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Add smart function to dynamically set `window_length` and `threshold` for `TimeSeriesRegularizer`

Open ParthivNaresh opened this issue 3 years ago • 0 comments

The TimeSeriesRegularizer currently sets the window_length to 5 and threshold to 0.8. This was done to support smaller datasets that wouldn't pass an infer_frequency check from WW with higher window_length and threshold values.

To address this issue, I would suggest including a smart function that changes these parameters based on the size of the dataset (if the user doesn't pass in their own values). Smaller datasets should have more forgiving values (smaller window length and threshold).

ParthivNaresh avatar Apr 04 '22 15:04 ParthivNaresh