def test_prophet_hyperparameter_grid_seasonality_growth(default_holidays):
"""Tests get_hyperparameter_grid for basic seasonality, growth and other default params"""
seasonality = {"yearly_seasonality": [True], "weekly_seasonality": [False]}
growth = {"growth_term": ["linear"]}
model_components = ModelComponentsParam(seasonality=seasonality,
growth=growth)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
# Expected Values
expected_holidays = default_holidays
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": [True],
"estimator__weekly_seasonality": [False],
"estimator__daily_seasonality": ["auto"],
"estimator__add_seasonality_dict": [None],
"estimator__holidays": [expected_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [None],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [None]
}
# Assertions
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def test_apply_template_decorator():
data = generate_df_for_tests(freq="D", periods=10)
df = data["df"]
template = ProphetTemplate()
with pytest.raises(
ValueError,
match=
"ProphetTemplate only supports config.model_template='PROPHET', found 'UNKNOWN'"
):
template.apply_template_for_pipeline_params(
df=df, config=ForecastConfig(model_template="UNKNOWN"))
def test_prophet_template_default():
"""Tests prophet_template with default values, for limited data"""
# prepares input data
num_days = 10
data = generate_df_for_tests(freq="D",
periods=num_days,
train_start_date="2018-01-01")
df = data["df"]
template = ProphetTemplate()
config = ForecastConfig(model_template="PROPHET")
params = template.apply_template_for_pipeline_params(df=df, config=config)
# not modified
assert config == ForecastConfig(model_template="PROPHET")
# checks result
metric = EvaluationMetricEnum.MeanAbsolutePercentError
pipeline = params.pop("pipeline", None)
expected_params = dict(
df=df,
time_col=cst.TIME_COL,
value_col=cst.VALUE_COL,
date_format=None,
freq=None,
train_end_date=None,
anomaly_info=None,
# model
regressor_cols=None,
lagged_regressor_cols=None,
estimator=None,
hyperparameter_grid=template.hyperparameter_grid,
hyperparameter_budget=None,
n_jobs=COMPUTATION_N_JOBS,
verbose=1,
# forecast
forecast_horizon=None,
coverage=None,
test_horizon=None,
periods_between_train_test=None,
agg_periods=None,
agg_func=None,
# evaluation
score_func=metric.name,
score_func_greater_is_better=metric.get_metric_greater_is_better(),
cv_report_metrics=CV_REPORT_METRICS_ALL,
null_model_params=None,
relative_error_tolerance=None,
# CV
cv_horizon=None,
cv_min_train_periods=None,
cv_expanding_window=True,
cv_periods_between_splits=None,
cv_periods_between_train_test=None,
cv_max_splits=3)
assert_basic_pipeline_equal(pipeline, template.pipeline)
assert_equal(params, expected_params)
def test_hyperparameter_override(default_holidays):
"""Tests the hyperparameter_override functionality.
Use hyperparameter_override to override parameters and
create multiple sets of grids.
"""
model_components = ModelComponentsParam(
seasonality={
"yearly_seasonality": [True, False],
"weekly_seasonality": False,
},
hyperparameter_override=[{
"input__response__null__max_frac": 0.1,
"estimator__yearly_seasonality": True,
"estimator__growth": ["logistic"],
}, {}])
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": [True, False],
"estimator__weekly_seasonality": [False],
"estimator__daily_seasonality": ["auto"],
"estimator__add_seasonality_dict": [None],
"estimator__holidays": [default_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [None],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [None]
}
updated_grid = expected_grid.copy()
updated_grid["input__response__null__max_frac"] = [0.1]
updated_grid["estimator__yearly_seasonality"] = [True]
updated_grid["estimator__growth"] = ["logistic"]
assert_equal(hyperparameter_grid, [updated_grid, expected_grid])
def test_prophet_hyperparameter_grid_default():
"""Tests get_hyperparameter_grid and apply_prophet_model_components_defaults"""
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
# both model_components, time_properties are None
hyperparameter_grid = template.get_hyperparameter_grid()
expected_holidays = template.get_prophet_holidays(year_list=list(
range(2015 - 1, 2030 + 2)),
countries="auto",
lower_window=-2,
upper_window=2)
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": ["auto"],
"estimator__weekly_seasonality": ["auto"],
"estimator__daily_seasonality": ["auto"],
"estimator__add_seasonality_dict": [None],
"estimator__holidays": [expected_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [None],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [None]
}
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def default_holidays():
"""Default holidays by country params"""
start_year = 2015
end_year = 2030
holiday_pre_num_days = [2]
holiday_post_num_days = [2]
expected_holidays = ProphetTemplate().get_prophet_holidays(
year_list=list(range(start_year - 1, end_year +
2)), # covers one more year on both sides.
