Time series samples and documentation alignment - #2900

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Mar 14, 2019
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Time series samples and documentation alignment#2900
sfilipi merged 6 commits into
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sfilipi:timeseriesDocs

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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

sfilipi
sfilipi commented Mar 9, 2019
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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

@shauheenshauheenMar 13, 2019•
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I would stick with IID, it is fairly well known abreviation. #Resolved

@wschinwschinMar 14, 2019•
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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

@ganikganikMar 11, 2019•
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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

@sfilipisfilipiMar 12, 2019

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

ganik
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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
@sfilipi

sfilipi commented Mar 13, 2019•
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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

@sfilipisfilipiMar 13, 2019

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

@wschinwschinMar 14, 2019

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

@sfilipisfilipiMar 14, 2019

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
shmoradims reviewed Mar 13, 2019
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

wschin
wschin reviewed Mar 14, 2019
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

sfilipi commented Mar 14, 2019

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
This was referenced Apr 5, 2019
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Time series samples and documentation alignment - #2900

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sfilipi merged 6 commits into
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Mar 14, 2019
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Time series samples and documentation alignment#2900
sfilipi merged 6 commits into
dotnet:masterfrom
sfilipi:timeseriesDocs

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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

sfilipi
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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

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I would stick with IID, it is fairly well known abreviation. #Resolved

@wschinwschinMar 14, 2019•
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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

@sfilipisfilipiMar 12, 2019

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

ganik
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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

@sfilipisfilipiMar 13, 2019

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
shmoradims reviewed Mar 13, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

wschin
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
This was referenced Apr 5, 2019
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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix"); } } catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
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Time series samples and documentation alignment - #2900

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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

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I would stick with IID, it is fairly well known abreviation. #Resolved

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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
shmoradims reviewed Mar 13, 2019
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

sfilipi commented Mar 14, 2019

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
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Time series samples and documentation alignment - #2900

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Time series samples and documentation alignment#2900
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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

@shauheenshauheenMar 13, 2019•
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I would stick with IID, it is fairly well known abreviation. #Resolved

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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

@sfilipisfilipiMar 12, 2019

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

ganik
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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
@sfilipi

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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

wschin
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

sfilipi commented Mar 14, 2019

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
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Time series samples and documentation alignment - #2900

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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

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I would stick with IID, it is fairly well known abreviation. #Resolved

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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

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wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
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Time series samples and documentation alignment - #2900

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Time series samples and documentation alignment#2900
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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

sfilipi
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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

@shauheenshauheenMar 13, 2019•
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I would stick with IID, it is fairly well known abreviation. #Resolved

@wschinwschinMar 14, 2019•
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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

@ganikganikMar 11, 2019•
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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

@sfilipisfilipiMar 12, 2019

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
@sfilipi

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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

wschin
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers"); } } catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
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Time series samples and documentation alignment - #2900

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sfilipi merged 6 commits into
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Time series samples and documentation alignment#2900
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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

sfilipi
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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

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I would stick with IID, it is fairly well known abreviation. #Resolved

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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

@ganikganikMar 11, 2019•
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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

@ganikganikMar 11, 2019•
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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

@sfilipisfilipiMar 12, 2019

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

@sfilipisfilipiMar 13, 2019

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

@sfilipi

sfilipi commented Mar 14, 2019

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
This was referenced Apr 5, 2019
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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode"); } } catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); } })(); })();
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Time series samples and documentation alignment - #2900

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@sfilipi

@sfilipisfilipi commented Mar 9, 2019

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  • All overloads have method and parameter documentation according to XML template table below.
  • The returned estimator and its class hierarchy have documentation according to template table below.
  • The corresponding options class and its class hierarchy have documentation
  • All overloaded versions have samples
  • Sample names are <API_method>.cs or <API_method>WithOptions.cs.
  • Sample path mirrors the MLContext path. (e.g. MLContext.Transforms.Categorical.OneHotEncoding goes to Dynamic/Transforms/Categorical/OneHotEncoding.cs
  • Sample is included in the API xml documentation.

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Comment thread....Samples/Dynamic/Transforms/TimeSeries/DetectIndependentIdenticallyDistributedChangePoint.cs Outdated

// Time Series model.
ITransformer model = ml.Transforms.IidChangePointEstimator(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);
ITransformer model = ml.Transforms.DetectIndependentIdenticallyDistributedChangePoint(outputColumnName, inputColumnName, 95, Size / 4).Fit(dataView);

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@CESARDELATORRE, @eerhardt, @TomFinley@shauheen how do you feel about those API names?

