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modeltime 1.3.2

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@mdancho84 mdancho84 released this 29 Aug 11:49
· 1 commit to master since this release

modeltime 1.3.2

Highlights

  • Future backend for parallelism. parallel_start() now supports .method = "future" (with doFuture bridge), and internal helpers prefer a future::multisession plan when available. This reduces foreach/future tuning warnings and makes parallel setup more portable.
  • New metric: maape(). Added Mean Arctangent Absolute Percentage Error and included it in extended_forecast_accuracy_metric_set(). Fully compatible with yardstick ≥ 1.2.0 (handles case_weights) and remains backward-compatible with older yardstick.
  • ADAM tuning parameters. New dials helpers ets_model() and loss() for adam_reg() engines, exposing richer model selection and loss options.

New

  • parallel_start(..., .method = "future"): sets a future::multisession plan and registers doFuture if present.
  • Exported metrics: maape(), maape_vec().
  • Dials params: ets_model(), loss().

Improvements

  • Yardstick compatibility: Internal wrappers avoid deprecations and errors under yardstick ≥ 1.2.0 (no more “external vector in selections” or missing case_weights issues).

    • summarize_accuracy_metrics() now uses dplyr::any_of(".estimator") to be robust across yardstick versions.
  • Tuning grid: Tests migrated from dials::grid_latin_hypercube() to dials::grid_space_filling().

  • Parallel control UX: setup_parallel_processing() prefers future when available; parallel_stop() resets to sequential gracefully.

  • Docs polish: Roxygen links standardized (e.g., use backticks for function refs); plotting wrappers explicitly reference timetk::* in docs.

  • Utility reinstated: calc_accuracy_2() added back to fix vignette builds that reference it.

Bug fixes

  • Fixed MAAPE computation with yardstick 1.2+ (case_weights tidyselect handling), eliminating “Must select at least one item.”
  • Resolved vignette build failure (calc_accuracy_2 not found).
  • Reduced spurious foreach RNG warnings in tests by preferring future backend; messaging improved when running sequentially.
  • ADAM engine argument handling stabilized (choose first of multi-choice args defensively).

Maintenance & CI

  • Suggests: added future, doFuture, and kept TSrepr.
  • CI: actions bumped (actions/checkout@v4, actions/upload-artifact@v4), minor path fixes, optional cache scaffolding.
  • Roxygen: updated to 7.3.2.
  • Data docs: M4 competition URL updated.

Breaking changes

  • None.

Deprecations

  • None.

Migration notes

If you use parallel tuning or refitting, prefer the new future backend:

# Set up parallelism (portable across OSes)
parallel_start(2, .method = "future")  # or omit 2 to use available physical cores
# ... run tune_*(), modeltime_*(), etc. ...
parallel_stop()

extended_forecast_accuracy_metric_set() now includes maape() by default; if you previously supplied a custom MAAPE, you can remove the duplication or keep overriding as needed.


Full Changelog: v1.3.0...v1.3.2