Rolling Cross Validation for Monthly CPI Forecasting#
In this notebook, using Prophet, we provide a template for a rolling cross validation experiment on a CPI forecasting task. The purpose of rolling cross validation, in this context, is to evaluate how well the strategy of consuming all available data for model training would have worked in retrospect. This can be useful in situations where data are scarce and where it is desirable to train models using the most recently available data possible.
To do this, we will refit a Prophet model using data up to several cutoff dates. In this notebook, we use 6 cutoff dates that are all one year apart. This code has been adapted from Vector’s contribution to the 2022 edition of Canada’s Food Price Report, with code available here.
import matplotlib.pyplot as plt
import matplotlib.patches as mpatches
from matplotlib.lines import Line2D
import numpy as np
import pandas as pd
pd.set_option('precision', 3)
from prophet import Prophet
from sklearn.metrics import r2_score, mean_absolute_error, mean_squared_error, mean_absolute_percentage_error
import os
"""
Set the output path corresponding to the experiment. The ensembling experiment will
look for specific output files in the output directory corresponding to forecasts,
e.g.: ./output/prophet_202110/forecasts_2015-07-01.csv
"""
output_path = "./rolling_cv_output/prophet_experiment"
if not os.path.exists(output_path):
if not os.path.exists("./rolling_cv_output"):
os.mkdir("./rolling_cv_output")
os.mkdir(output_path)
Load Data From File#
In this demo, we will use Prophet to produce univarate forecasts for each of the 9 major Canadian food price categories listed in the columns below. The dataset is part of a larger dataset that includes many variables from the FRED database. These variables are not used in this demo, but could certainly be used in an exploration of more sophisticated global or multivariate forecasting models!
If we’re using Colab, we mount our Google Drive which should have the bootcamp datasets in it already (See Github Repo Readme for instructions).
if 'google.colab' in str(get_ipython()):
from google.colab import drive
drive.mount('/content/drive')
data_dir should be changed to reflect the address of the cpi_forecasting dataset. For example, if using Colab, the dataset may be housed in /content/drive/MyDrive/Forecasting Bootcamp.
data_dir = "/ssd003/projects/forecasting_bootcamp/bootcamp_datasets/cpi_forecasting"
foodprice_categories = pd.read_csv(f"{data_dir}/foodprice_categories.txt", sep='\n', header=None)[0].to_list()
foodprice_df = pd.read_csv(f"{data_dir}/all_data.csv", index_col=0)
foodprice_df = foodprice_df.set_index(pd.DatetimeIndex(foodprice_df.index))
foodprice_df
