Implemented the plotting of ensemble methods with model contributions#789
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Guilly-Kolkman wants to merge 86 commits intorelease/v4.0.0from
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Implemented the plotting of ensemble methods with model contributions#789Guilly-Kolkman wants to merge 86 commits intorelease/v4.0.0from
Guilly-Kolkman wants to merge 86 commits intorelease/v4.0.0from
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commit 37089b8 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Mon Nov 17 15:29:59 2025 +0100 fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752) * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(#728): Updated xgboost to skip scaling on empty prediction. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Added parallelism parameters. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit a85a3f7 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Fri Nov 14 14:31:34 2025 +0100 fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750) Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 4f0c664 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:54:15 2025 +0100 feature: Disabled data cutoff by default to be consistent with openstef 3. And other minor improvements. (#748) commit 493126e Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:12:35 2025 +0100 fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747) * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 6b1da44 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:05:32 2025 +0100 feature: forecaster hyperparams and eval metrics (#746) * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Fixed issue where generic transform pipeline could not be serialized. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature: standardized objective function. Added custom evaluation functions for forecasters. * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
* Added Lightgbm, LightGBM Linear Trees and Hybrid Stacking Forecasters * Fixed small issues * Ruff compliance * fixed quality checks * Fixed last issues, Signed-off-by: Lars van Someren <lars.vansomeren@sia-partners.com> * fixed comments * Refactor LightGBM to LGBM * Update LGBM and LGBMLinear defaults, fixed comments * Fixed comments * Added SkopsModelSerializer * Fixed issues * Gitignore optimization and dev sandbox * Added MultiQuantileAdapter Class * small fix * Hybrid V2 * Small fix * Squashed commit of the following: commit 37089b8 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Mon Nov 17 15:29:59 2025 +0100 fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752) * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(#728): Updated xgboost to skip scaling on empty prediction. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix(STEF-2475): Added parallelism parameters. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit a85a3f7 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Fri Nov 14 14:31:34 2025 +0100 fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750) Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 4f0c664 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:54:15 2025 +0100 feature: Disabled data cutoff by default to be consistent with openstef 3. And other minor improvements. (#748) commit 493126e Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:12:35 2025 +0100 fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747) * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 6b1da44 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Thu Nov 13 16:05:32 2025 +0100 feature: forecaster hyperparams and eval metrics (#746) * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Fixed issue where generic transform pipeline could not be serialized. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(#729): Added more state saving tests Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature: standardized objective function. Added custom evaluation functions for forecasters. * fix: Formatting. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * set silence * small fix * Fix final learner * fixed lgbm efficiency * updated lgbm linear params * Fixed type and quality issues * remove depricated files Signed-off-by: Lars van Someren <lvsom1@gmail.com> * change: Fixed dependencies to align more with the current release. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * change: Style fixes. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Lars van Someren <lvsom1@gmail.com> Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> Co-authored-by: Egor Dmitriev <egor.dmitriev@alliander.com>
…ybridForecaster2.0
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
commit 6f88d72 Author: Lars van Someren <lvsom1@gmail.com> Date: Mon Dec 8 09:46:57 2025 +0100 Bugfixes Signed-off-by: Lars van Someren <lvsom1@gmail.com> commit b44fd92 Author: Lars van Someren <lvsom1@gmail.com> Date: Thu Dec 4 14:39:31 2025 +0100 bug fixes Signed-off-by: Lars van Someren <lvsom1@gmail.com> commit e212448 Author: Lars van Someren <lvsom1@gmail.com> Date: Thu Dec 4 12:38:24 2025 +0100 fixes Signed-off-by: Lars van Someren <lvsom1@gmail.com> commit eb775e4 Author: Lars van Someren <lvsom1@gmail.com> Date: Thu Dec 4 11:40:44 2025 +0100 BugFix Signed-off-by: Lars van Someren <lvsom1@gmail.com> commit c33ce93 Author: Lars van Someren <lvsom1@gmail.com> Date: Wed Dec 3 14:15:06 2025 +0100 Made PR Compliant Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
…utionsWFunctions' into research/HybridForecaster2.0 Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
