Feature selection #875

scanhex12 · 2022-08-22T19:52:45Z

Before submitting (must do checklist)

Did you read the contribution guide?
Did you update the docs? We use Numpy format for all the methods and classes.
Did you write any new necessary tests?
Did you update the CHANGELOG?

Proposed Changes

Closing issues

#712

# Conflicts: # poetry.lock

github-actions · 2022-08-22T19:56:18Z

🚀 Deployed on https://deploy-preview-875--etna-docs.netlify.app

codecov-commenter · 2022-08-22T20:04:09Z

Codecov Report

Merging #875 (3b37d92) into master (752e35b) will decrease coverage by 37.56%.
The diff coverage is n/a.

❗ Your organization is not using the GitHub App Integration. As a result you may experience degraded service beginning May 15th. Please install the Github App Integration for your organization. Read more.

@@             Coverage Diff             @@
##           master     #875       +/-   ##
===========================================
- Coverage   88.50%   50.94%   -37.56%     
===========================================
  Files         192      192               
  Lines       12151    12146        -5     
===========================================
- Hits        10754     6188     -4566     
- Misses       1397     5958     +4561

Impacted Files	Coverage Δ
etna/analysis/feature_relevance/relevance_table.py	`30.76% <ø> (-69.24%)`	⬇️
etna/transforms/feature_selection/gale_shapley.py	`42.17% <ø> (-57.83%)`	⬇️

... and 132 files with indirect coverage changes

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

review-notebook-app · 2023-07-05T08:29:10Z

Check out this pull request on

See visual diffs & provide feedback on Jupyter Notebooks.

Powered by ReviewNB

review-notebook-app · 2023-07-05T13:18:13Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:13Z
----------------------------------------------------------------

Only if we need them for inverse transformation
I guess so, there should be some kind of rounding [see](https://github.com/tinkoff-ai/etna/blob/4fc17d0942811fa619dc51a9bfc209bb25162e5c/etna/transforms/feature_selection/gale_shapley.py#L296)

review-notebook-app · 2023-07-05T13:18:14Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:14Z
----------------------------------------------------------------

The original horizon is actually 365

alex-hse-repository commented on 2023-07-05T13:18:59Z
----------------------------------------------------------------

But we can leave this version as well

review-notebook-app · 2023-07-05T13:18:15Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:15Z
----------------------------------------------------------------

May be

len(temp_ts.column.get_level_value("feature").unique())

review-notebook-app · 2023-07-05T13:18:16Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:16Z
----------------------------------------------------------------

Here we need to emphasis that return_features is only needed if they are nessesary for inverse_transform

review-notebook-app · 2023-07-05T13:18:17Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:16Z
----------------------------------------------------------------

It is actually more then 10% better

review-notebook-app · 2023-07-05T13:18:18Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:17Z
----------------------------------------------------------------

Lets limit the number of features

review-notebook-app · 2023-07-05T13:18:19Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:19Z
----------------------------------------------------------------

Too complicated)

Try to find the medium article about the mrmr and copy the picture with formula from there

review-notebook-app · 2023-07-05T13:18:20Z

View / edit / reply to this conversation on ReviewNB

alex-hse-repository commented on 2023-07-05T13:18:20Z
----------------------------------------------------------------

Try to use ModelRelevanceTable, may be results will be slightly better(at least it works faster). Looks like the New Year grounds the metrics.

alex-hse-repository commented on 2023-07-10T08:12:44Z
----------------------------------------------------------------

May you check the results with fast_redundancy=False

alex-hse-repository commented on 2023-07-10T08:15:55Z
----------------------------------------------------------------

If ModelRelevanceTable works worse than StatisticsRelevanceTable we can actually leave statistics, here we want to show that feature selection improves quality or improves speed without significance decrease in quality

Mr-Geekman commented on 2023-07-10T08:26:53Z
----------------------------------------------------------------

For MRMR both ModelRelevanceTable and StatisticsRelevanceTable works worse than a baseline. I'll write all the results in the next message to compare.

Mr-Geekman commented on 2023-07-10T16:23:47Z
----------------------------------------------------------------

These are results on my personal laptop.

SMAPE baseline: 8.094
Time baseline: 79.353

ModelRelevanceTable + fast_redundancy=True

- SMAPE: 7.416

- Time: 43.722

StatisticsRelevanceTable + fast_redundancy=True

- SMAPE: 13.262

- Time: 42.955

ModelRelevanceTable + fast_redundancy=False

- SMAPE: 7.197

- Time: 143.238

StatisticsRelevanceTable + fast_redundancy=False

- SMAPE: 13.262

- Time: 144.947

It seems like bug fix also changed the results for MRMR.

alex-hse-repository commented on 2023-07-11T10:59:08Z
----------------------------------------------------------------

I guess we can take ModelRelevanceTable + fast_redundancy=True

alex-hse-repository · 2023-07-05T13:19:00Z

But we can leave this version as well

View entire conversation on ReviewNB

alex-hse-repository · 2023-07-10T08:12:46Z

May you check the results with fast_redundancy=False

View entire conversation on ReviewNB

alex-hse-repository · 2023-07-10T08:15:56Z

If ModelRelevanceTable works worse than StatisticsRelevanceTable we can actually leave statistics, here we want to show that feature selection improves quality or improves speed without significance decrease in quality

View entire conversation on ReviewNB

Mr-Geekman · 2023-07-10T08:26:54Z

For MRMR both ModelRelevanceTable and StatisticsRelevanceTable works worse than a baseline. I'll write all the results in the next message to compare.

View entire conversation on ReviewNB

# Conflicts: # CHANGELOG.md

Mr-Geekman · 2023-07-10T16:23:48Z

These are results on my personal laptop.

SMAPE baseline: 8.094
Time baseline: 79.353

ModelRelevanceTable + fast_redundancy=True

- SMAPE: 7.416

- Time: 43.722

StatisticsRelevanceTable + fast_redundancy=True

- SMAPE: 13.262

- Time: 42.955

ModelRelevanceTable + fast_redundancy=False

- SMAPE: 7.197

- Time: 143.238

StatisticsRelevanceTable + fast_redundancy=False

- SMAPE: 13.262

- Time: 144.947

It seems like bug fix also changed the results for MRMR.

View entire conversation on ReviewNB

alex-hse-repository · 2023-07-11T10:59:10Z

I guess we can take ModelRelevanceTable + fast_redundancy=True

View entire conversation on ReviewNB

ext.kvedernikov and others added 19 commits June 28, 2022 15:03

CHANGE: poetry lock

605636f

usless commit

3c07118

trash

feea479

Merge branch 'master' of https://github.com/tinkoff-ai/etna

8a5a7d9

# Conflicts: # poetry.lock

Merge branch 'master' of https://github.com/tinkoff-ai/etna

fdc92f9

Merge branch 'master' of https://github.com/tinkoff-ai/etna

f7d7d12

ADD: notebook with forecasting strategies

4429aff

CHANGE: delete usless commits

2b33edc

CHANGE: delete usless changes

d8a169c

CHANGE: make format notebook

3e75c8b

CHANGE: update changelog

90cfd03

CHANGE: lexical bugs

e8aaf6c

CHANGE: review notebook

9661e35

CHANGE: reformat

7bfe9b7

CHANGE: notebook

51b842a

CHANGE: spell bugs

dce3143

Merge branch 'master' into forecasting_strategies

e4357e9

feature selection initial commit

51cc530

CHANGE: make format

e6c55d4

github-actions bot temporarily deployed to pull request August 22, 2022 19:57 Inactive

scanhex12 self-assigned this Aug 23, 2022

ext.kvedernikov added 2 commits August 24, 2022 12:46

CHANGE: notebook

fb4033b

CHANGE: make format

1745737

scanhex12 force-pushed the feature_selection branch from 182f370 to 1745737 Compare August 24, 2022 09:48

CHANGE: changelog

48d03c4

github-actions bot temporarily deployed to pull request August 24, 2022 09:55 Inactive

alex-hse-repository self-requested a review August 25, 2022 03:37

CHANGE: feature selection notebook

8e64992

chore: update changelog

d6b6ba7

Mr-Geekman marked this pull request as ready for review July 5, 2023 08:30

github-actions bot temporarily deployed to pull request July 5, 2023 08:36 Inactive

style: reformat code

166a7e4

github-actions bot temporarily deployed to pull request July 5, 2023 08:47 Inactive

fix: improve notebook content, update docs for gale-shapley

e1ba7ab

Mr-Geekman added 2 commits July 10, 2023 11:28

Merge remote-tracking branch 'origin/master' into feature_selection

e3e194a

# Conflicts: # CHANGELOG.md

Merge remote-tracking branch 'origin/master' into feature_selection

255798a

Mr-Geekman and others added 2 commits July 11, 2023 16:25

fix: rerun feature_selection notebook

a9be2e9

Merge branch 'master' into feature_selection

3b37d92

github-actions bot temporarily deployed to pull request July 11, 2023 13:33 Inactive

alex-hse-repository approved these changes Jul 11, 2023

View reviewed changes

Mr-Geekman merged commit 766d10b into master Jul 11, 2023

Mr-Geekman deleted the feature_selection branch July 11, 2023 16:21

Mr-Geekman mentioned this pull request Jul 12, 2023

Create notebook about feature selection #712

Closed

1 task

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Feature selection #875

Feature selection #875

scanhex12 commented Aug 22, 2022 •

edited by Mr-Geekman

Loading

github-actions bot commented Aug 22, 2022 •

edited

Loading

codecov-commenter commented Aug 22, 2022 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

alex-hse-repository commented Jul 5, 2023

alex-hse-repository commented Jul 10, 2023

alex-hse-repository commented Jul 10, 2023

Mr-Geekman commented Jul 10, 2023

Mr-Geekman commented Jul 10, 2023

alex-hse-repository commented Jul 11, 2023

Feature selection #875

Feature selection #875

Conversation

scanhex12 commented Aug 22, 2022 • edited by Mr-Geekman Loading

Before submitting (must do checklist)

Proposed Changes

Closing issues

github-actions bot commented Aug 22, 2022 • edited Loading

codecov-commenter commented Aug 22, 2022 • edited Loading

Codecov Report

review-notebook-app bot commented Jul 5, 2023

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

review-notebook-app bot commented Jul 5, 2023 • edited Loading

alex-hse-repository commented Jul 5, 2023

alex-hse-repository commented Jul 10, 2023

alex-hse-repository commented Jul 10, 2023

Mr-Geekman commented Jul 10, 2023

Mr-Geekman commented Jul 10, 2023

alex-hse-repository commented Jul 11, 2023

scanhex12 commented Aug 22, 2022 •

edited by Mr-Geekman

Loading

github-actions bot commented Aug 22, 2022 •

edited

Loading

codecov-commenter commented Aug 22, 2022 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading

review-notebook-app bot commented Jul 5, 2023 •

edited

Loading