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commit bad4c44 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 12:32:01 2025 +0100 Fixed issues commit 34fc3e5 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 11:41:01 2025 +0100 Added SkopsModelSerializer commit 3d54604 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 09:49:26 2025 +0100 Fixed comments commit 1788759 Merge: a2538b6 dea41c8 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 09:15:03 2025 +0100 Merge branch 'release/v4.0.0' into Openstef4.0.0_Additional_forecasters commit dea41c8 Author: Fleur Petit <[email protected]> Date: Wed Nov 12 08:45:48 2025 +0100 added iterative imputer (#737) * added iterative imputer Signed-off-by: Fleur Petit <[email protected]> * wip Signed-off-by: Fleur Petit <[email protected]> * fix warning using single feature with iterative impute Signed-off-by: Fleur Petit <[email protected]> * fix(example): fixed example docstring imputer Signed-off-by: Fleur Petit <[email protected]> * style: removed superfluous hash Signed-off-by: Fleur Petit <[email protected]> * docs: clarify 'selection' attribuut for iterative imputer strategy Signed-off-by: Fleur Petit <[email protected]> * docs: clarify 'selection' iterative strategy Signed-off-by: Fleur Petit <[email protected]> * chore: use _logger warning. test: small adjustments Signed-off-by: Fleur Petit <[email protected]> --------- Signed-off-by: Fleur Petit <[email protected]> commit a2538b6 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 21:14:10 2025 +0100 Update LGBM and LGBMLinear defaults, fixed comments commit 5745212 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 20:06:21 2025 +0100 Refactor LightGBM to LGBM commit 4394895 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 20:02:13 2025 +0100 fixed comments commit 29b1875 Author: Marnix van Lieshout <[email protected]> Date: Mon Nov 10 11:35:59 2025 +0100 fix: Retraining data bug Liander 2024 benchmark (#740) * WIP fixing bug Signed-off-by: Marnix van Lieshout <[email protected]> * Remove comment Signed-off-by: Marnix van Lieshout <[email protected]> * Clean up Signed-off-by: Marnix van Lieshout <[email protected]> * Fix start date Signed-off-by: Marnix van Lieshout <[email protected]> * Formatting Signed-off-by: Marnix van Lieshout <[email protected]> * Fix test Signed-off-by: Marnix van Lieshout <[email protected]> * Undo redundant changes Signed-off-by: Marnix van Lieshout <[email protected]> * Reset starting date Signed-off-by: Marnix van Lieshout <[email protected]> * Apply changes Signed-off-by: Marnix van Lieshout <[email protected]> * Formatting Signed-off-by: Marnix van Lieshout <[email protected]> * Ignore typing issue Signed-off-by: Marnix van Lieshout <[email protected]> * Alter while loop Signed-off-by: Marnix van Lieshout <[email protected]> * Remove redundant type Signed-off-by: Marnix van Lieshout <[email protected]> --------- Signed-off-by: Marnix van Lieshout <[email protected]>
…timization Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Squashed commit of the following: commit b5a3737 Author: Lars van Someren <[email protected]> Date: Tue Dec 16 14:11:38 2025 +0100 Moved example Signed-off-by: Lars van Someren <[email protected]> commit ab13581 Author: Lars van Someren <[email protected]> Date: Tue Dec 16 14:09:48 2025 +0100 Resolved comments, fixed bug Signed-off-by: Lars van Someren <[email protected]> commit ede0908 Author: Lars van Someren <[email protected]> Date: Tue Dec 16 12:10:27 2025 +0100 Streamline logging statements, Fix quality Signed-off-by: Lars van Someren <[email protected]> commit 3b6587a Author: Lars van Someren <[email protected]> Date: Tue Dec 16 12:06:50 2025 +0100 Fixed restore target Forecast Combiner Signed-off-by: Lars van Someren <[email protected]> commit 619c271 Author: Lars van Someren <[email protected]> Date: Tue Dec 16 11:22:32 2025 +0100 Migrated Flagger and Selector to OpenSTEF Models transforms Signed-off-by: Lars van Someren <[email protected]> commit 682ae2f Author: Lars van Someren <[email protected]> Date: Mon Dec 15 17:27:23 2025 +0100 Improved data handling in EnsembleForecasting model, correct data splitting and Model Fit Result. Validation and test