…itting and Model Fit Result. Validation and test data can now be fully used Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Squashed commit of the following: commit 6d140bc Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Wed Dec 17 10:33:19 2025 +0100 feature: add regex pattern matching in FeatureSelection and fix combine bug (#787) commit 32a42bb Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Tue Dec 16 13:50:40 2025 +0100 feature: Selector transform (#786) * feature: add Selector transform * add ForecastInputDataset testcases * add selected_features to presets * add doctest commit d3977b1 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Mon Dec 15 09:17:38 2025 +0100 feature: added tutorials for basic functionality. Added convenience method for simple openstef baselines. (#785) * feature: Added tutorial start. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature: Added example notebooks. First draft. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * chore(examples): add examples workspace project and register it in workspace; update lock * fix(lint): add missing docstrings in baselines package (D104, D103) * chore(examples): add examples workspace project and register it in workspace; update lock * chore(examples): Updated text in examples. --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 8a4097c Author: Bart Pleiter <bart.pleiter@alliander.com> Date: Wed Dec 10 16:19:48 2025 +0100 fix: exclude stdev column from quantile column checking. (#783) * fix: exclude stdev column from quantile column checking. Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> * fix: duplicate removed. Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> * fix: type Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> --------- Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> commit 43987fc Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Wed Dec 10 10:24:32 2025 +0100 fix(STEF-2549): Added none check for model end date from mlflow. Added experiment tags. (#782) Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 1891009 Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Tue Dec 9 14:40:40 2025 +0100 feature: check for model config change and skip model selection (#781) * feature: check for model config change and skip model selection * changed checking model compatibility * check for tag compatibility only * fix tests * rename new methods in callback commit c37ac92 Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Tue Dec 9 09:22:58 2025 +0100 fix: clip values of wind and solar components to below 0 (#779) * fix: clip values of wind and solar components to below 0 * add test for not all components zero commit 3eb7e69 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Mon Dec 8 15:55:16 2025 +0100 feat(mlflow): suppress MLflow emoji URL logs (#780) * feat(mlflow): suppress MLflow emoji URL logs Add MLFLOW_SUPPRESS_PRINTING_URL_TO_STDOUT=true environment variable to prevent MLflow from printing 'View run...' messages with emojis that don't comply with ECS JSON logging format. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature: Style fixes. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit eca628e Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Fri Dec 5 16:27:53 2025 +0100 feature: nonzero flatliner preset (#777) * add predict_nonzero_flatliner to presets * remove redundant validate_required_columns commit 61e1699 Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Fri Dec 5 15:37:05 2025 +0100 feature: add standard devation column to ForecastDataset and add it in ConfidenceIntervalApplicator (#778) * feature: add standard devation column to ForecastDataset and add it in ConfidenceIntervalApplicator * simplify code for adding column commit 4f70d00 Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Fri Dec 5 10:41:23 2025 +0100 chore: change radiation unit to Wm-2 (#776) * chore: change expected radiation unit to W/m-2 * change values in test for radiation features adder * fix docs for dni/gti unit * formatting commit 71ac428 Author: Bart Pleiter <bart.pleiter@alliander.com> Date: Wed Dec 3 09:45:34 2025 +0100 feature: added use_median option to flatliner forecaster so it predic… (#773) * feature: added use_median option to flatliner forecaster so it predicts the median of the training data. Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> * feature: improved naming to predict_median. Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> --------- Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> commit 45ca37f Author: Lars Schilders <123180911+lschilders@users.noreply.github.com> Date: Wed Nov 26 15:45:07 2025 +0100 fix: fixes in EvaluationPipeline and TimeSeriesPlotter (#769) * Remove target column from predictions to avoid duplication for lead_times * get sample_interval class attr commit ee41442 Author: Egor Dmitriev <egor.dmitriev@alliander.com> Date: Wed Nov 26 14:01:16 2025 +0100 fix: Improved mlflow to use run names and load proper models for reuse. Fixed time series plotter to use correct sample interval paramter. (#768) * feature: Improved mlflow to use run names and load proper models for reuse. Fixed time series plotter to use correct sample interval paramter. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> * feature(STEF-2551): Fixed path. Changed run_name to step_name in backtester. Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> --------- Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com> commit 7deb69e Author: Bart Pleiter <bart.pleiter@alliander.com> Date: Fri Nov 21 14:42:54 2025 +0100 chore: replaced alliander emails with lfenergy email. (#767) Signed-off-by: Bart Pleiter <bart.pleiter@alliander.com> Signed-off-by: Lars van Someren <lvsom1@gmail.com>
…ybridForecaster2.0 Signed-off-by: Lars van Someren <lvsom1@gmail.com>
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
…. changed slight naming. Currently hardcoded results path
Signed-off-by: Guilly-Kolkman <guilly.kolkman@sia-partners.com>
Lars800
added
feature
Signed-off-by: Guilly Kolkman <guilly.kolkman@sia-partners.com>
Signed-off-by: Guilly Kolkman <guilly.kolkman@sia-partners.com>
Signed-off-by: Guilly Kolkman <guilly.kolkman@sia-partners.com>
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Implemented a plotting method for the model_contributions. The file is a standalone file named model_contributions_plot.py in the examples folder. It goes over the benchmark_results/cache/ensemble_contributions... parquets and retrieves the first 6h of each file. Concatenates these results into one df for plotting.
Interactive visualisations:
Outputs to HTML for sharing and viewing