Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[ENH] Add calibration_plot for probabilistic forecasts #5632

Merged
merged 4 commits into from
Dec 22, 2023
Merged

Conversation

benHeid
Copy link
Contributor

@benHeid benHeid commented Dec 17, 2023

Reference Issues/PRs

fixes #5631

What does this implement/fix? Explain your changes.

This implements a method to create calibration plots and adds an example in the probabilistic forecasting notebook.

Did you add any tests for the change?

I would appreciate feedback on how testing of plot functionalities should look like

PR checklist

For all contributions
  • I've added myself to the list of contributors with any new badges I've earned :-)
    How to: add yourself to the all-contributors file in the sktime root directory (not the CONTRIBUTORS.md). Common badges: code - fixing a bug, or adding code logic. doc - writing or improving documentation or docstrings. bug - reporting or diagnosing a bug (get this plus code if you also fixed the bug in the PR).maintenance - CI, test framework, release.
    See here for full badge reference
  • Optionally, I've added myself and possibly others to the CODEOWNERS file - do this if you want to become the owner or maintainer of an estimator you added.
    See here for further details on the algorithm maintainer role.
  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.

Copy link

Check out this pull request on  ReviewNB

See visual diffs & provide feedback on Jupyter Notebooks.


Powered by ReviewNB

sktime/utils/plotting.py Outdated Show resolved Hide resolved

Parameters
----------
y_true : pd.Series
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

could also be single-series iterable, e.g., 1-column pd.DataFrame etc?

Copy link
Contributor Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Yes also possible are single columned pd.DataFrames and np.arrays

Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

so the docstrig should say so, no?

@benHeid
Copy link
Contributor Author

benHeid commented Dec 18, 2023

TODO

Copy link
Collaborator

@fkiraly fkiraly left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Looks good!

Quick question, the notebook diff is large, have you checked this is all benign?

@fkiraly fkiraly changed the title Add calibration_plotmethod [ENH] Add calibration_plotmethod Dec 19, 2023
@fkiraly fkiraly changed the title [ENH] Add calibration_plotmethod [ENH] Add calibration_plot for probabilistic forecasts Dec 19, 2023
@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting enhancement Adding new functionality module:plotting&utilities utilities including plottinng labels Dec 19, 2023
Copy link
Collaborator

@fkiraly fkiraly left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

As discussed, large diff is due to new content at the end of notebook

@fkiraly fkiraly merged commit 734d63a into main Dec 22, 2023
39 checks passed
@fkiraly fkiraly deleted the calibration_plot branch December 22, 2023 23:12
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement Adding new functionality module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting module:plotting&utilities utilities including plottinng
Projects
None yet
Development

Successfully merging this pull request may close these issues.

[ENH] Add calibration plot method
2 participants