| Bakery and cereal products (excluding baby food) | Dairy products and eggs | Fish, seafood and other marine products | Food purchased from restaurants | Food | Fruit, fruit preparations and nuts | Meat | Other food products and non-alcoholic beverages | Vegetables and vegetable preparations | DEXCAUS | ... | XTIMVA01CAM657S | XTIMVA01CAM659S | XTIMVA01CAM664N | XTIMVA01CAM664S | XTIMVA01CAM667S | XTNTVA01CAM664N | XTNTVA01CAM664S | XTNTVA01CAM667S | TOTALNS | TOTALSL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1986-01-01 | 69.3 | 70.9 | 60.6 | 59.1 | 67.3 | 76.0 | 65.1 | 77.5 | 76.0 | 1.392 | ... | 3.644 | 12.051 | 9.368e+09 | 9.496e+09 | 6.749e+09 | 6.906e+08 | 1.052e+09 | 7.479e+08 | 607.369 | 605.703 |
| 1986-02-01 | 70.3 | 70.8 | 61.3 | 59.1 | 66.9 | 77.6 | 64.2 | 78.1 | 68.4 | 1.392 | ... | 1.965 | 16.745 | 9.495e+09 | 9.632e+09 | 6.881e+09 | -9.880e+07 | 1.539e+08 | 1.099e+08 | 605.807 | 610.678 |
| 1986-03-01 | 70.6 | 71.1 | 61.3 | 59.3 | 67.0 | 79.2 | 64.2 | 78.6 | 66.2 | 1.392 | ... | -11.565 | 1.655 | 8.803e+09 | 8.529e+09 | 6.085e+09 | 9.138e+08 | 9.079e+08 | 6.478e+08 | 606.799 | 613.377 |
| 1986-04-01 | 71.3 | 71.0 | 61.4 | 59.7 | 67.7 | 82.2 | 63.6 | 79.5 | 71.1 | 1.392 | ... | 13.334 | 10.821 | 1.034e+10 | 9.569e+09 | 6.897e+09 | 3.470e+08 | 6.563e+08 | 4.730e+08 | 614.367 | 619.658 |
| 1986-05-01 | 71.2 | 71.4 | 61.9 | 59.9 | 68.2 | 83.5 | 64.0 | 79.8 | 75.3 | 1.377 | ... | -4.236 | 6.160 | 9.598e+09 | 9.091e+09 | 6.605e+09 | 7.013e+08 | 6.893e+08 | 5.008e+08 | 621.915 | 625.820 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 2021-06-01 | 157.7 | 145.3 | 146.2 | 163.9 | 156.8 | 144.5 | 176.7 | 142.2 | 153.4 | 1.203 | ... | -1.087 | 31.561 | 5.159e+10 | 4.979e+10 | 4.075e+10 | 3.661e+09 | 3.111e+09 | 2.546e+09 | 4259.604 | 4307.137 |
| 2021-07-01 | 157.9 | 146.4 | 146.6 | 165.2 | 157.6 | 141.7 | 180.9 | 141.9 | 154.8 | 1.240 | ... | 1.990 | 18.580 | 5.106e+10 | 5.205e+10 | 4.156e+10 | 3.780e+08 | 1.129e+09 | 9.018e+08 | 4276.202 | 4323.730 |
| 2021-08-01 | 158.5 | 148.3 | 146.8 | 165.9 | 158.0 | 142.5 | 182.1 | 141.7 | 152.2 | 1.251 | ... | -2.312 | 14.723 | 5.245e+10 | 5.115e+10 | 4.060e+10 | 1.300e+09 | 2.674e+09 | 2.123e+09 | 4316.303 | 4337.489 |
| 2021-09-01 | 158.1 | 148.0 | 147.1 | 165.9 | 158.5 | 141.5 | 184.8 | 144.3 | 150.0 | 1.262 | ... | -3.461 | 8.557 | 5.080e+10 | 4.965e+10 | 3.920e+10 | 1.561e+09 | 2.277e+09 | 1.798e+09 | 4346.662 | 4367.402 |
| 2021-10-01 | 159.3 | 146.6 | 149.3 | 167.1 | 159.2 | 141.7 | 187.1 | 144.4 | 149.4 | 1.266 | ... | -3.461 | 8.557 | 5.080e+10 | 4.965e+10 | 3.920e+10 | 1.561e+09 | 2.277e+09 | 1.798e+09 | 4346.662 | 4367.402 |
430 rows × 332 columns
Experiment Setup#
Load the rolling cross validation cutoff dates specified in a file.
cutoff_dates = pd.read_csv(f"{data_dir}/cutoff_dates.txt", sep='\n', header=None)[0].to_list()
cutoff_dates
['2015-07-01',
'2016-07-01',
'2017-07-01',
'2018-07-01',
'2019-07-01',
'2020-07-01']
Use the cutoff dates to determine collections of training and validation periods that correspond to the cutoff date. In this case, the task is to train using all data available up to the cutoff date, and to evaluate forecasts on the following 18 months only. This is a direct reflection of this specific use case, where we are only ever interested in producing 18-month forecasts on an annual basis.