countries="auto",
lower_window=-holiday_pre_num_days[0],
upper_window=holiday_post_num_days[0])
return expected_holidays
def test_property():
"""Tests properties"""
assert ProphetTemplate().allow_model_template_list is False
assert ProphetTemplate().allow_model_components_param_list is False
template = ProphetTemplate()
assert template.DEFAULT_MODEL_TEMPLATE == "PROPHET"
assert isinstance(template.estimator, ProphetEstimator)
assert template.estimator.coverage == 0.80
assert template.apply_forecast_config_defaults(
).model_template == "PROPHET"
estimator = ProphetEstimator(coverage=0.99)
template = ProphetTemplate(estimator=estimator)
assert template.estimator is estimator
def test_prophet_hyperparameter_grid_events():
"""Tests get_prophet_hyperparameter_grid for selected Countries" holidays"""
# holiday params
start_year = 2018
end_year = 2022
holiday_pre_num_days = [1]
holiday_post_num_days = [1]
holiday_lookup_countries = ["UnitedStates", "China", "India"]
holidays_prior_scale = [5.0, 10.0, 15.0]
events = {
"holiday_lookup_countries": holiday_lookup_countries,
"holiday_pre_num_days": holiday_pre_num_days,
"holiday_post_num_days": holiday_post_num_days,
"start_year": start_year,
"end_year": end_year,
"holidays_prior_scale": holidays_prior_scale
}
model_components = ModelComponentsParam(events=events)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
# Expected Values
# Holidays df, based on given holidays params
expected_holidays = template.get_prophet_holidays(
year_list=list(range(start_year - 1, end_year + 2)),
countries=holiday_lookup_countries,
lower_window=-holiday_pre_num_days[0],
upper_window=holiday_post_num_days[0])
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": ["auto"],
"estimator__weekly_seasonality": ["auto"],
"estimator__daily_seasonality": ["auto"],
"estimator__add_seasonality_dict": [None],
"estimator__holidays": [expected_holidays],
"estimator__holidays_prior_scale": [5.0, 10.0, 15.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [None],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [None]
}
# Assertions
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def test_prophet_template_custom():
"""Tests prophet_template with custom values, with long range input"""
# prepares input data
data = generate_df_with_reg_for_tests(freq="H",
periods=300 * 24,
remove_extra_cols=True,
mask_test_actuals=True)
df = data["df"]
time_col = "some_time_col"
value_col = "some_value_col"
df.rename({
cst.TIME_COL: time_col,
cst.VALUE_COL: value_col
},
axis=1,
inplace=True)
# prepares params and calls template
metric = EvaluationMetricEnum.MeanAbsoluteError
# anomaly adjustment adds 10.0 to every record
adjustment_size = 10.0
anomaly_df = pd.DataFrame({
cst.START_DATE_COL: [df[time_col].min()],
cst.END_DATE_COL: [df[time_col].max()],
cst.ADJUSTMENT_DELTA_COL: [adjustment_size],
cst.METRIC_COL: [value_col]
})
anomaly_info = {
"value_col": cst.VALUE_COL,
"anomaly_df": anomaly_df,
"start_date_col": cst.START_DATE_COL,
"end_date_col": cst.END_DATE_COL,
"adjustment_delta_col": cst.ADJUSTMENT_DELTA_COL,
"filter_by_dict": {
cst.METRIC_COL: cst.VALUE_COL
},
"adjustment_method": "add"
}
metadata = MetadataParam(
time_col=time_col,
value_col=value_col,
freq="H",
date_format="%Y-%m-%d-%H",
train_end_date=datetime.datetime(2019, 7, 1),
anomaly_info=anomaly_info,
)
evaluation_metric = EvaluationMetricParam(
cv_selection_metric=metric.name,
cv_report_metrics=[
EvaluationMetricEnum.MedianAbsolutePercentError.name
],
agg_periods=24,
agg_func=np.max,
