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iter_evaluate

Evaluates the performance of a forecaster on a time series dataset and yields results.

This does exactly the same as evaluate.progressive_val_score. The only difference is that this function returns an iterator, yielding results at every step. This can be useful if you want to have control over what you do with the results. For instance, you might want to plot the results.

Parameters

  • dataset

    Type → base.typing.Dataset

    A sequential time series.

  • model

    A forecaster.

  • metric

    Type → metrics.base.RegressionMetric

    A regression metric.

  • horizon

    Type → int

  • agg_func

    Type → typing.Callable[[list[float]], float] | None

    Default → None