sim_train_dates = {}
sim_valid_dates = {}
for date in cutoff_dates:
sim_train_dates[date] = foodprice_df.index[foodprice_df.index <= date]
sim_valid_dates[date] = foodprice_df.index[(foodprice_df.index > date) & (foodprice_df.index <= (pd.to_datetime(date) + pd.DateOffset(months=18)))]
Helper Function for Prophet Data Loading#
def get_prophet_df(foodprice_df, food_category, dates):
df = foodprice_df[food_category][dates]
df = df.reset_index()
df = df.rename({'REF_DATE':'ds', 'index':'ds', food_category:'y'}, axis=1)
return df
Define Evaluation Metrics#
def rmse(y_true, y_pred):
return np.sqrt(mean_squared_error(y_true, y_pred))
metrics = {
'r2_score': r2_score,
'mae': mean_absolute_error,
'mape': mean_absolute_percentage_error,
'mse': mean_squared_error,
'rmse': rmse
}
Define Functions to Fit and Evaluate Models for All CPI Categories (Validation)#
The following function will fit and evaluate a Prophet model for a single food price category using the specified training and validation dates
def fit_eval_forecast_model(foodprice_df, food_category, train_dates, valid_dates):
train_df = get_prophet_df(foodprice_df, food_category, train_dates) # Select training data.
model = Prophet() # Initialize model with (default) paramters.
model.fit(train_df) # Fit the model.
valid_df = get_prophet_df(foodprice_df, food_category, valid_dates) # Select the validation data.
valid_forecast = model.predict(valid_df[['ds']]) # Produce the validation period forecast.
valid_metrics = {metric_name: metric_fn(y_true=valid_df.y, # Compute validation metrics.
y_pred=valid_forecast.yhat) for metric_name, metric_fn in metrics.items()}
return model, valid_forecast, valid_metrics
def plot_valid_forecast(model, food_category, sim_forecast_date, valid_forecast, valid_actual):
fig = model.plot(valid_forecast, figsize=(10,4))
ax = fig.axes[0]
ax.scatter(valid_actual.ds, valid_actual.y, color='green', s=10, label='Actual CPI')
ax.set_title(f'CPI Forecast (Simulated From {date}) - {food_category}')
ax.set_ylabel('CPI (% of 2002 Baseline)')
ax.set_xlabel('Date')
### Creating legend elements
cmap = plt.get_cmap("tab10")
handles, labels = ax.get_legend_handles_labels()
actual_patch = Line2D([0], [0], color='w', markerfacecolor='black', marker='o', label='Historical CPI')
fc_patch = mpatches.Patch(color=cmap(0), label='Predicted CPI Uncertainty', alpha=0.5)
fc_line = Line2D([0], [0], color=cmap(0), label='Predicted CPI')
handles.append(actual_patch)
handles.append(fc_line)
handles.append(fc_patch)
ax.legend(handles=handles)
plt.savefig(f"{output_path}/fc_valid_{food_category}_{sim_forecast_date}.svg", bbox_inches='tight')
plt.savefig(f"{output_path}/fc_valid_{food_category}_{sim_forecast_date}.png", bbox_inches='tight')
plt.show()
Run model fitting and evaluation#
all_valid_metrics = {}
all_forecasts = {}
for food_category in foodprice_categories:
"""
Iterate over each of the food price categories.
"""
annual_valid_metrics = {}
annual_forecasts = {}
for date in cutoff_dates:
"""
Iterate over each of the cutoff dates.
