Combine boosting/bagging trees into one file. (#68)

Removes a lot of code duplication.
salesforce · Feb 2, 2022 · 7af892c · 7af892c
1 parent e21f7be
commit 7af892c
Show file tree

Hide file tree

Showing 8 changed files with 82 additions and 317 deletions.
diff --git a/docs/source/index.rst b/docs/source/index.rst
@@ -47,7 +47,7 @@ Note the following external dependencies:
    If using Mac, please install `Homebrew <https://brew.sh/>`_ and call ``brew install libomp`` so that the
    OpenMP libary is available for the model.
    This is relevant for the
-   :py:class:`LGBMForecaster <merlion.models.forecast.boostingtrees.LGBMForecaster>`,
+   :py:class:`LGBMForecaster <merlion.models.forecast.trees.LGBMForecaster>`,
    which is also used as a part of the :py:class:`DefaultForecaster <merlion.models.defaults.DefaultForecaster>`.
 
 2. Some of our anomaly detection models depend on having the Java Development Kit (JDK) installed. For Ubuntu, call

diff --git a/docs/source/merlion.models.forecast.rst b/docs/source/merlion.models.forecast.rst
@@ -14,8 +14,7 @@ merlion.models.forecast package
     prophet
     smoother
     vector_ar
-    baggingtrees
-    boostingtrees
+    trees
     lstm
 
 
@@ -78,19 +77,10 @@ merlion.models.forecast.vector\_ar module
    :undoc-members:
    :show-inheritance:
 
-merlion.models.forecast.baggingtrees module
--------------------------------------------
-
-.. automodule:: merlion.models.forecast.baggingtrees
-   :members:
-   :undoc-members:
-   :show-inheritance:
-
-
-merlion.models.forecast.boostingtrees module
---------------------------------------------
+merlion.models.forecast.trees module
+------------------------------------
 
-.. automodule:: merlion.models.forecast.boostingtrees
+.. automodule:: merlion.models.forecast.trees
    :members:
    :undoc-members:
    :show-inheritance:

diff --git a/merlion/models/defaults.py b/merlion/models/defaults.py
@@ -111,7 +111,7 @@ class DefaultForecasterConfig(LayeredModelConfig):
     Config object for default forecasting model.
     """
 
-    def __init__(self, model=None, max_forecast_steps=100, target_seq_index=None, granularity=None, **kwargs):
+    def __init__(self, model=None, max_forecast_steps=None, target_seq_index=None, granularity=None, **kwargs):
         """
         :param max_forecast_steps: Max # of steps we would like to forecast for.
             Required for some models like `MSES` and `LGBMForecaster`.

diff --git a/merlion/models/factory.py b/merlion/models/factory.py
@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2022 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -50,9 +50,9 @@
     Sarima="merlion.models.forecast.sarima:Sarima",
     StatThreshold="merlion.models.anomaly.stat_threshold:StatThreshold",
     VectorAR="merlion.models.forecast.vector_ar:VectorAR",
-    RandomForestForecaster="merlion.models.forecast.baggingtrees:RandomForestForecaster",
-    ExtraTreesForecaster="merlion.models.forecast.baggingtrees:ExtraTreesForecaster",
-    LGBMForecaster="merlion.models.forecast.boostingtrees:LGBMForecaster",
+    RandomForestForecaster="merlion.models.forecast.trees:RandomForestForecaster",
+    ExtraTreesForecaster="merlion.models.forecast.trees:ExtraTreesForecaster",
+    LGBMForecaster="merlion.models.forecast.trees:LGBMForecaster",
     # Ensembles
     DetectorEnsemble="merlion.models.ensemble.anomaly:DetectorEnsemble",
     ForecasterEnsemble="merlion.models.ensemble.forecast:ForecasterEnsemble",

diff --git a/merlion/models/forecast/boostingtrees.py b/merlion/models/forecast/boostingtrees.py