Skip to content

Commit eabd4c8

Browse files
docs: added time series validation to features section of website (#565)
LGTM. Thanks @michellegrushkometa and congrats for your first official PR merged to main branch! <3
1 parent efb45d4 commit eabd4c8

File tree

3 files changed

+10
-1
lines changed

3 files changed

+10
-1
lines changed

website/docs/features2.mdx

Lines changed: 10 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -230,7 +230,6 @@ Ridge regression has an additional benefit of being relatively easy to interpret
230230

231231
## Multi-Objective Hyperparameter Optimization with Nevergrad
232232

233-
---
234233

235234
One of the most important innovation in Robyn is the implementation of multi-objective hyperparameter optimization in MMM. This enables us to automate the selection of adstocking, saturation, regularization penalty and even training size for time-series validation. At the same time, the ability to optimise towards multiple "goals", implemented as objective functions, provides us the edge to produce model candidates with great predictive power as well as more realistic effect decomposition.
236235

@@ -281,6 +280,16 @@ To investigate the convergence of your multi-objective optimization. See below f
281280
<img alt="moo distrb plot" src={useBaseUrl('img/moo_distrb_plot.png')} />
282281
<img alt="moo cloud plot" src={useBaseUrl('img/moo_cloud_plot.png')} />
283282

283+
---
284+
## Time Series Validation
285+
286+
When `ts_validation = TRUE` in `robyn_run()` a 3-way-split time series for NRMSE validation is enabled.
287+
A time series validation parameter `train_size` is included as one of Robyn's hyperparameters. When `ts_validation = TRUE` in `robyn_run()`, `train_size` defines the percentage of data used for training, validation and out-of-sample testing. For example, when `train_size = 0.7`, `val_size` and `test_size` will be 0.15 each. This hyperparameter is customizable or can be fixed with a default range of `c(0.5, 0.8)` and must be between `c(0.1, 1)`.
288+
289+
<img alt="time series validation" src={useBaseUrl('img/time_series_validation_and_convergence.png')} />
290+
291+
<img alt="time series validation" src={useBaseUrl('img/actual_vs_predicted_response_ts.png')} />
292+
284293
---
285294

286295
## Calibration with Experiments
154 KB
Loading
2.54 MB
Loading

0 commit comments

Comments
 (0)