data can now be fully used Signed-off-by: Lars van Someren <[email protected]> commit 780e012 Author: Lars van Someren <[email protected]> Date: Mon Dec 15 13:40:46 2025 +0100 Added hard Forecast Selection Signed-off-by: Lars van Someren <[email protected]> commit 845e384 Author: Lars van Someren <[email protected]> Date: Mon Dec 15 13:00:30 2025 +0100 Stacking Bugfix Signed-off-by: Lars van Someren <[email protected]> commit b10d02c Merge: 6f88d72 c9f135f Author: Lars van Someren <[email protected]> Date: Tue Dec 9 14:02:46 2025 +0100 Merge remote-tracking branch 'origin/research/ExplainableModelContributionsWFunctions' into research/HybridForecaster2.0 Signed-off-by: Lars van Someren <[email protected]> commit c9f135f Author: Lars van Someren <[email protected]> Date: Tue Dec 9 10:41:06 2025 +0100 small fix Signed-off-by: Lars van Someren <[email protected]> commit bedf6af Author: Lars van Someren <[email protected]> Date: Mon Dec 8 14:32:30 2025 +0100 fixed tests Signed-off-by: Lars van Someren <[email protected]> commit e6bc447 Author: Lars van Someren <[email protected]> Date: Mon Dec 8 14:00:55 2025 +0100 Fixes Signed-off-by: Lars van Someren <[email protected]> commit 354b6f2 Author: Lars van Someren <[email protected]> Date: Mon Dec 8 10:22:43 2025 +0100 Squashed commit of the following: commit 6f88d72 Author: Lars van Someren <[email protected]> Date: Mon Dec 8 09:46:57 2025 +0100 Bugfixes Signed-off-by: Lars van Someren <[email protected]> commit b44fd92 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 14:39:31 2025 +0100 bug fixes Signed-off-by: Lars van Someren <[email protected]> commit e212448 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 12:38:24 2025 +0100 fixes Signed-off-by: Lars van Someren <[email protected]> commit eb775e4 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 11:40:44 2025 +0100 BugFix Signed-off-by: Lars van Someren <[email protected]> commit c33ce93 Author: Lars van Someren <[email protected]> Date: Wed Dec 3 14:15:06 2025 +0100 Made PR Compliant Signed-off-by: Lars van Someren <[email protected]> commit 20edf2d Author: Lars van Someren <[email protected]> Date: Mon Dec 8 10:16:27 2025 +0100 fixes Signed-off-by: Lars van Someren <[email protected]> commit 6f88d72 Author: Lars van Someren <[email protected]> Date: Mon Dec 8 09:46:57 2025 +0100 Bugfixes Signed-off-by: Lars van Someren <[email protected]> commit 2899baf Author: lars800 <[email protected]> Date: Fri Dec 5 17:11:37 2025 +0100 Added Feature Contributions Residual Forecaster and Stacking Forecaster can now predict model contributions. Regular forecasters (EXCEPT LGBM Linear) can predict feature contributions commit 51579d0 Author: floriangoethals <[email protected]> Date: Thu Dec 4 15:38:19 2025 +0100 added learned weights contributions commit b44fd92 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 14:39:31 2025 +0100 bug fixes Signed-off-by: Lars van Someren <[email protected]> commit e212448 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 12:38:24 2025 +0100 fixes Signed-off-by: Lars van Someren <[email protected]> commit eb775e4 Author: Lars van Someren <[email protected]> Date: Thu Dec 4 11:40:44 2025 +0100 BugFix Signed-off-by: Lars van Someren <[email protected]> commit c33ce93 Author: Lars van Someren <[email protected]> Date: Wed Dec 3 14:15:06 2025 +0100 Made PR Compliant Signed-off-by: Lars van Someren <[email protected]> commit ece5d18 Author: Lars van Someren <[email protected]> Date: Wed Dec 3 13:31:43 2025 +0100 Small fix Signed-off-by: Lars van Someren <[email protected]> commit e18ce5a Author: Lars van Someren <[email protected]> Date: Wed Dec 3 13:29:20 2025 +0100 Prepared TODOs for Florian Signed-off-by: Lars van Someren <[email protected]> commit 9c6de7d Author: Lars van Someren <[email protected]> Date: Wed Dec 3 13:13:18 2025 +0100 Fixed tests Signed-off-by: Lars van Someren <[email protected]> commit ddef9f3 Author: Lars van Someren <[email protected]> Date: Tue Dec 2 15:34:34 2025 +0100 Major Refactor, Working Version Signed-off-by: Lars van Someren <[email protected]> commit b2fca54 Author: Lars van Someren <[email protected]> Date: Mon Dec 1 17:08:09 2025 +0100 fixed small issues Signed-off-by: Lars van Someren <[email protected]> commit 460548b Author: Lars van Someren <[email protected]> Date: Mon Dec 1 16:27:59 2025 +0100 Renamed FinalLearner to Forecast Combiner. Eliminated redundant classes Signed-off-by: Lars van Someren <[email protected]> commit 308d7c8 Author: Lars van Someren <[email protected]> Date: Fri Nov 28 15:47:43 2025 +0100 Really fixed the TOML Signed-off-by: Lars van Someren <[email protected]> commit e3a587c Author: Lars van Someren <[email protected]> Date: Fri Nov 28 15:43:45 2025 +0100 fixed toml Signed-off-by: Lars van Someren <[email protected]> commit 719ea5c Author: Lars van Someren <[email protected]> Date: Fri Nov 28 15:14:28 2025 +0100 Make PR compliant Signed-off-by: Lars van Someren <[email protected]> commit 4b3aff8 Author: Lars van Someren <[email protected]> Date: Fri Nov 28 15:09:13 2025 +0100 Ensemble Forecast Dataset Signed-off-by: Lars van Someren <[email protected]> commit c6749b3 Author: Lars van Someren <[email protected]> Date: Thu Nov 27 15:25:43 2025 +0100 PR compliant Signed-off-by: Lars van Someren <[email protected]> commit 88c6865 Author: Lars van Someren <[email protected]> Date: Thu Nov 27 09:15:15 2025 +0100 Fixes Signed-off-by: Lars van Someren <[email protected]> commit a300c27 Merge: 797eee7 d8d10a1 Author: Lars van Someren <[email protected]> Date: Wed Nov 26 14:49:40 2025 +0100 Merge remote-tracking branch 'origin/research/Hybrid_Business' into research/HybridForecaster2.0 Signed-off-by: Lars van Someren <[email protected]> commit 797eee7 Author: Lars van Someren <[email protected]> Date: Wed Nov 26 14:48:02 2025 +0100 Fix sample weights Signed-off-by: Lars van Someren <[email protected]> commit d8d10a1 Author: floriangoethals <[email protected]> Date: Wed Nov 26 14:30:21 2025 +0100 entered flagger feature in new architecture commit c484a26 Merge: 100494c 1d5d97d Author: Lars van Someren <[email protected]> Date: Wed Nov 26 10:56:20 2025 +0100 Merge branch 'research/BusinessRulesForecaster' into research/HybridForecaster2.0 Signed-off-by: Lars van Someren <[email protected]> commit 100494c Author: Lars van Someren <[email protected]> Date: Wed Nov 26 10:55:24 2025 +0100 Updated feature specification Signed-off-by: Lars van Someren <[email protected]> commit 1d5d97d Author: Lars van Someren <[email protected]> Date: Tue Nov 25 21:34:53 2025 +0100 RulesForecaster with dummy features Signed-off-by: Lars van Someren <[email protected]> commit c053ea5 Author: Lars van Someren <[email protected]> Date: Tue Nov 25 17:13:26 2025 +0100 added example to openstef Meta Signed-off-by: Lars van Someren <[email protected]> commit 140fe26 Author: Lars van Someren <[email protected]> Date: Tue Nov 25 17:08:44 2025 +0100 Added additional Feature logic to StackingForecaster Signed-off-by: Lars van Someren <[email protected]> commit 82795d9 Author: Lars van Someren <[email protected]> Date: Tue Nov 25 13:38:52 2025 +0100 Fixed benchmark references Signed-off-by: Lars van Someren <[email protected]> commit 976a2fc Author: Lars van Someren <[email protected]> Date: Tue Nov 25 13:27:49 2025 +0100 FinalLearner PreProcessor Signed-off-by: Lars van Someren <[email protected]> commit 1141898 Author: Lars van Someren <[email protected]> Date: Mon Nov 24 22:13:55 2025 +0100 Testing and fixes on Learned Weights Forecaster Signed-off-by: Lars van Someren <[email protected]> commit 3338be1 Author: Lars van Someren <[email protected]> Date: Mon Nov 24 21:05:22 2025 +0100 ResidualForecaster + refactoring Signed-off-by: Lars van Someren <[email protected]> commit f873f89 Author: Lars van Someren <[email protected]> Date: Mon Nov 24 11:59:07 2025 +0100 Introduced openstef_metalearning Signed-off-by: Lars van Someren <[email protected]> commit 553e2fd Author: Lars van Someren <[email protected]> Date: Fri Nov 21 20:08:39 2025 +0100 Fixed type Issues Signed-off-by: Lars van Someren <[email protected]> commit 72b1ca7 Author: Lars van Someren <[email protected]> Date: Fri Nov 21 20:04:43 2025 +0100 fix merge issue Signed-off-by: Lars van Someren <[email protected]> commit 5a54c4f Merge: 9b971d3 f476523 Author: Lars van Someren <[email protected]> Date: Fri Nov 21 20:03:48 2025 +0100 Merge remote-tracking branch 