null_model_params={
"strategy": "quantile",
"constant": None,
"quantile": 0.8
},
relative_error_tolerance=0.01)
evaluation_period = EvaluationPeriodParam(test_horizon=1,
periods_between_train_test=2,
cv_horizon=3,
cv_min_train_periods=4,
cv_expanding_window=True,
cv_periods_between_splits=5,
cv_periods_between_train_test=6,
cv_max_splits=7)
model_components = ModelComponentsParam(
seasonality={
"yearly_seasonality": [True],
"weekly_seasonality": [False],
"daily_seasonality": [4],
"add_seasonality_dict": [{
"yearly": {
"period": 365.25,
"fourier_order": 20,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 15
},
"weekly": {
"period": 7,
"fourier_order": 35,
"prior_scale": 30.0
}
}]
},
growth={"growth_term": "linear"},
events={
"holiday_lookup_countries":
["UnitedStates", "UnitedKingdom", "India"],
"holiday_pre_num_days": [2],
"holiday_post_num_days": [3],
"holidays_prior_scale": [5.0]
},
regressors={
"add_regressor_dict": [{
"regressor1": {
"prior_scale": 10.0,
"mode": 'additive'
},
"regressor2": {
"prior_scale": 20.0,
"mode": 'multiplicative'
},
}]
},
changepoints={
"changepoint_prior_scale": [0.05],
"changepoints": [None],
"n_changepoints": [50],
"changepoint_range": [0.9]
},
uncertainty={
"mcmc_samples": [500],
"uncertainty_samples": [2000]
},
hyperparameter_override={
"input__response__null__impute_algorithm":
"ts_interpolate",
"input__response__null__impute_params": {
"orders": [7, 14]
},
"input__regressors_numeric__normalize__normalize_algorithm":
"RobustScaler",
})
computation = ComputationParam(hyperparameter_budget=10,
n_jobs=None,
verbose=1)
forecast_horizon = 20
coverage = 0.7
config = ForecastConfig(model_template=ModelTemplateEnum.PROPHET.name,
metadata_param=metadata,
forecast_horizon=forecast_horizon,
coverage=coverage,
evaluation_metric_param=evaluation_metric,
evaluation_period_param=evaluation_period,
model_components_param=model_components,
computation_param=computation)
template = ProphetTemplate()
params = template.apply_template_for_pipeline_params(df=df, config=config)
pipeline = params.pop("pipeline", None)
# Adding start_year and end_year based on the input df
model_components.events["start_year"] = df[time_col].min().year
model_components.events["end_year"] = df[time_col].max().year
expected_params = dict(
df=df,
time_col=time_col,
value_col=value_col,
date_format=metadata.date_format,
freq=metadata.freq,
train_end_date=metadata.train_end_date,
anomaly_info=metadata.anomaly_info,
# model
regressor_cols=template.regressor_cols,
estimator=None,
hyperparameter_grid=template.hyperparameter_grid,
hyperparameter_budget=computation.hyperparameter_budget,
n_jobs=computation.n_jobs,
verbose=computation.verbose,
# forecast
forecast_horizon=forecast_horizon,
coverage=coverage,
test_horizon=evaluation_period.test_horizon,
periods_between_train_test=evaluation_period.
periods_between_train_test,
agg_periods=evaluation_metric.agg_periods,
agg_func=evaluation_metric.agg_func,
# evaluation
score_func=metric.name,
score_func_greater_is_better=metric.get_metric_greater_is_better(),
cv_report_metrics=evaluation_metric.cv_report_metrics,
null_model_params=evaluation_metric.null_model_params,
relative_error_tolerance=evaluation_metric.relative_error_tolerance,
# CV
cv_horizon=evaluation_period.cv_horizon,
cv_min_train_periods=evaluation_period.cv_min_train_periods,
cv_expanding_window=evaluation_period.cv_expanding_window,
cv_periods_between_splits=evaluation_period.cv_periods_between_splits,
cv_periods_between_train_test=evaluation_period.
