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Improved plot_splits
for time series splits
#1113
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d-kleine
changed the title
Improved
Improved Nov 6, 2024
plot_splits
for time series splitsplot_splits
for time series splits
Test code: import pandas as pd
import numpy as np
from sklearn.datasets import make_regression
from sklearn.dummy import DummyRegressor
from sklearn.metrics import root_mean_squared_error, make_scorer
from sklearn.model_selection import cross_val_score
from mlxtend.evaluate import GroupTimeSeriesSplit
from mlxtend.evaluate.time_series import plot_splits
X_test, y_test = [], []
start_year = 2010
end_year = 2020
for year in np.arange(start_year, end_year):
X_year, y_year = make_regression(n_samples=5, n_features=2, bias=0, noise=1, random_state=year)
X_year = pd.DataFrame(X_year).rename(columns={0:'X1', 1:'X2'})
X_year['year'] = year
y_year = pd.Series(y_year)
X_test.append(X_year)
y_test.append(y_year)
X, y = pd.concat(X_test), pd.concat(y_test)
# modelisation
model = DummyRegressor(strategy="mean")
metric = root_mean_squared_error
cv_args = {"test_size": 1, 'n_splits': len(np.unique(X['year'])) - 1, 'window_type': 'rolling'}
cv = GroupTimeSeriesSplit(**cv_args)
scores = cross_val_score(model, X, y, cv=cv, groups=X['year'], scoring=make_scorer(metric))
plot_splits(X, y, X['year'], **cv_args) |
@rasbt What do you think about these improvements? |
rasbt
approved these changes
Nov 8, 2024
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This looks really really good, thanks for the PR
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Description
Related issues or pull requests
fixes #1094
Pull Request Checklist
./docs/sources/CHANGELOG.md
file (if applicable)./mlxtend/*/tests
directories (if applicable)mlxtend/docs/sources/
(if applicable)PYTHONPATH='.' pytest ./mlxtend -sv
and make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g.,PYTHONPATH='.' pytest ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv
)flake8 ./mlxtend