Add stride parameter into backtest
#1165
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## inference-v2.1 #1165 +/- ##
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etna/pipeline/base.py
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| @@ -763,6 +780,7 @@ def _run_all_folds( | |||
| } | |||
| return results | |||
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| # TODO: inconsistency between mode and stride | |||
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We should discuss this. We ignore mode on n_folds: List[FoldMask], but fail on stride (not ignore).
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Can you explain this in more details?
It's expecting behaviour I guess. List[FoldMask] is proposed to take full control on folds settings
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If n_folds: List[FoldMask] then we ignore mode parameter because n_folds takes a full control. But if we set custom stride, it doesn't ignore it and fails.
But we also have a difference for handling of this parameters:
modehas some value default value, and we can't fail on it.stridehasNonedefault value that indicates default behavior and setting it manually to someintcan be strange ifn_folds: List[FoldMask].
May be we should decide what is better: fail on stride: int if n_folds: List[FoldMask] or just ignore it.
etna/pipeline/base.py
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| @@ -763,6 +780,7 @@ def _run_all_folds( | |||
| } | |||
| return results | |||
|
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| # TODO: inconsistency between mode and stride | |||
There was a problem hiding this comment.
Can you explain this in more details?
It's expecting behaviour I guess. List[FoldMask] is proposed to take full control on folds settings
tests/test_pipeline/test_pipeline.py
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| ("constant", 3, 1, None, [0, 7, 14], [-22, -15, -8], [-21, -14, -7], [-15, -8, -1]), | ||
| ("constant", 3, 2, None, [0, 0, 14], [-22, -22, -8], [-21, -14, -7], [-15, -8, -1]), | ||
| ("constant", 3, 3, None, [0, 0, 0], [-22, -22, -22], [-21, -14, -7], [-15, -8, -1]), | ||
| ("constant", 3, 4, None, [0, 0, 0], [-22, -22, -22], [-21, -14, -7], [-15, -8, -1]), |
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Maybe these parameters could be more obvious in case we use horizon as variable
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Ok, I'll extract it.
Before submitting (must do checklist)
Proposed Changes
Look #1160.
Closing issues
Closes #1160.