automl/auto-sklearn

TimeSeries Split

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#501 创建于 2018年6月26日

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 (20 评论) (0 反应) (0 负责人)Python (7,270 star) (1,265 fork)batch import
Good first issueenhancement

描述

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

贡献者指南

技术栈
python
领域
machine learning
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
4
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
over 1 week
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
stale
清晰度议题是否清楚说明期望改动、验收标准和下一步。
needs investigation
前置要求
Basic knowledge of time seriesFamiliarity with scikit learn cross validationUnderstanding of auto sklearn API
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
25
研究方向
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.