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Published 20 hours ago • verified publisher icon tidyverts

Custom optimisation criterion functions

Open mitchelloharawild opened this issue 6 years ago • 4 comments

Where possible, models should allow custom optimisation criterions. This is appropriate as a control parameter for models.

from: https://github.com/robjhyndman/forecast/issues/744

mitchelloharawild avatar Jan 02 '19 00:01 mitchelloharawild

Thank you! Any idea when it will be included?

dclengacher avatar Jan 02 '19 00:01 dclengacher

Hard to say. Control parameters for models have not yet been implemented, but this will be done for the first release of the package (https://github.com/tidyverts/fable/issues/73). I'm hoping to release the package soon (https://github.com/tidyverts/fable/milestone/1), but I'm not sure if this feature will make it into the first release. If not included in v0.1.0, it will definitely be in v0.2.0.

mitchelloharawild avatar Jan 02 '19 00:01 mitchelloharawild

Has this enhancement been released?

bonddr avatar Apr 12 '22 14:04 bonddr

Unfortunately not, this was pushed back a lot since it involves a rewrite of the underlying model code on an individual basis. When I first raised this issue, I was hopeful that it would be reasonable to specify the optimisation criterion more generally.

mitchelloharawild avatar Apr 13 '22 01:04 mitchelloharawild