"""
train_dates = sim_train_dates[date]
valid_dates = sim_valid_dates[date]
model, valid_forecast, valid_metrics = fit_eval_forecast_model(foodprice_df, food_category, train_dates, valid_dates)
valid_actual = get_prophet_df(foodprice_df, food_category, valid_dates)
plot_valid_forecast(model, food_category, date, valid_forecast, valid_actual)
valid_metrics_series = pd.Series(valid_metrics)
print(valid_metrics_series)
annual_valid_metrics[date] = valid_metrics_series
annual_forecasts[date] = valid_forecast.yhat
all_valid_metrics[food_category] = annual_valid_metrics
all_forecasts[food_category] = annual_forecasts
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
Initial log joint probability = -2.7612
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1313.02 0.0112517 744.71 10 1 118
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1358.12 0.0176746 1365.67 10 1 229
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1367.85 0.00364334 793.92 1 1 351
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1376.37 0.00168705 212.183 1 1 458
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1378.68 0.00108347 238.119 1 1 582
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
580 1380.29 0.000132298 434.974 4.024e-07 0.001 727 LS failed, Hessian reset
599 1380.64 0.000108365 130.453 0.5945 0.5945 748
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1381.96 1.04555e-05 95.3132 0.5932 0.5932 880
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
770 1382.33 2.03069e-05 118.102 1.642e-07 0.001 998 LS failed, Hessian reset
799 1382.59 0.000179942 172.484 0.2274 0.6021 1028
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
853 1382.76 1.80195e-05 86.9676 9.729e-08 0.001 1138 LS failed, Hessian reset
899 1382.82 1.08609e-05 75.7756 1 1 1202
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1384.02 0.00128635 208.173 0.9124 0.9124 1319
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1085 1384.22 3.14829e-05 143.99 5.099e-07 0.001 1489 LS failed, Hessian reset
1099 1384.22 3.11965e-05 101.628 0.3038 1 1508
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1122 1384.25 7.70231e-05 208.345 9.592e-07 0.001 1575 LS failed, Hessian reset
1160 1384.27 1.18472e-05 61.6328 1.792e-07 0.001 1664 LS failed, Hessian reset
1181 1384.27 7.82991e-08 61.2733 1 1 1691
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -4.439
mae 4.432
mape 0.029
mse 31.430
rmse 5.606
dtype: float64
Initial log joint probability = -2.59973
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1368.34 0.0124114 1820.9 1 1 117
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1405.96 0.00322224 436.898 1 1 231
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1412.85 0.00473256 307.23 1 1 344
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1417.63 0.000840383 276.719 2.1 0.21 466
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1420.85 0.000127083 204.716 0.4207 0.4207 581
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1423.6 0.00154189 134.87 1 1 701
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1426.16 0.000635921 726.978 0.5112 0.5112 817
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1428.26 0.00243211 421.374 0.3235 1 930
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1428.9 0.00075175 196.068 1 1 1050
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
939 1429.42 2.8301e-05 119.76 2.308e-07 0.001 1133 LS failed, Hessian reset
999 1429.62 0.00024618 80.4151 1 1 1204
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1065 1429.89 2.8235e-05 138.582 1.335e-07 0.001 1333 LS failed, Hessian reset
1090 1429.95 1.09968e-05 56.0835 1.822e-07 0.001 1404 LS failed, Hessian reset
1099 1429.96 1.25387e-06 68.5727 0.6196 0.6196 1415
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1106 1429.96 3.02074e-05 85.0286 3.907e-07 0.001 1470 LS failed, Hessian reset
1150 1429.97 6.17448e-06 64.9248 7.853e-08 0.001 1571 LS failed, Hessian reset
1177 1429.97 1.02396e-07 53.442 0.2609 0.2609 1605
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -43.828
mae 8.565
mape 0.057
mse 76.268
rmse 8.733
dtype: float64
Initial log joint probability = -2.48661
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1392.29 0.00727217 163.699 1 1 112
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1409.01 0.00110231 665.933 0.663 0.663 218
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1417.41 0.00470497 378.655 1 1 336
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1420.41 0.021434 333.863 1 1 457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
469 1426.01 7.82124e-05 278.851 1.881e-07 0.001 595 LS failed, Hessian reset
499 1426.83 0.0028802 586.684 1 1 629
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
583 1428.12 0.000116928 151.302 8.632e-07 0.001 777 LS failed, Hessian reset
