tidyverts / tidyverts/fable

Custom optimisation criterion functions

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enhancement
Dominant language
R
Stars
588
Forks
71
Avg merge
1h 58m
Merged PRs (30d)
1

Description

Where possible, models should allow custom optimisation criterions. This is appropriate as a control parameter for models.

from: https://github.com/robjhyndman/forecast/issues/744

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reviewing how fable models expose control parameters and compare the requested behavior with the linked forecast issue (https://github.com/robjhyndman/forecast/issues/744). Define which models and optimisation criteria are in scope, then confirm that custom criteria can be supplied consistently and are covered by appropriate tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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