manager.multitask.SpotOptimTask

manager.multitask.SpotOptimTask(
    dataframe=None,
    data_test=None,
    data_frame_name='default',
    cache_home=None,
    agg_weights=None,
    index_name='DateTime',
    number_folds=10,
    predict_size=24,
    bounds=None,
    contamination=0.03,
    imputation_method='weighted',
    use_exogenous_features=True,
    n_trials_optuna=15,
    n_trials_spotoptim=10,
    n_initial_spotoptim=5,
    auto_save_models=True,
    train_days=365 * 2,
    val_days=7 * 2,
    log_level=logging.INFO,
    verbose=False,
    **config_overrides,
)

Task 4 — SpotOptim surrogate-model Bayesian tuning.

Uses spotoptim for surrogate-model-based Bayesian optimisation. Effective with small trial budgets.

Examples

from spotforecast2.manager.multitask import SpotOptimTask

task = SpotOptimTask(n_trials_spotoptim=10, predict_size=24)
print(f"Task: {task.TASK}")
print(f"SpotOptim trials: {task.config.n_trials_spotoptim}")
Task: spotoptim
SpotOptim trials: 10

Methods

Name Description
run Run SpotOptim surrogate-model tuning for all targets.

run

manager.multitask.SpotOptimTask.run(show=True, search_space=None, **kwargs)

Run SpotOptim surrogate-model tuning for all targets.

Parameters

Name Type Description Default
show bool If True, display prediction figures. True
search_space Optional[Dict[str, Any]] Dictionary defining the SpotOptim search space. None uses the built-in default. None

Returns

Name Type Description
Dict[str, Any] Aggregated prediction package. Per-target packages are stored
Dict[str, Any] on self.results["spotoptim"].