599 1428.49 0.00342034 695.729 1 1 794
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1429.21 0.000623621 130.33 1 1 914
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
713 1429.29 3.33006e-05 151.029 2.976e-07 0.001 970 LS failed, Hessian reset
799 1429.82 0.00104969 165.475 1 1 1076
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
806 1429.9 4.76789e-05 130.156 1.113e-07 0.001 1133 LS failed, Hessian reset
899 1430.61 2.22705e-05 67.2646 1 1 1248
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
941 1430.63 2.28982e-05 74.5253 2.785e-07 0.001 1345 LS failed, Hessian reset
983 1430.64 1.50816e-06 65.775 2.18e-08 0.001 1445 LS failed, Hessian reset
999 1430.64 9.33411e-08 73.9941 1 1 1470
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1000 1430.64 4.86276e-08 70.6106 0.2351 1 1472
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -25.176
mae 5.110
mape 0.034
mse 27.072
rmse 5.203
dtype: float64
Initial log joint probability = -2.50119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1427.31 0.00176279 435.658 1 1 111
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1458.12 0.00164051 165.088 0.2705 1 222
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1477.24 0.00147014 404.293 0.8605 0.8605 334
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1491.54 0.00887189 711.971 1 1 445
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
473 1493.26 6.55034e-05 214.951 3.79e-07 0.001 570 LS failed, Hessian reset
499 1493.65 0.000783526 243.647 1 1 599
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
510 1493.96 3.40013e-05 176.309 1.421e-07 0.001 664 LS failed, Hessian reset
599 1495.42 0.000306902 168.211 0.325 1 776
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
619 1495.73 4.0467e-05 199.131 1.625e-07 0.001 847 LS failed, Hessian reset
699 1496.5 0.000254091 74.6506 1 1 938
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
793 1499.19 4.08304e-05 198.011 2.236e-07 0.001 1094 LS failed, Hessian reset
799 1499.3 0.00076335 424.006 0.4965 1 1101
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1500.08 0.000259155 92.0341 0.7269 0.7269 1219
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1502.2 0.000846159 319.9 1 1 1343
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1503.68 6.89519e-05 114.988 0.3603 0.3603 1469
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1504.02 6.78708e-05 71.7173 0.1472 1 1586
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1200 1504.02 1.27114e-05 66.4413 1.772e-07 0.001 1634 LS failed, Hessian reset
1299 1504.21 0.00189265 212.129 1 1 1752
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1505.45 9.69055e-05 142.635 0.3959 0.3959 1865
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1449 1506.02 2.67692e-05 118.621 8.514e-08 0.001 1960 LS failed, Hessian reset
1499 1506.39 0.00238166 240.081 0.3948 1 2023
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1560 1506.75 5.55447e-05 195.924 6.611e-07 0.001 2136 LS failed, Hessian reset
1599 1506.8 7.74704e-06 71.0719 1.193 0.1193 2188
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1638 1506.84 2.93529e-06 50.2565 4.53e-08 0.001 2284 LS failed, Hessian reset
1651 1506.85 3.91389e-09 73.4825 0.001147 1 2312
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.274
mae 1.413
mape 0.009
mse 2.897
rmse 1.702
dtype: float64
Initial log joint probability = -2.48641
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1502.69 0.0036483 702.218 1 1 113
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1531.72 0.0145236 1093.03 0.2404 1 226
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1545.14 0.00141053 1009.21 0.1572 0.1572 330
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1553.68 0.0013836 234.069 0.09427 1 449
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1556.42 0.00103611 331.848 1 1 565
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1566.65 0.00403234 538.296 1 1 686
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
683 1569.4 7.64278e-05 449.022 1.68e-07 0.001 817 LS failed, Hessian reset
699 1570.02 6.00978e-05 136.72 0.5191 1 838
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1571.24 0.000109341 139.934 0.8951 0.8951 960
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1572.27 0.000405751 284.994 0.8501 0.8501 1087
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1572.9 2.89177e-05 67.0417 0.7531 0.7531 1212
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1073 1573.82 9.15765e-05 304.876 7.762e-07 0.001 1333 LS failed, Hessian reset
1099 1574.07 8.04156e-05 211.986 0.3499 0.3499 1363
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1574.55 0.000185762 77.345 0.4102 1 1479
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1574.76 0.000111952 97.474 1 1 1597