cv_periods_between_train_test,
cv_max_splits=evaluation_period.cv_max_splits)
assert_basic_pipeline_equal(pipeline, template.pipeline)
assert_equal(params, expected_params)
def test_prophet_hyperparameter_grid_auto_list(default_holidays):
"""Tests `get_prophet_hyperparameter_grid` automatic list conversion
via `dictionaries_values_to_lists`. Holidays are tested separately
because they are not directly passed to ProphetEstimator."""
growth = {"growth_term": "linear"}
seasonality = {
"seasonality_mode": "multiplicative",
"seasonality_prior_scale": 10.0,
"yearly_seasonality": False,
"weekly_seasonality": False,
"daily_seasonality": True,
"add_seasonality_dict": {
"yearly": {
"period": 365.25,
"fourier_order": 20,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 15
},
"weekly": {
"period": 7,
"fourier_order": 35,
"prior_scale": 30.0
}
}
}
changepoints = {
"changepoint_prior_scale": 0.05,
"changepoints": ["2018-10-11", "2018-11-11", "2019-01-17"],
"n_changepoints": 25,
"changepoint_range": 0.8
}
uncertainty = {"mcmc_samples": 0, "uncertainty_samples": 1000}
regressors = {
"add_regressor_dict": {
"reg_col1": {
"prior_scale": 10.0,
"standardize": False,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 20.0,
"standardize": True,
"mode": "multiplicative"
}
}
}
model_components = ModelComponentsParam(growth=growth,
seasonality=seasonality,
changepoints=changepoints,
regressors=regressors,
uncertainty=uncertainty)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
# Expected Values
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["multiplicative"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": [False],
"estimator__weekly_seasonality": [False],
"estimator__daily_seasonality": [True],
"estimator__add_seasonality_dict":
[seasonality["add_seasonality_dict"]],
"estimator__holidays": [default_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [["2018-10-11", "2018-11-11",
"2019-01-17"]],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [{
"reg_col1": {
"prior_scale": 10.0,
"standardize": False,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 20.0,
"standardize": True,
"mode": "multiplicative"
}
}]
}
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def test_get_prophet_holidays():
"""Tests get_prophet_holidays"""
year_list = list(range(2014, 2030 + 2))
holiday_lookup_countries = [
"UnitedStates", "UnitedKingdom", "India", "France", "China"
]
# Default holidays from get_prophet_holidays
actual_holidays = ProphetTemplate().get_prophet_holidays(
year_list=year_list)
# Ensures all given countries' holidays are captured in the given `year_list`.
# Loops through all country level holidays and confirm they are available in actual_holidays.
# Suppresses the warnings such as "We only support Diwali and Holi holidays from 2010 to 2025"
with warnings.catch_warnings():
warnings.simplefilter("ignore")
for ctry in holiday_lookup_countries:
expected_ctry_holidays = make_holidays_df(year_list=year_list,
country=ctry)
