Hi team, I'm trying to set up a few AutoMLForecast...
# mlforecast
a
Hi team, I'm trying to set up a few AutoMLForecasts, and I'm having trouble accessing the fitted values. Is it possible to extract them? I would like to perform hierarchical reconciliation on it following the forecasts. Edit: I believe I have found a way to do it, although it's one model at a time. auto_mlf.models_["lgb"].fit(train, fitted=True).forecast_fitted_values() I would still be interested in knowing if there was a better way to do it.
j
Hey. Yes, I believe that's the best way to do it, since each model may have found different target transformations, etc. as part of the optimization process
a
Alright, thank you. P.S.: I love the work that you're doing on your packages. Thank you for all the work that you're putting in.
j
Thanks for the kind words
Looking at the code I think we could add
fitted
to
AutoMLForecast.fit
, which would compute the fitted values when retraining the best model and also
AutoMLForecast.forecast_fitted_values
which would just call that on every model. Feel free to open an issue for that