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1574.9 0.000229541 76.3507 1 1 1713
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1575.23 0.00832363 289.18 1 1 1826
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1538 1575.9 0.000177261 576.527 8.288e-07 0.001 1912 LS failed, Hessian reset
1599 1577 0.000749133 249.992 0.8235 0.8235 1980
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1577.4 0.000197182 142.572 1 1 2101
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1705 1577.47 6.20123e-05 108.137 2.416e-07 0.001 2169 LS failed, Hessian reset
1777 1577.57 2.13954e-05 165.694 2.755e-07 0.001 2303 LS failed, Hessian reset
1799 1577.57 1.16036e-07 61.6471 0.2509 1 2339
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1802 1577.57 2.94236e-08 58.3821 0.2919 0.2919 2343
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -4.556
mae 3.606
mape 0.023
mse 15.227
rmse 3.902
dtype: float64
Initial log joint probability = -2.47511
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1561.68 0.0140137 496.107 1 1 114
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1578.4 0.00212304 1218.95 1 1 220
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1591.7 0.000680982 194.226 0.1439 1 350
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1594.04 0.00190597 372.842 1 1 471
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
494 1604.94 7.76096e-05 260.181 7.219e-07 0.001 625 LS failed, Hessian reset
499 1605.33 0.00562914 1384.18 1 1 630
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
576 1611.16 1.63038e-05 104.037 1.569e-07 0.001 770 LS failed, Hessian reset
599 1611.45 6.976e-05 75.6745 0.8883 0.8883 805
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1612.85 0.000100988 145.522 1 1 929
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
717 1613.09 2.47901e-05 145.107 1.287e-07 0.001 996 LS failed, Hessian reset
799 1613.69 1.59553e-05 98.9099 0.2105 0.2105 1096
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
898 1614.22 3.20625e-05 164.077 8.658e-08 0.001 1258 LS failed, Hessian reset
899 1614.22 1.25822e-05 132.901 1 1 1259
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1614.58 8.44554e-07 68.2101 0.4894 0.4894 1378
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1614.74 6.837e-06 78.3919 1 1 1503
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1615 0.0034135 292.662 1 1 1615
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1615.96 0.000405899 144.815 0.3575 1 1739
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1307 1616.04 5.89691e-05 321.005 2.933e-07 0.001 1783 LS failed, Hessian reset
1394 1616.27 2.25952e-05 146.27 2.666e-07 0.001 1933 LS failed, Hessian reset
1399 1616.27 6.13835e-05 79.8016 1 1 1940
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1428 1616.28 9.09038e-09 75.2683 0.06153 0.006153 1980
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.987
mae 1.599
mape 0.010
mse 3.606
rmse 1.899
dtype: float64
Initial log joint probability = -2.27694
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1505.15 0.0070654 3336.99 1 1 122
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1550.49 0.00118283 968.975 0.2897 1 231
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1561.34 0.0120008 1678.86 1 1 342
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1568.76 0.00902522 500.778 0.9345 0.9345 455
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1570.99 0.000478782 218.724 1 1 579
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1572.89 0.000197275 130.421 0.6972 0.6972 694
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1575.33 0.000968728 266.501 0.8808 0.8808 810
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1577.99 0.000238909 1101.89 0.2424 0.2424 935
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1578.56 0.000137675 99.0203 1 1 1055
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
983 1578.81 1.76643e-05 110.24 1.2e-07 0.001 1190 LS failed, Hessian reset
999 1578.86 0.000160544 99.1877 1 1 1209
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1578.98 0.000134976 73.285 1 1 1328
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1151 1579.11 1.19456e-05 160.535 5.568e-08 0.001 1436 LS failed, Hessian reset
1199 1579.16 8.67145e-05 87.3656 1 1 1492
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1579.22 4.40095e-05 94.0365 0.2729 1 1614
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1336 1579.24 8.45777e-06 134.773 1.24e-07 0.001 1703 LS failed, Hessian reset
1399 1579.25 3.68545e-05 71.1219 2.896 0.2896 1782
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1579.26 0.00018113 67.5025 1 1 1920
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1522 1579.27 3.18254e-08 59.7921 0.1443 1 1953
