tinkoff-ai/etna 1.13.0

etna 1.13.0

on GitHub

Highlights:

etna.auto module for pipeline greedy search with default pipelines pool
wandb sweeps and optuna examples

Full changelog:

Added

• Add greater_is_better property for Metric (#921)
• etna.auto for greedy search, etna.auto.pool with default pipelines, etna.auto.optuna wrapper for optuna (#895)
• Add MinMaxDifferenceTransform (#955)
• Add wandb sweeps and optuna examples (#338)

Changed

• Make slicing faster in TSDataset._merge_exog, FilterFeaturesTransform, AddConstTransform, LambdaTransform, LagTransform, LogTransform, SklearnTransform, WindowStatisticsTransform; make CICD test different pandas versions (#900)
• Mark some tests as long (#929)
• Fix to_dict with nn models and add unsafe conversion for callbacks (#949)

Fixed

• Fix to_dict with function as parameter (#941)
• Fix native networks to work with generated future equals to horizon (#936)
• Fix SARIMAXModel to work with exogenous data on pmdarima>=2.0 (#940)
• Teach catboost to work with encoders (#957)