automl/auto-sklearn

TimeSeries Split

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#501 opened on Jun 26, 2018

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 (20 comments) (0 reactions) (0 assignees)Python (7,270 stars) (1,265 forks)batch import
Good first issueenhancement

Description

The problem I want to use auto-sklearn on is a time-series. Can we modify sklearn to include cv with time series?

Contributor guide

Tech stack
python
Domain
machine learning
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
4
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
over 1 week
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
needs investigation
Prerequisites
Basic knowledge of time seriesFamiliarity with scikit learn cross validationUnderstanding of auto sklearn API
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
25
Research direction
Investigate existing time series cross validation in scikit learn (e.g., TimeSeriesSplit) and auto sklearn's current CV mechanism. Review the issue comments for user requirements and prior attempts. Propose a design for integrating time series CV into auto sklearn's pipeline, focusing on compatibility with existing grid search and model selection.