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -6.674
mae 3.156
mape 0.023
mse 12.918
rmse 3.594
dtype: float64
Initial log joint probability = -2.27357
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1584.73 0.0320163 3438 10 1 115
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1604.16 0.00201618 1835.3 0.1722 0.1722 224
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1619 0.000996835 468.99 0.2825 1 335
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1624.09 0.000548223 223.838 1 1 450
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
473 1626.29 2.23009e-05 278.549 1.356e-07 0.001 585 LS failed, Hessian reset
499 1627.24 0.000191448 150.617 0.2274 1 614
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
588 1628.14 1.1749e-05 137.739 3.873e-08 0.001 752 LS failed, Hessian reset
599 1628.27 0.000194328 177.84 1.723 0.1723 766
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
620 1628.34 2.44704e-05 128.395 2.221e-07 0.001 837 LS failed, Hessian reset
699 1628.59 0.000365936 101.817 1 1 931
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
747 1629.28 4.43614e-05 451.67 1.159e-07 0.001 1029 LS failed, Hessian reset
799 1629.65 0.000259293 113.795 1 1 1088
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1629.86 2.48624e-06 96.4396 0.2429 0.02429 1215
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1630.2 2.97198e-05 88.7117 0.1578 0.1578 1328
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1630.32 2.19966e-05 69.4702 0.8902 0.8902 1444
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1121 1630.35 6.583e-06 115.867 5.83e-08 0.001 1514 LS failed, Hessian reset
1145 1630.35 5.95702e-06 102.271 8.314e-08 0.001 1586 LS failed, Hessian reset
1199 1630.36 1.73036e-05 63.0717 0.6101 0.6101 1654
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1220 1630.37 9.66359e-06 117.415 1.477e-07 0.001 1719 LS failed, Hessian reset
1291 1630.38 5.94314e-06 105.667 5.177e-08 0.001 1874 LS failed, Hessian reset
1299 1630.38 1.52617e-06 61.0876 0.5089 0.5089 1885
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1386 1630.43 2.78395e-05 297.885 8.481e-08 0.001 2037 LS failed, Hessian reset
1399 1630.44 4.87126e-05 93.8279 1 1 2050
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1411 1630.45 5.68115e-06 90.2074 5.599e-08 0.001 2107 LS failed, Hessian reset
1448 1630.46 5.08435e-06 88.8457 5.6e-08 0.001 2209 LS failed, Hessian reset
1469 1630.46 7.81235e-07 61.9846 1.273e-08 0.001 2281 LS failed, Hessian reset
1471 1630.46 4.93312e-08 36.5316 0.4501 0.4501 2283
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -29.771
mae 4.621
mape 0.035
mse 22.539
rmse 4.747
dtype: float64
Initial log joint probability = -2.37705
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1607.51 0.00166785 1189.01 1 1 120
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1640.58 0.0950866 7147.88 0.6073 1 230
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1652.68 0.0152327 733.596 1 1 338
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1660.7 0.0013613 1223.08 1 1 448
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
475 1662.75 1.95666e-05 179.143 2.153e-07 0.001 572 LS failed, Hessian reset
499 1662.99 0.000428594 136.652 0.4191 0.4191 601
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
507 1663.01 8.47919e-06 114.389 8.126e-08 0.001 660 LS failed, Hessian reset
599 1664.13 0.00173787 288.068 1 1 768
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
653 1665.29 4.82838e-05 552.539 9.499e-08 0.001 866 LS failed, Hessian reset
699 1665.53 9.30826e-05 122.895 1 1 921
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
766 1665.99 2.17435e-05 248.902 4.28e-08 0.001 1047 LS failed, Hessian reset
799 1666.23 9.11723e-05 152.41 0.4733 0.4733 1082
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1666.43 1.87694e-05 62.7194 0.2538 0.002538 1210
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1666.73 4.93397e-05 102.884 0.6666 0.6666 1329
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1666.91 0.000136395 107.756 0.4593 1 1457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1111 1666.92 1.43142e-05 162.942 1.874e-07 0.001 1520 LS failed, Hessian reset
1168 1666.98 1.26011e-05 190.373 6.151e-08 0.001 1636 LS failed, Hessian reset
1199 1667.02 3.86746e-06 51.4315 0.7183 0.7183 1675
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1269 1667.12 1.90035e-05 215.661 6.297e-08 0.001 1809 LS failed, Hessian reset
1299 1667.18 0.000112464 128.418 1 1 1844
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1667.22 0.00117842 251.96 1 1 1969
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1667.39 0.00189825 252.977 1 1 2092
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1506 1667.47 1.67972e-05 224.731 4.504e-08 0.001 2167 LS failed, