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Modeltime 0.6.0
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@mdancho84 mdancho84 released this 30 May 11:45
· 368 commits to master since this release
v0.6.0
5206e24

Workflowset Integration

modeltime_fit_workflowset() (#85) makes it easy to convert workflow_set objects to Modeltime Tables (mdl_time_tbl). Requires a refitting process that can now be performed in parallel or in sequence.

New Algorithms

  • CROSTON (#5, #98) - This is a new engine that has been added to exp_smoothing().
  • THETA (#5, #93) - This is a new engine that has been added to exp_smoothing().

New Dials Parameters

exp_smoothing() gained 3 new tunable parameters:

  • smooth_level(): This is often called the "alpha" parameter used as the base level smoothing factor for exponential smoothing models.
  • smooth_trend(): This is often called the "beta" parameter used as the trend smoothing factor for exponential smoothing models.
  • smooth_seasonal(): This is often called the "gamma" parameter used as the seasonal smoothing factor for exponential smoothing models.

Parallel Processing

  • modeltime_refit(): supports parallel processing. See control_refit()
  • modeltime_fit_workflowset(): supports parallel processing. See control_workflowset()

Updates for parsnip >= 0.1.6

  • boost_tree(mtry): Mapping switched from colsample_bytree to colsample_bynode. prophet_boost() and arima_boost() have been updated to reflect this change. tidymodels/parsnip#499

General Improvements

  • Improve Model Description of Recursive Models (#96)

Potential Breaking Changes

  • We've added new parameters to Exponential Smoothing Models. exp_smoothing() models produced in prior versions may require refitting with modeltime_refit() to upgrade their internals with the new parameters.
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