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feat: add ARIMAPlus.coef_ property exposing ML.ARIMA_COEFFICIENTS functionality #585

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Merged
merged 18 commits into from
May 2, 2024

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SalemJorden
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Fixes #<issue_number_goes_here> 🦕

@product-auto-label product-auto-label bot added size: m Pull request size is medium. api: bigquery Issues related to the googleapis/python-bigquery-dataframes API. labels Apr 5, 2024
@@ -119,6 +119,35 @@ def predict(
options={"horizon": horizon, "confidence_level": confidence_level}
)

def arima_coefficients(
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We discussed exposing this as an @property called coef_ to match sklearn.

@@ -186,6 +186,11 @@ def arima_evaluate(self, show_all_candidate_models: bool = False):

return self._session.read_gbq(sql)

def coef_(self) -> bpd.DataFrame:
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Let's use the SQL name here too.

@SalemJorden SalemJorden marked this pull request as ready for review April 26, 2024 21:34
@SalemJorden SalemJorden requested review from a team as code owners April 26, 2024 21:34
@SalemJorden SalemJorden requested a review from Genesis929 April 26, 2024 21:34
@tswast tswast changed the title feat: add ARIMA_COEFFICIENTS options in forecasting models feat: add ARIMAPlus.coef_ property exposing ML.ARIMA_COEFFICIENTS functionality Apr 29, 2024
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tswast commented Apr 29, 2024

FYI: I updated the PR title to "feat: add ARIMAPlus.coef_ property exposing ML.ARIMA_COEFFICIENTS functionality" to better reflect the user-facing changes.

Looks like the relevant tests are passing. :-) http://fusion2/ci/kokoro/prod%3Abigframes%2Fpresubmit%2Fe2e/activity/4cfd1e01-59bb-4955-8780-40c7fc914720

@GarrettWu @ashleyxuu The reason coef_ was choses as a name is that this aligns with how regression models expose their coefficients in scikit-learn. See: https://stackoverflow.com/a/35386555/101923

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@tswast tswast merged commit 81d1262 into googleapis:main May 2, 2024
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5 participants