'origin/research/v4.1.0' into research/HybridForecaster2.0 commit f476523 Author: Lars van Someren <[email protected]> Date: Fri Nov 21 16:38:28 2025 +0100 Research/v4.1.0 additional forecasters (#765) * Added Lightgbm, LightGBM Linear Trees and Hybrid Stacking Forecasters * Fixed small issues * Ruff compliance * fixed quality checks * Fixed last issues, Signed-off-by: Lars van Someren <[email protected]> * fixed comments * Refactor LightGBM to LGBM * Update LGBM and LGBMLinear defaults, fixed comments * Fixed comments * Added SkopsModelSerializer * Fixed issues * Gitignore optimization and dev sandbox * Added MultiQuantileAdapter Class * small fix * Hybrid V2 * Small fix * Squashed commit of the following: commit 37089b8 Author: Egor Dmitriev <[email protected]> Date: Mon Nov 17 15:29:59 2025 +0100 fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752) * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available. Signed-off-by: Egor Dmitriev <[email protected]> * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution. Signed-off-by: Egor Dmitriev <[email protected]> * fix(#728): Updated xgboost to skip scaling on empty prediction. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Added parallelism parameters. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> commit a85a3f7 Author: Egor Dmitriev <[email protected]> Date: Fri Nov 14 14:31:34 2025 +0100 fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750) Signed-off-by: Egor Dmitriev <[email protected]> commit 4f0c664 Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:54:15 2025 +0100 feature: Disabled data cutoff by default to be consistent with openstef 3. And other minor improvements. (#748) commit 493126e Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:12:35 2025 +0100 fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747) * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> commit 6b1da44 Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:05:32 2025 +0100 feature: forecaster hyperparams and eval metrics (#746) * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions. Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Fixed issue where generic transform pipeline could not be serialized. Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature: standardized objective function. Added custom evaluation functions for forecasters. * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> * set silence * small fix * Fix final learner * fixed lgbm efficiency * updated lgbm linear params * Fixed type and quality issues * remove depricated files Signed-off-by: Lars van Someren <[email protected]> * change: Fixed dependencies to align more with the current release. Signed-off-by: Egor Dmitriev <[email protected]> * change: Style fixes. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Lars van Someren <[email protected]> Signed-off-by: Egor Dmitriev <[email protected]> Co-authored-by: Egor Dmitriev <[email protected]> commit 9b971d3 Author: Lars van Someren <[email protected]> Date: Fri Nov 21 16:33:31 2025 +0100 MetaForecasterClass Signed-off-by: Lars van Someren <[email protected]> commit 22688e0 Author: Lars van Someren <[email protected]> Date: Thu Nov 20 15:11:33 2025 +0100 First Version Sample Weighting Approach Signed-off-by: Lars van Someren <[email protected]> commit ea1f5f7 Author: Lars van Someren <[email protected]> Date: Thu Nov 20 10:49:04 2025 +0100 Fixed type and quality issues commit b4bdbdc Author: Lars van Someren <[email protected]> Date: Thu Nov 20 10:01:07 2025 +0100 updated lgbm linear params commit 4f8ea8f Author: Lars van Someren <[email protected]> Date: Tue Nov 18 20:43:32 2025 +0100 fixed lgbm efficiency commit 93baa03 Author: Lars van Someren <[email protected]> Date: Tue Nov 18 12:19:52 2025 +0100 Fix final learner commit ea90239 Author: Lars van Someren <[email protected]> Date: Tue Nov 18 09:20:37 2025 +0100 small fix commit 8c5743b Merge: 8be453a 03df6a5 Author: Lars van Someren <[email protected]> Date: Tue Nov 18 09:14:06 2025 +0100 Merge branch 'release/v4.0.0' into research/v4.1.0_Additional_Forecasters commit 8be453a Author: Lars van Someren <[email protected]> Date: Mon Nov 17 21:39:38 2025 +0100 set silence commit