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Models: documented public methods/attributes to extract best parameters for Auto* models #829
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@AzulGarza @jmoralez , can you please comment on this issue? Is it safe to add a The same question also applies for |
Hey @yarnabrina, sorry for the late reply. I think we can add it on our side, it would probably also fix #774. Just to be sure, these would return the values that are tuned, right? For example for |
Yes, right. That'll help users to specify those themselves in future in case they want to avoid the tuning. |
Description
Especially for the auto models it is quite common for users to know which parameter combination is the best model for reporting/analyses purposes, and also to know what are the corresponding AIC/BIC/etc. values. So, something along the lines of the following will be useful:
get_best_parameters()
orbest_paramaters
get_best_model_score
orbest_model_score
Use case
This is a request raised multiple times by
sktime
users for the_GeneralisedStatsForecastAdapter
adapter. Using this adapter, we have exposed all the 5 auto models:AutoARIMA
,AutoTheta
,AutoETS
,AutoCES
,AutoTBATS
, and a few non-auto models.As of now,
model_
attribute gives few details, but the keys seem to vary for different algorithms and it is difficult to expose parameters/scores reliably for all models using this.The text was updated successfully, but these errors were encountered: