AutoML 2.0 track results (#1288)

.gitignore

@@ -130,6 +130,7 @@ checkpoints/
 poetry.toml
 
 *.html
+*.db
 .devcontainer
 /docs/source/api/
 tmp

CHANGELOG.md

@@ -13,6 +13,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Function `estimate_max_n_folds` for folds number estimation ([#1279](https://github.com/tinkoff-ai/etna/pull/1279))
 - Parameters `estimate_n_folds` and `context_size` to forecast and backtest CLI commands ([#1284](https://github.com/tinkoff-ai/etna/pull/1284))
 -
+- Class `Tune` for hyperparameter optimization within existing pipeline ([#1200](https://github.com/tinkoff-ai/etna/pull/1200))
+- Add `etna.distributions` for using it instead of using `optuna.distributions` ([#1292](https://github.com/tinkoff-ai/etna/pull/1292))
+- 
 ### Changed
 - Set the default value of `final_model` to `LinearRegression(positive=True)` in the constructor of `StackingEnsemble` ([#1238](https://github.com/tinkoff-ai/etna/pull/1238))
 - Add microseconds to `FileLogger`'s directory name ([#1264](https://github.com/tinkoff-ai/etna/pull/1264))
@@ -24,6 +27,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - 
 - 
 - 
+- Add default `params_to_tune` for catboost models ([#1185](https://github.com/tinkoff-ai/etna/pull/1185))
+- Add default `params_to_tune` for `ProphetModel` ([#1203](https://github.com/tinkoff-ai/etna/pull/1203))
+- Add default `params_to_tune` for `SARIMAXModel`, change default parameters for the model ([#1206](https://github.com/tinkoff-ai/etna/pull/1206))
+- Add default `params_to_tune` for linear models ([#1204](https://github.com/tinkoff-ai/etna/pull/1204))
+- Add default `params_to_tune` for `SeasonalMovingAverageModel`, `MovingAverageModel`, `NaiveModel` and `DeadlineMovingAverageModel` ([#1208](https://github.com/tinkoff-ai/etna/pull/1208))
+- Add default `params_to_tune` for `DeepARModel` and `TFTModel` ([#1210](https://github.com/tinkoff-ai/etna/pull/1210))
+- Add default `params_to_tune` for `HoltWintersModel`, `HoltModel` and `SimpleExpSmoothingModel` ([#1209](https://github.com/tinkoff-ai/etna/pull/1209))
+- Add default `params_to_tune` for `RNNModel` and `MLPModel` ([#1218](https://github.com/tinkoff-ai/etna/pull/1218))
+- Add default `params_to_tune` for `DateFlagsTransform`, `TimeFlagsTransform`, `SpecialDaysTransform` and `FourierTransform` ([#1228](https://github.com/tinkoff-ai/etna/pull/1228))
+- Add default `params_to_tune` for `MedianOutliersTransform`, `DensityOutliersTransform` and `PredictionIntervalOutliersTransform` ([#1231](https://github.com/tinkoff-ai/etna/pull/1231))
+- Add default `params_to_tune` for `TimeSeriesImputerTransform` ([#1232](https://github.com/tinkoff-ai/etna/pull/1232))
+- Add default `params_to_tune` for `DifferencingTransform`, `MedianTransform`, `MaxTransform`, `MinTransform`, `QuantileTransform`, `StdTransform`, `MeanTransform`, `MADTransform`, `MinMaxDifferenceTransform`, `SumTransform`, `BoxCoxTransform`, `YeoJohnsonTransform`, `MaxAbsScalerTransform`, `MinMaxScalerTransform`, `RobustScalerTransform` and `StandardScalerTransform` ([#1233](https://github.com/tinkoff-ai/etna/pull/1233))
+- Add default `params_to_tune` for `LabelEncoderTransform` ([#1242](https://github.com/tinkoff-ai/etna/pull/1242))
+- Add default `params_to_tune` for `ChangePointsSegmentationTransform`, `ChangePointsTrendTransform`, `ChangePointsLevelTransform`, `TrendTransform`, `LinearTrendTransform`, `TheilSenTrendTransform` and `STLTransform` ([#1243](https://github.com/tinkoff-ai/etna/pull/1243))
+- Add default `params_to_tune` for `TreeFeatureSelectionTransform`, `MRMRFeatureSelectionTransform` and `GaleShapleyFeatureSelectionTransform` ([#1250](https://github.com/tinkoff-ai/etna/pull/1250))
+- Add tuning stage into `Auto.fit` ([#1272](https://github.com/tinkoff-ai/etna/pull/1272))
+- Add `params_to_tune` into `Tune` init ([#1282](https://github.com/tinkoff-ai/etna/pull/1282))
+- Skip duplicates during `Tune.fit`, skip duplicates in `top_k`, add AutoML notebook ([#1285](https://github.com/tinkoff-ai/etna/pull/1285))
 ### Fixed
 - Fix `plot_backtest` and `plot_backtest_interactive` on one-step forecast ([1260](https://github.com/tinkoff-ai/etna/pull/1260))
 - Fix `BaseReconciliator` to work on `pandas==1.1.5` ([#1229](https://github.com/tinkoff-ai/etna/pull/1229))
@@ -37,6 +58,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 - Fix problem with swapped forecast methods in HierarchicalPipeline ([#1259](https://github.com/tinkoff-ai/etna/pull/1259))
 - Fix problem with segment name "target" in `StackingEnsemble` ([#1262](https://github.com/tinkoff-ai/etna/pull/1262))
 - Fix `BasePipeline.forecast` when prediction intervals are estimated on history data with presence of NaNs ([#1291](https://github.com/tinkoff-ai/etna/pull/1291))
+- Teach `BaseMixin.set_params` to work with nested `list` and `tuple` ([#1201](https://github.com/tinkoff-ai/etna/pull/1201))
 
 ## [2.0.0] - 2023-04-11
 ### Added

README.md

@@ -139,9 +139,11 @@ pip install etna
 
 The default version doesn't contain all the dependencies, because some of them are needed only for specific models, e.g. Prophet, PyTorch.
 Available user extensions are the following:
-* `prophet`
-* `torch`
-* `wandb`
+* `prophet`: adds prophet model`,
+* `torch`: adds models based on neural nets,
+* `wandb`: adds wandb logger,
+* `auto`: adds AutoML functionality,
+* `classiciation`: adds time series classification functionality.
 
 Install extension:
 ```bash

docs/source/api.rst

@@ -17,6 +17,7 @@ API
    reconciliation
    analysis
    auto
+   distributions
    clustering
    loggers
    commands

docs/source/conf.py

@@ -73,7 +73,7 @@
     "scipy": ("https://docs.scipy.org/doc/scipy/", None),
     "torch": ("https://pytorch.org/docs/stable/", None),
     "pytorch_lightning": ("https://pytorch-lightning.readthedocs.io/en/stable/", None),
-    "optuna": ("https://optuna.readthedocs.io/en/stable/", None)
+    "optuna": ("https://optuna.readthedocs.io/en/v2.10.1/", None)
 }
 
 autodoc_typehints = "both"

etna/auto/__init__.py

@@ -1,2 +1,3 @@
 from etna.auto.auto import Auto
+from etna.auto.auto import Tune
 from etna.auto.pool import Pool