man-group / man-group/pytest-plugins

MAE & RMSE give the exact same results when using custom fold_strategy in pycaret.time_series

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Dominant language
Python
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Description

Hi, you should be able to reproduce the issue by copy pasting the following code.
python : 3.8
sktime : 0.8.1

```
from pycaret.time_series import *
from sktime.forecasting.model_selection import ExpandingWindowSplitter

from pycaret.datasets import get_data
data = get_data('airline')
my_custom_cv = ExpandingWindowSplitter(fh=12,initial_window=100 ,step_length=1)
s = setup(data, fold_strategy=my_custom_cv)
s.compare_models()
```

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Research direction

Start by running the supplied Python 3.8 reproduction with sktime 0.8.1, then trace setup(..., fold_strategy=my_custom_cv) into compare_models(). Determine why the MAE and RMSE results become identical under the custom splitter. Done means the metrics are calculated distinctly and a regression test covers this reproduction.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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