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Xgboost #405

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Xgboost #405

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s0nicboOm
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  1. Add Xgboost
  2. Add Covariates Transformer

Note: We will have to revisit on how to optimize imports for xgboost and darts

Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
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codecov bot commented Aug 2, 2024

Codecov Report

Attention: Patch coverage is 88.33333% with 14 lines in your changes missing coverage. Please review.

Project coverage is 92.02%. Comparing base (eb9ceb1) to head (32bd2e2).

Files Patch % Lines
numalogic/models/forecast/variants/xgboost.py 89.61% 4 Missing and 4 partials ⚠️
numalogic/tools/data.py 64.70% 6 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #405      +/-   ##
==========================================
- Coverage   92.11%   92.02%   -0.10%     
==========================================
  Files          97       99       +2     
  Lines        4782     4900     +118     
  Branches      430      442      +12     
==========================================
+ Hits         4405     4509     +104     
- Misses        279      289      +10     
- Partials       98      102       +4     

☔ View full report in Codecov by Sentry.
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Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
Signed-off-by: Kushal Batra <[email protected]>
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Few comments


def _check_data_format(df) -> bool:
if not isinstance(df, pd.DataFrame):
raise TypeError("df should be of type pd.DataFrame")
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Can you cover these lines with tests?

def predict_horizon(self, df: pd.DataFrame) -> np.ndarray:
_check_data_format(df)
transformed_test_data = CovariatesGenerator().transform(df)
_LOGGER.info("Predicting the horizon")
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remove log

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or maybe use debug

pyproject.toml Outdated
@@ -43,6 +43,8 @@ redis = { extras = ["hiredis"], version = "^5.0", optional = true }
boto3 = { version = "^1.24.64", optional = true }
pydruid = { version = "^0.6", optional = true }
PyMySQL = { version = "^1.1.0", optional = true }
xgboost = "^2.1.0"
darts = "^0.30.0"
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change this to use a lighter version. Also add a TODO to remove this

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2 participants