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[Doc] Added baseline experiments and minor protection to Normality reconciler #203

Merged
merged 10 commits into from
Jun 15, 2023
Merged

[Doc] Added baseline experiments and minor protection to Normality reconciler #203

merged 10 commits into from
Jun 15, 2023

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kdgutier
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@kdgutier kdgutier commented Jun 9, 2023 •
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  • Added baseline experiments.
  • Minor catch to warnings in Normality reconciler to avoid redundant 'RuntimeWarning: covariance is not positive-semidefinite.' message. By definition, the sampled multivariate Normal is rank-defficient.

@kdgutier kdgutier requested a review from cchallu June 9, 2023 18:15
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@AzulGarza AzulGarza self-requested a review June 12, 2023 19:17
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AzulGarza requested changes Jun 12, 2023
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Nice @kdgutier! The catch_warnings it’s an excellent addition. 🙌

I would suggest making these kinds of changes in separate PRs so we can be more modular and precise in the release notes of the library. For example, ideally, in the release notes, we will have a note on the catch_warnings and a different note about adding the baseline experiments.

I just left a couple of questions and suggestions.

experiments/hierarchical_baselines/src/run_baselines.py Outdated Show resolved Hide resolved
experiments/hierarchical_baselines/src/run_baselines.py Outdated Show resolved Hide resolved
hierarchicalforecast/probabilistic_methods.py Show resolved Hide resolved
@AzulGarza AzulGarza self-requested a review June 14, 2023 23:50
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AzulGarza approved these changes Jun 14, 2023
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Thank you @kdgutier! Nice improvements. The community will benefit a lot from the hierarchical baselines scripts.

@AzulGarza AzulGarza merged commit 5b5bee2 into main Jun 15, 2023
@AzulGarza AzulGarza deleted the doc/run_baselines branch June 15, 2023 07:59
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@AzulGarza AzulGarza AzulGarza approved these changes

@cchallu cchallu Awaiting requested review from cchallu

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@kdgutier @AzulGarza