ce2172a Author: Lars van Someren <[email protected]> Date: Mon Nov 17 21:17:07 2025 +0100 Squashed commit of the following: commit 37089b8 Author: Egor Dmitriev <[email protected]> Date: Mon Nov 17 15:29:59 2025 +0100 fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752) * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available. Signed-off-by: Egor Dmitriev <[email protected]> * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution. Signed-off-by: Egor Dmitriev <[email protected]> * fix(#728): Updated xgboost to skip scaling on empty prediction. Signed-off-by: Egor Dmitriev <[email protected]> * fix(STEF-2475): Added parallelism parameters. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> commit a85a3f7 Author: Egor Dmitriev <[email protected]> Date: Fri Nov 14 14:31:34 2025 +0100 fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750) Signed-off-by: Egor Dmitriev <[email protected]> commit 4f0c664 Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:54:15 2025 +0100 feature: Disabled data cutoff by default to be consistent with openstef 3. And other minor improvements. (#748) commit 493126e Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:12:35 2025 +0100 fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747) * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> commit 6b1da44 Author: Egor Dmitriev <[email protected]> Date: Thu Nov 13 16:05:32 2025 +0100 feature: forecaster hyperparams and eval metrics (#746) * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions. Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Fixed issue where generic transform pipeline could not be serialized. Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <[email protected]> * feature: standardized objective function. Added custom evaluation functions for forecasters. * fix: Formatting. Signed-off-by: Egor Dmitriev <[email protected]> --------- Signed-off-by: Egor Dmitriev <[email protected]> commit bfa2e2f Author: Lars van Someren <[email protected]> Date: Mon Nov 17 16:09:41 2025 +0100 Small fix commit ed83b3a Author: Lars van Someren <[email protected]> Date: Mon Nov 17 15:43:36 2025 +0100 Hybrid V2 commit 064a92d Author: Lars van Someren <[email protected]> Date: Thu Nov 13 14:50:49 2025 +0100 small fix commit 4027de7 Author: Lars van Someren <[email protected]> Date: Thu Nov 13 14:48:53 2025 +0100 Added MultiQuantileAdapter Class commit 99c9bc5 Author: Lars van Someren <[email protected]> Date: Thu Nov 13 12:00:44 2025 +0100 Gitignore optimization and dev sandbox commit bad4c44 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 12:32:01 2025 +0100 Fixed issues commit 34fc3e5 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 11:41:01 2025 +0100 Added SkopsModelSerializer commit 3d54604 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 09:49:26 2025 +0100 Fixed comments commit 1788759 Merge: a2538b6 dea41c8 Author: Lars van Someren <[email protected]> Date: Wed Nov 12 09:15:03 2025 +0100 Merge branch 'release/v4.0.0' into Openstef4.0.0_Additional_forecasters commit a2538b6 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 21:14:10 2025 +0100 Update LGBM and LGBMLinear defaults, fixed comments commit 5745212 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 20:06:21 2025 +0100 Refactor LightGBM to LGBM commit 4394895 Author: Lars van Someren <[email protected]> Date: Tue Nov 11 20:02:13 2025 +0100 fixed comments Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
…ptimization Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
Signed-off-by: Lars van Someren <[email protected]>
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Partial implementation of Optimization funcutionality for Openstef Beam.
This module introduces the BenchmarkOptimizer and DatasetOptimizer.
Their shared components are implemented in the OptunaOptimizer class.
To initialize an optimizer we need to specify an Optimizer config consisting of the following components:
- Hyperparams-like object that generalizes parameters to parameter-ranges (Floats, Ints, Catagorical)
- Implements a make_optuna() method that produces Optuna compatible dictionaries
- Default Presets for LGBM(Linear), XGBoost and GBLinear
Potential improvements: