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Classification forecasting for regression models
Checklist before merging this PR:
- [x] Mentioned all issues that this PR fixes or addresses.
- [x] Summarized the updates of this PR under Summary.
- [x] Added an entry under Unreleased in the Changelog.
Fixes #1473, Fixes #2315
Summary
Done:
- Add support for categorical target series (refactor
RegressionModelWithCategoricalCovariatesintoRegressionModelWithCategoricalFeatures) _ForecastingClassifierMixinfor methods specific to forecasting classifier models.- Support sklearn like classifier through
SklearnClassifierModel - Implement specific model for
XGBoost,LightGBM,Catboostclassifiers - Support multi-labels classification through
MultiOutputClassifier(implementMultiOutputMixinto extend bothMultiOutputClassifierandMultiOutputRegressor) - Extend tests to cover classification forecasting
- Implement
ClassProbabilityLikelihoodto predict class probabilities onpredict_likelihood_parameters, make it default likelihood for classifier models.
TODO: For future PR:
- Implement classification scores
- Write a notebook on classification forecasting
Other Information
Codecov Report
Attention: Patch coverage is 98.97611% with 3 lines in your changes missing coverage. Please review.
Project coverage is 95.14%. Comparing base (
8fe6985) to head (372b14c). Report is 1 commits behind head on master.
| Files with missing lines | Patch % | Lines |
|---|---|---|
| darts/models/__init__.py | 57.14% | 3 Missing :warning: |
Additional details and impacted files
@@ Coverage Diff @@
## master #2765 +/- ##
==========================================
- Coverage 95.18% 95.14% -0.04%
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Files 146 146
Lines 15342 15541 +199
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+ Hits 14603 14787 +184
- Misses 739 754 +15
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