# sort df and reset index to ensure assert_frame_equal works well. Without it, assert throws an error.
expected_ctry_holidays = expected_ctry_holidays.sort_values(
by=["ds"]).reset_index(drop=True)
actual = actual_holidays[["ds", "holiday"]] # All actual holidays
actual_ctry_holidays = actual.merge( # Ensure country-level holidays are a subset of actual holidays
expected_ctry_holidays,
on=["ds", "holiday"],
how="inner",
validate="1:1") # Ensures 1:1 mapping
actual_ctry_holidays = actual_ctry_holidays.sort_values(
by=["ds"]).reset_index(drop=True)
assert_frame_equal(expected_ctry_holidays, actual_ctry_holidays)
# there are no duplicates at date and holiday level in the final holidays df
actual_holidays_rows = actual_holidays.shape[0]
unique_date_holiday = actual_holidays["ds"].astype(
str) + " " + actual_holidays["holiday"]
unique_date_holiday_combinations = pd.unique(unique_date_holiday).shape[0]
assert unique_date_holiday_combinations == actual_holidays_rows
# Tests custom params
lower_window = -1
upper_window = 4
countries = ["UnitedKingdom", "Australia"]
actual_holidays = ProphetTemplate().get_prophet_holidays(
countries=countries,
year_list=year_list,
lower_window=lower_window,
upper_window=upper_window)
assert "Australia Day (Observed)" in actual_holidays["holiday"].values
assert "Chinese New Year" not in actual_holidays["holiday"].values
# all of the expected columns are available in the output
actual_columns = list(actual_holidays.columns)
expected_columns = ["ds", "holiday", "lower_window", "upper_window"]
assert actual_columns == expected_columns
# lower_window and upper_window are accurately assigned
assert actual_holidays["lower_window"].unique() == lower_window
assert actual_holidays["upper_window"].unique() == upper_window
# no countries
actual_holidays = ProphetTemplate().get_prophet_holidays(
countries=[],
year_list=year_list,
lower_window=lower_window,
upper_window=upper_window)
assert actual_holidays is None
actual_holidays = ProphetTemplate().get_prophet_holidays(
countries=None,
year_list=year_list,
lower_window=lower_window,
upper_window=upper_window)
assert actual_holidays is None
# single country
with pytest.raises(ValueError,
match="`countries` should be a list, found Australia"):
ProphetTemplate().get_prophet_holidays(countries="Australia",
year_list=year_list,
lower_window=lower_window,
upper_window=upper_window)
def test_prophet_hyperparameter_grid_changepoints_uncertainty_custom(
default_holidays):
"""Tests get_prophet_hyperparameter_grid for selected
changepoints, regressor, and uncertainty"""
changepoints = {
"changepoint_prior_scale": [0.05, 1.0, 5.0, 10.0, 15.0],
"changepoints": [None, ["2018-10-11", "2018-11-11", "2019-01-17"]],
"n_changepoints": [25, 50, 100],
"changepoint_range": [0.8, 0.9]
}
uncertainty = {
"mcmc_samples": [0, 1000],
"uncertainty_samples": [1000, 2000]
}
regressors = {
"add_regressor_dict": [{
"reg_col1": {
"prior_scale": 10.0,
"standardize": False,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 20.0,
"standardize": True,
"mode": "multiplicative"
}
}, {
"reg_col1": {
"prior_scale": 20.0,
"standardize": True,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 40.0,
"standardize": False,
"mode": "multiplicative"
}
}]
}
model_components = ModelComponentsParam(changepoints=changepoints,
regressors=regressors,
uncertainty=uncertainty)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
# Expected Values
expected_holidays = default_holidays
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive"],
"estimator__seasonality_prior_scale": [10.0],
"estimator__yearly_seasonality": ["auto"],
"estimator__weekly_seasonality": ["auto"],
"estimator__daily_seasonality": ["auto"],
"estimator__add_seasonality_dict": [None],
"estimator__holidays": [expected_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05, 1.0, 5.0, 10.0, 15.0],
"estimator__changepoints":
[None, ["2018-10-11", "2018-11-11", "2019-01-17"]],
"estimator__n_changepoints": [25, 50, 100],
"estimator__changepoint_range": [0.8, 0.9],
"estimator__mcmc_samples": [0, 1000],
"estimator__uncertainty_samples": [1000, 2000],
"estimator__add_regressor_dict": [{
"reg_col1": {
"prior_scale": 10.0,
"standardize": False,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 20.0,
"standardize": True,
"mode": "multiplicative"
