Feature/information criteria get_fitted_params#942
Feature/information criteria get_fitted_params#942fkiraly merged 6 commits intosktime:mainfrom ltsaprounis:feature/information-criteria-get_fitted_params
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fkiraly
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Nice! Looks good from my side. Must have been fiddly to find where the parameters are...
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Regarding this question:
A very valid point - do we want to separate fitted parameters from things like summaries or inspection? The MLJ package, where I've co-designed the interfaces, does separate this, and I think it's a good idea - see During the dev days later this month, we'll probably refactor the interfaces, and this may be one thing we add - feel free to join. |
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@mloning, have you had a look at this? |
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I agree @fkiraly, fitted parameters are different from summary statistics of the model, so suggest to create a separate interface for them. |
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Thanks @mloning and @fkiraly. I think this is the right call, it felt wrong to put AIC etc. in the same place as the fitted model parameters. Do you think I should keep going with this PR and implement the function to get summary statistics here? or is it more appropriate to do it in a separate PR (maybe linked to #944 ). |
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I suggest to work on the interface first in a separate PR, before we start adding it to concrete implementations. |
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hm, @mloning, I would suggest we merge this and then perhaps later move it to the other interface - or this nice contribution may be buried under refactors and commits on top? Rationale being, moving it from |
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2 approvals, so can be merged now. |
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@ltsaprounis, I think @mloning and I have aligned that we'll merge this and then later re-factor along #971. Would you like to merge? |
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merged due to dependencies and 2 approvals |
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Sorry @fkiraly I was on holidays for the past few days and nowhere near my laptop. Just realised Github has an "out of office" option... Looks good to me, thanks for merging! |
Reference Issues/PRs
Fixes #931
What does this implement/fix? Explain your changes.
Adding the available information criteria (AIC, AICc, BIC, HQIC) for various forecasting algorithms.
TBATS and BATS did not have a get_fitted_params method so I added it in the adapter there. Maybe we'll want to add additional parameters returned there.
Does your contribution introduce a new dependency? If yes, which one?
No
What should a reviewer concentrate their feedback on?
Is get_fitted_params the right place to return those? maybe a similar function e.g. get_fit_results is more appropriate.
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