I would rather leave it to DetectIIDChangePoint, but abbreviations have been deemed cryptic. #Resolved

@shauheenshauheenMar 13, 2019•
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I would stick with IID, it is fairly well known abreviation. #Resolved

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We have Lda, Pca, and so on. I feel Iid is not much worse than them. #Resolved

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thanks for the input.

In reply to: 265343959 [](ancestors = 265343959)

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Codecov Report

❗ No coverage uploaded for pull request base (master@9f87099). Click here to learn what that means.
The diff coverage is 100%.

@@ Coverage Diff @@## master #2900 +/- ##
=========================================
Coverage ? 72.25% =========================================
Files ? 796 Lines ? 142304 Branches ? 16049 =========================================
Hits ? 102828 Misses ? 35099 Partials ? 4377
FlagCoverage Δ
#Debug72.25% <100%> (?)
#production67.99% <100%> (?)
#test88.4% <100%> (?)
Impacted FilesCoverage Δ
.../Microsoft.ML.TimeSeries/IidChangePointDetector.cs69.82% <ø> (ø)
.../Microsoft.ML.TimeSeries/SsaChangePointDetector.cs77.51% <ø> (ø)
src/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs82.9% <ø> (ø)
src/Microsoft.ML.TimeSeries/IidSpikeDetector.cs72.54% <ø> (ø)
src/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs93.33% <ø> (ø)
...osoft.ML.TimeSeries.Tests/TimeSeriesStaticTests.cs98.56% <100%> (ø)
...osoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs100% <100%> (ø)

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="IidSpikeEstimator"/>
/// Create a new instance of <see cref="IidSpikeEstimator"/> that detects a spike in an indiependent identically distributed time series.

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indiependent [](start = 96, length = 12)

typo #Resolved

ganik
ganik reviewed Mar 11, 2019
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a indiependent identically distributed time series.

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indiependent [](start = 105, length = 12)

same typo #Resolved

ganik
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Comment threadsrc/Microsoft.ML.TimeSeries/IidChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="IidChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change on an Independent Identically Distributed time series.

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IEstimator{ITransformer} [](start = 23, length = 24)

Why this changed? #Closed

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We're standardizing the documentation across types, and i added a bit more info too.

In reply to: 264467232 [](ancestors = 264467232)

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:shipit:

@sfilipi
sfilipi requested a review from rogancarrMarch 13, 2019 05:11
@sfilipisfilipi self-assigned this Mar 13, 2019
@sfilipisfilipi added this to the 0319 milestone Mar 13, 2019
@sfilipi

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@shmoradims, @rogancarr@zeahmed when you get a chance. #Resolved

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/DetectIidChangePoint.cs Outdated
@@ -30,7 +30,7 @@ public IidChangePointData(float value)

// This example creates a time series (list of Data with the i-th element corresponding to the i-th time slot).
// IidChangePointDetector is applied then to identify points where data distribution changed.

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IidChangePointDetector [](start = 11, length = 22)

let's not put class names in the comments. This has already changed and is incorrect now. we can't catch these. #Closed

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void IidChangePointDetectorPrediction()

Is this another sample? Why do we have two samples in one file? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidChangePointDetectorTransform.cs:91 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 public static void SsaChangePointDetectorPrediction()

ditto #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaChangePointDetectorTransform.cs:95 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

@shmoradims

shmoradims commented Mar 13, 2019•
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 // Setup IidSpikeDetector arguments

please remove all these class names. they're stale and compiler can't help us keeping it up-to-date. #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/SsaSpikeDetectorTransform.cs:53 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaSpikeEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectSpike(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectSpike [](start = 48, length = 14)

Why not DetectSsaSpike instead? I think IID and SSA should be added to the name in the same way. right now we have DetectIidSpike and SsaDetectSpike. #Closed

@sfilipisfilipiMar 13, 2019

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i thought of that, but that doesn't make complete sense to me.

IID is the type of distribution.
SSA is a method.

Detect Independent Identically Distributed Spike/Change makes sense.

and

Singular Spectrum Analysis Detect Spike/Change makes sense but not Detect Singular Spectrum Analysis Spike

In reply to: 265263423 [](ancestors = 265263423)

@wschinwschinMar 14, 2019

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Just a random idea and not a required change. How about DetectSpikeBySsa?