}
}, {
"reg_col1": {
"prior_scale": 20.0,
"standardize": True,
"mode": "additive"
},
"reg_col2": {
"prior_scale": 40.0,
"standardize": False,
"mode": "multiplicative"
}
}]
}
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def test_prophet_hyperparameter_grid_custom_seasonality(default_holidays):
"""Tests get_prophet_hyperparameter_grid for custom seasonality params, other params being defaults"""
seasonality = {
"seasonality_mode": ["additive", "multiplicative"],
"seasonality_prior_scale": [5.0, 10.0, 15.0],
"yearly_seasonality": [True, False],
"weekly_seasonality": [True, False],
"daily_seasonality": [True, False],
"add_seasonality_dict": [{
"yearly": {
"period": 365.25,
"fourier_order": 20,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 15
},
"weekly": {
"period": 7,
"fourier_order": 35,
"prior_scale": 30.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 10,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 3
},
"weekly": {
"period": 7,
"fourier_order": 5,
"prior_scale": 20.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 10,
"prior_scale": 30.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 5
},
"weekly": {
"period": 7,
"fourier_order": 15,
"prior_scale": 20.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 15,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 10
},
"weekly": {
"period": 7,
"fourier_order": 25,
"prior_scale": 20.0
}
}]
}
model_components = ModelComponentsParam(seasonality=seasonality)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
hyperparameter_grid = template.get_hyperparameter_grid()
# Expected Values
expected_holidays = default_holidays
expected_grid = {
"estimator__growth": ["linear"],
"estimator__seasonality_mode": ["additive", "multiplicative"],
"estimator__seasonality_prior_scale": [5.0, 10.0, 15.0],
"estimator__yearly_seasonality": [True, False],
"estimator__weekly_seasonality": [True, False],
"estimator__daily_seasonality": [True, False],
"estimator__add_seasonality_dict": [{
"yearly": {
"period": 365.25,
"fourier_order": 20,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 15
},
"weekly": {
"period": 7,
"fourier_order": 35,
"prior_scale": 30.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 10,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 3
},
"weekly": {
"period": 7,
"fourier_order": 5,
"prior_scale": 20.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 10,
"prior_scale": 30.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 5
},
"weekly": {
"period": 7,
"fourier_order": 15,
"prior_scale": 20.0
}
}, {
"yearly": {
"period": 365.25,
"fourier_order": 15,
"prior_scale": 20.0
},
"quarterly": {
"period": 365.25 / 4,
"fourier_order": 10
},
"weekly": {
"period": 7,
"fourier_order": 25,
"prior_scale": 20.0
}
}],
"estimator__holidays": [expected_holidays],
"estimator__holidays_prior_scale": [10.0],
"estimator__changepoint_prior_scale": [0.05],
"estimator__changepoints": [None],
"estimator__n_changepoints": [25],
"estimator__changepoint_range": [0.8],
"estimator__mcmc_samples": [0],
"estimator__uncertainty_samples": [1000],
"estimator__add_regressor_dict": [None]
}
# Assertions
assert_equal(actual=hyperparameter_grid, expected=expected_grid)
def test_prophet_hyperparameter_grid_warn():
"""Tests get_prophet_hyperparameter_grid warnings"""
# holiday params
start_year = 2018
end_year = 2022
holiday_pre_num_days = [1, 2, 3, 4]
holiday_post_num_days = [1, 2, 3, 4]
holiday_lookup_countries = [["UnitedStates"],
["UnitedStates", "China", "India"]]
holidays_prior_scale = [5.0, 10.0, 15.0]
events = {
"holiday_lookup_countries": holiday_lookup_countries,
"holiday_pre_num_days": holiday_pre_num_days,
"holiday_post_num_days": holiday_post_num_days,
"start_year": start_year,
"end_year": end_year,
"holidays_prior_scale": holidays_prior_scale
}
model_components = ModelComponentsParam(events=events)
with pytest.warns(Warning) as record:
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
template.get_hyperparameter_grid()
assert f"`events['holiday_pre_num_days']` list has more than 1 element. "\
f"We currently support only 1 element. "\
f"Using 1." in record[0].message.args[0]
assert f"`events['holiday_post_num_days']` list has more than 1 element. " \
f"We currently support only 1 element. " \
f"Using 1." in record[1].message.args[0]
