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Adds a small section to plot a beeswarm plot using shap. Useful to also visualize the density of the features and their associated SHAP values.

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github-actions bot commented Apr 16, 2025

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 0.4992 0.452 0.0045 0.0038

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 0.4418 0.4621 0.0042 0.0035

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 178.293 268.137 269.23 1331.02
mape 0.0234 0.0311 0.0304 0.1692
mse 121586 219496 213677 4.68961e+06
total_time 0.4059 0.565 0.0046 0.0055

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 465.454 346.978 398.956 1119.26
mape 0.062 0.0436 0.0512 0.1583
mse 834903 403769 656723 3.17316e+06
total_time 0.5109 0.6718 0.0054 0.0048

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 558.684 459.764 602.926 1340.95
mape 0.0697 0.0565 0.0787 0.17
mse 1.2272e+06 739132 1.61572e+06 6.04619e+06
total_time 0.5707 0.6973 0.0053 0.0049

Plot:

@marcopeix marcopeix marked this pull request as ready for review April 22, 2025 14:08
@marcopeix marcopeix requested review from cchallu and elephaint April 22, 2025 14:08
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@elephaint elephaint left a comment

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LGTM!

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2 participants