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Aeon: A unified framework for machine learning with time series

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Re: Aeon: A unified framework for machine learning with time series

#21
post #10

To obfuscate the choice of algorithm behind kwargs (as opposed to creating separate classes) has always seemed to me a suspect choice, in sklearn as well as here. And it seems to make development of the package more complex at the expense of... less readable code for the user, with less flexibility for differences in hyperparameter specifications, etc. There are of course exceptions, something like `TrendPredictor(or…

I have taught machine learning in Java using Weka for a long time, and when we moved over to sklearn this also annoyed me. It made a good teaching point with, for example, decision trees having a dozen separate different classes for different algorithms in Weka and sklearn having one configurable one. I guess just design preference in the end. With aeon we are leaning more towards the one class per algorithm or algorithm family, but its not a hard and fast rule. One issue is when does a change in algorithm mean a change in class? So, for example, we have separate transformers for ROCKET, MINROCKET and MULTIROCKET (convolution transforms), but a single configurable RocketClassifier. UltimatelyI think it comes down to how comprehensible it is to a new user.

Re: Aeon: A unified framework for machine learning with time series

#22

It strikes me as a bit weird that these time series packages tend to discard the time component of the data and just.. not do anything with it. Prophet, for example uses dates to create Fourier terms and indicators to holidays for example and that just seems like a more sane approach.

Most time series models assume you've already deseasonalized your data in advance. Typically, seasonality is obvious to the human doing the modeling (e.g. sales being up near Christmas), so it's usually preferable for the human to deseasonalize the data in advance using a separate model that bakes in some of their human knowledge of how the world works. Forcing the model to learn seasonal trends fully on its own adds another layer of estimation error.

Prophet is popular because it works off the shelf with non-deseasonalized data and mixed frequency data, which makes it great for quick forecasting exercises. But IMO it is never the ideal model if you have a lot of time and expertise to work with.

Re: Aeon: A unified framework for machine learning with time series

#23

hi, I dont want to enter a public discussion about the split of sktime, I fear the application of Godwin's law. A summary of the key points behind the split from my perspective are here https://github.com/aeon-toolkit/aeon/issues/456 the other sides view will no doubt be forthcoming. If you want to chat about it, join our slack and message me, I'm more than happy to help. How are we different? Well I think we can all…

Its refreshing to see that classification is mentioned before forecasting. It has been a frustrating journey embarking on time series classification as it seems overlooked compared to forecasting. Will follow this project closely, and implement it in my next project!

Re: Aeon: A unified framework for machine learning with time series

#24

hi, I dont want to enter a public discussion about the split of sktime, I fear the application of Godwin's law. A summary of the key points behind the split from my perspective are here https://github.com/aeon-toolkit/aeon/issues/456 the other sides view will no doubt be forthcoming. If you want to chat about it, join our slack and message me, I'm more than happy to help. How are we different? Well I think we can all…

Its refreshing to see that classification is mentioned before forecasting. It has been a frustrating journey embarking on time series classification as it seems overlooked compared to forecasting. Will follow this project closely, and implement it in my next project!

time series classification is my primary research area :)
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