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feat: ability to use only precomputed point predictions - #4
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Signed-off-by: Florent Rambaud <flo.rambaud@gmail.com>
Signed-off-by: Florent Rambaud <flo.rambaud@gmail.com>
rgreen1995
commented
Jan 9, 2022
Hi, @FlorentRamb great to see you working on this and improving the code! just to check how this works, is this allowing you to do a similar pre-computation in prediction as we do when training the model? i.e. when training we calculate the point predictions once at the beginning and then pass these predictions around when training all the mace parameters. So is this MR allowing you to do this after training? |
FlorentRamb
commented
Jan 12, 2022
If I'm understanding well, yes indeed! The optional parameter |
This PR adds the ability to train and use a macest model only from precomputed point predictions. This allows to have no reference to the point predcition model in the macest model, which makes the loading/saving and usage of these models easier. The following changes are introduced:
modelorpoint_pred_modelargument in__init__becomes optionalprec_point_predsis added toModelWithConfidence.fit,ModelWithConfidence.predict_confidence_of_point_prediction,ModelWithPredictionInterval.predict_intervalandModelWithPredictionInterval.fitupdate_empirical_conflict_constantis added to_TrainingHelper.fit. It allows to skip the stepfind_conflicting_predictionsSigned-off-by: Florent Rambaud flo.rambaud@gmail.com