16314       +3     
  Branches          3012     3012              
===============================================
+ Hits             13946    13972      +26     
+ Misses            1527     1507      -20     
+ Partials           838      835       -3     
Impacted Files Coverage Δ
autoPyTorch/constants.py 100.00% <100.00%> (ø)
...cessing/time_series_preprocessing/scaling/utils.py 92.07% <100.00%> (+0.07%) ⬆️
...mponents/setup/forecasting_target_scaling/utils.py 92.63% <100.00%> (+2.20%) ⬆️
...ipeline/components/setup/network_backbone/utils.py 87.31% <0.00%> (-1.50%) ⬇️
...orch/pipeline/components/training/metrics/utils.py 88.00% <0.00%> (+2.00%) ⬆️
...omponents/training/data_loader/base_data_loader.py 94.66% <0.00%> (+2.66%) ⬆️
...ine/components/training/trainer/StandardTrainer.py 100.00% <0.00%> (+3.70%) ⬆️
...nts/setup/network_backbone/ConvNetImageBackbone.py 100.00% <0.00%> (+3.84%) ⬆️
...nts/setup/early_preprocessor/EarlyPreprocessing.py 91.42% <0.00%> (+5.71%) ⬆️
... and 5 more

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@ravinkohli ravinkohli changed the title Numerical stability scaling for timeseries forecasting tasks [FIX] Numerical stability scaling for timeseries forecasting tasks Aug 9, 2022
@ravinkohli ravinkohli added the bug Something isn't working label Aug 9, 2022
@ravinkohli ravinkohli merged commit 4bcc583 into automl:development Aug 9, 2022
github-actions bot pushed a commit that referenced this pull request Aug 9, 2022
@ravinkohli ravinkohli mentioned this pull request Aug 23, 2022
10 tasks
ravinkohli added a commit that referenced this pull request Aug 23, 2022
* [FIX] Documentation and docker workflow file (#449)

* fixes to documentation and docker

* fix to docker

* Apply suggestions from code review

* add change log for release (#450)

* [FIX] release docs (#452)

* Release 0.2

* Release 0.2.0

* fix docs new line

* [FIX] ADD forecasting init design to pip data files (#459)

* add forecasting_init.json to data files under setup

* avoid undefined reference in scale_value

* checks for time series dataset split (#464)

* checks for time series dataset split

* maint

* Update autoPyTorch/datasets/time_series_dataset.py

Co-authored-by: Ravin Kohli <[email protected]>

Co-authored-by: Ravin Kohli <[email protected]>

* [FIX] Numerical stability scaling for timeseries forecasting tasks (#467)

* resolve rebase conflict

* add checks for scaling factors

* flake8 fix

* resolve conflict

* [FIX] pipeline options in `fit_pipeline` (#466)

* fix update of pipeline config options in fit pipeline

* fix flake and test

* suggestions from review

* [FIX] results management and visualisation with missing test data (#465)

* add flexibility to avoid checking for test scores

* fix flake and test

* fix bug in tests

* suggestions from review

* [ADD] Robustly refit models in final ensemble in parallel (#471)

* add parallel model runner and update running traditional classifiers

* update pipeline config to pipeline options

* working refit function

* fix mypy and flake

* suggestions from review

* fix mypy and flake

* suggestions from review

* finish documentation

* fix tests

* add test for parallel model runner

* fix flake

* fix tests

* fix traditional prediction for refit

* suggestions from review

* add warning for failed processing of results

* remove unnecessary change

* update autopytorch version number

* update autopytorch version number and the example file

* [DOCS] Release notes v0.2.1 (#476)

* Release 0.2.1

* add release docs

* Update docs/releases.rst

Co-authored-by: Difan Deng <[email protected]>
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