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[ENH] New ts defaults & XGBoostArrayMixer #1191

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merged 8 commits into from
Sep 15, 2023
Merged

[ENH] New ts defaults & XGBoostArrayMixer #1191

merged 8 commits into from
Sep 15, 2023

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paxcema
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@paxcema paxcema commented Sep 8, 2023

Changelog:

  • Disable sktime and all related mixers.
  • Introduce an array variant for the XGBoost mixer: XGBoostArrayMixer.
  • Add XGBoostArrayMixer as default mixer. Initial tests suggest runtime should improve without too much loss in accuracy (even then, no actual config space is lost for power users, just default configs change)

lightwood/ensemble/best_of.py Outdated Show resolved Hide resolved
@@ -475,7 +475,7 @@ def test_8_time_series_double_grouped_regression(self):
target = 'MA'
order_by = 'saledate'
window = 8
for horizon in [1, 4]:
for horizon in [4]:
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@paxcema paxcema marked this pull request as ready for review September 15, 2023 00:13
@paxcema paxcema merged commit 0fa5389 into staging Sep 15, 2023
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@paxcema paxcema changed the title [ENH] New ts defaults [ENH] New ts defaults & XGBoostArrayMixer Sep 25, 2023
@paxcema paxcema mentioned this pull request Oct 26, 2023
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