# Extra spaces for holidays to align with actual warning in the function, because of an extra tab.
assert f"`events['holiday_lookup_countries']` contains multiple options. "\
f"We currently support only 1 option. Using ['UnitedStates']." in record[2].message.args[0]
# other invalid holiday_lookup_countries
with pytest.warns(Warning) as record:
events["holiday_pre_num_days"] = [1]
events["holiday_post_num_days"] = [0]
events["holiday_lookup_countries"] = ["auto", None]
model_components = ModelComponentsParam(events=events)
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
template.get_hyperparameter_grid()
assert f"`events['holiday_lookup_countries']` contains multiple options. " \
f"We currently support only 1 option. Using auto." in record[0].message.args[0]
# no warning if only one list of holiday_lookup_countries is provided
with pytest.warns(None):
events["holiday_pre_num_days"] = [1]
events["holiday_post_num_days"] = [0]
events["holiday_lookup_countries"] = [[
"UnitedStates", "China", "UnitedKingdom", "India"
]]
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = ModelComponentsParam(
events=events)
hyp1 = template.get_hyperparameter_grid()
events["holiday_lookup_countries"] = [
"UnitedStates", "China", "UnitedKingdom", "India"
]
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = ModelComponentsParam(
events=events)
hyp2 = template.get_hyperparameter_grid()
assert_equal(hyp1, hyp2)
def test_prophet_hyperparameter_grid_exception():
"""Tests prophet_hyperparameter_grid exceptions"""
# unknown argument
with pytest.raises(ValueError, match=r"Unexpected key\(s\) found"):
model_components = ModelComponentsParam(
seasonality={"unknown_seasonality": ["additive"]})
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
template.get_hyperparameter_grid()
# regressor must be specified under `add_regressor_dict`, not directly
with pytest.raises(ValueError, match=r"Unexpected key\(s\) found"):
model_components = ModelComponentsParam(
regressors={
"regressor1": {
"prior_scale": 10,
"standardize": True,
"mode": "additive"
},
"regressor2": {
"prior_scale": 15,
"standardize": False,
"mode": "additive"
},
"regressor3": {}
})
template = ProphetTemplate()
template.config = template.apply_forecast_config_defaults()
template.config.model_components_param = model_components
template.get_hyperparameter_grid()
def test_get_regressor_cols():
"""Tests get_regressor_names"""
# `add_regressor_dict` is a list of dict
template = ProphetTemplate()
model_components = ModelComponentsParam(
regressors={
"add_regressor_dict": [{
"regressor1": {
"prior_scale": 10,
"standardize": True,
"mode": "additive"
},
"regressor2": {
"prior_scale": 15,
"standardize": False,
"mode": "additive"
},
"regressor3": {}
}, None, {
"regressor1": {
"prior_scale": 10,
"standardize": True,
"mode": "additive"
},
"regressor4": {
"prior_scale": 15,
"standardize": False,
"mode": "additive"
},
"regressor5": {}
}]
})
template.config = ForecastConfig(model_components_param=model_components)
assert set(template.get_regressor_cols()) == {
"regressor1", "regressor2", "regressor3", "regressor4", "regressor5"
}
# `add_regressor_dict` is a single dict
model_components = ModelComponentsParam(
regressors={
"add_regressor_dict": {
"regressor1": {
"prior_scale": 10,
"standardize": True,
"mode": "additive"
},
"regressor2": {
"prior_scale": 15,
"standardize": False,
"mode": "additive"
},
"regressor3": {}
}
})
template.config = ForecastConfig(model_components_param=model_components)
assert set(template.get_regressor_cols()) == {
"regressor1", "regressor2", "regressor3"
}
# no regressors
model_components = ModelComponentsParam()
template.config = ForecastConfig(model_components_param=model_components)
assert template.get_regressor_cols() is None
model_components = ModelComponentsParam(regressors={})
template.config = ForecastConfig(model_components_param=model_components)
assert template.get_regressor_cols() is None
model_components = ModelComponentsParam(
regressors={"add_regressor_dict": []})
template.config = ForecastConfig(model_components_param=model_components)
assert template.get_regressor_cols() is None
model_components = ModelComponentsParam(
regressors={"add_regressor_dict": [{}, None]})
template.config = ForecastConfig(model_components_param=model_components)
assert template.get_regressor_cols() is None