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Add TreeFeatureSelectionTransform #229

Merged
merged 8 commits into from
Oct 29, 2021
Merged

Add TreeFeatureSelectionTransform #229

merged 8 commits into from
Oct 29, 2021

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Mr-Geekman
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@Mr-Geekman Mr-Geekman commented Oct 27, 2021

IMPORTANT: Please do not create a Pull Request without creating an issue first.

Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Type of Change

  • Examples / docs / tutorials / contributors update
  • Bug fix (non-breaking change which fixes an issue)
  • Improvement (non-breaking change which improves an existing feature)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)

Proposed Changes

Add TreeFeatureSelectionTransform that can select regressors.

Related Issue

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@Mr-Geekman Mr-Geekman added the enhancement New feature or request label Oct 27, 2021
@Mr-Geekman Mr-Geekman self-assigned this Oct 27, 2021
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codecov-commenter commented Oct 27, 2021

Codecov Report

Merging #229 (8b94bc8) into master (288c5a9) will increase coverage by 0.21%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #229      +/-   ##
==========================================
+ Coverage   86.13%   86.35%   +0.21%     
==========================================
  Files          87       88       +1     
  Lines        4134     4199      +65     
==========================================
+ Hits         3561     3626      +65     
  Misses        573      573              
Impacted Files Coverage Δ
etna/transforms/__init__.py 100.00% <100.00%> (ø)
etna/transforms/feature_importance.py 100.00% <100.00%> (ø)

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df_transformed = transform.fit_transform(df)

for segment in ts_with_regressors.segments:
for column in df_transformed.columns.get_level_values("feature"):
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 shouldn't it be

Suggested change
for column in df_transformed.columns.get_level_values("feature"):
for column in set(df_transformed.columns.get_level_values("feature")):

?

@Mr-Geekman Mr-Geekman marked this pull request as ready for review October 29, 2021 12:18
@julia-shenshina julia-shenshina merged commit 02afa66 into master Oct 29, 2021
@iKintosh iKintosh deleted the ETNA-865 branch November 18, 2021 15:50
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3 participants