In reply to: 265345768 [](ancestors = 265345768,265263423)

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I like that better, actually.

In reply to: 265386353 [](ancestors = 265386353,265345768,265263423)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

// The transformed data.
var transformedData = ml.Transforms.SsaChangePointEstimator(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);
var transformedData = ml.Transforms.SsaDetectChangePoint(outputColumnName, inputColumnName, 95, 8, TrainingSize, SeasonalitySize + 1).Fit(dataView).Transform(dataView);

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SsaDetectChangePoint [](start = 48, length = 20)

ditto: DetectSsaChangePoint #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
{
/// <summary>
/// Create a new instance of <see cref="IidChangePointEstimator"/>
/// Create a new instance of <see cref="IidChangePointEstimator"/> that detects a change of in a independent identically distributed time series.

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[](start = 140, length = 1)

add acronym (IID) here so that people know what IID is. #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated

/// <summary>
/// Create a new instance of <see cref="SsaChangePointEstimator"/>
/// Create a new instance of <see cref="SsaChangePointEstimator"/> for detecting a change in a time series signal using Singular Spectrum Analysis.

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. [](start = 154, length = 1)

ditto: add (SSA) #Closed

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/SsaSpikeDetector.cs
@@ -26,8 +26,7 @@
namespace Microsoft.ML.Transforms.TimeSeries
{

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please also clean up the xml for the 4 estimator classes: SsaSpikeEstimator, etc. Their xml shouldn't have any samples and just cref to extension method APIs for usage, plus include algorithm details, in this case link to SSA paper or IID wikipage. #Closed

@wschin

wschin commented Mar 14, 2019•
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 public static void IidSpikeDetectorPrediction()

Another example? Maybe create another Example() which will call these two existing functions? #Resolved

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated
{
[VectorType(4)]
public double[] Prediction { get; set; }
}

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I like it. #Resolved

@wschin

wschin commented Mar 14, 2019•
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 public static Vector<double> SsaSpikeDetect(

SsaDetectSpike or DetectSpikeBySsa? Please also double-check if static APIs' names are aligned with their dynamic ones. #Resolved

Refers to: src/Microsoft.ML.TimeSeries.StaticPipe/TimeSeriesStatic.cs:300 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

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This is a conditional approval. It's valid only if (1) there is only one Example() per sample file (2) equivalent dynamic and static APIs have the same name.

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sfilipi commented Mar 14, 2019

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 public static void IidSpikeDetectorPrediction()

I removed it. The code is in the history of the file, and should get moved to the machinelearning-samples repository

In reply to: 472661246 [](ancestors = 472661246)

Refers to: docs/samples/Microsoft.ML.Samples/Dynamic/IidSpikeDetectorTransform.cs:79 in e2487bf. [](commit_id = e2487bf, deletion_comment = False)

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectChangePoint

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SsaDetectChangePoint [](start = 24, length = 20)

please rename these to match the new API name #Resolved

shmoradims
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Comment threaddocs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs Outdated

namespace Microsoft.ML.Samples.Dynamic
{
public static class SsaDetectSpike

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SsaDetectSpike [](start = 24, length = 14)

ditto: rename to DetectSpikeBySsa. Make sure to update the filename inside xml CDATA. #Resolved

shmoradims
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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SsaChangePointEstimator](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectChangePoint.cs)]

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SsaDetectChangePoint [](start = 133, length = 20)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/ExtensionsCatalog.cs Outdated
/// <example>
/// <format type="text/markdown">
/// <![CDATA[
/// [!code-csharp[SingularSpectrumAnalysisDetectSpike](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Dynamic/Transforms/TimeSeries/SsaDetectSpike.cs)]

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SsaDetectSpike [](start = 145, length = 14)

update #Closed

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Comment threadsrc/Microsoft.ML.TimeSeries/SsaChangePointDetector.cs Outdated

/// <summary>
/// Estimator for <see cref="SsaChangePointDetector"/>
/// The <see cref="IEstimator{ITransformer}"/> for detecting a signal change through <a href="http://arxiv.org/pdf/1206.6910.pdf">Singular Spectrum Analysis (SSA).</a> of time series.

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. [](start = 166, length = 1)

extra dot #Closed

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:shipit:

@sfilipi
sfilipi merged commit da655b8 into dotnet:masterMar 14, 2019
@sfilipi
sfilipi deleted the timeseriesDocs branch March 14, 2019 19:43
This was referenced Apr 5, 2019
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