learned_weights_combiner#

Learned Weights Combiner.

Forecast combiner that uses a classification approach to learn weights for base forecasters. It learns which forecaster is likely to perform best under different conditions.

The combiner can operate in two modes:

  • Hard Selection: Selects the base forecaster with the highest predicted probability for each instance.

  • Soft Selection: Uses the predicted probabilities as weights to combine base forecaster predictions.

Classes#

LGBMCombinerHyperParams(**data)

Hyperparameters for the LGBM gradient-boosted classifier.

LogisticCombinerHyperParams(**data)

Hyperparameters for the logistic regression classifier.

RFCombinerHyperParams(**data)

Hyperparameters for the LGBM random-forest classifier.

WeightsCombiner(**data)

Combines base forecaster predictions with a classification approach.

XGBCombinerHyperParams(**data)

Hyperparameters for the XGBoost classifier.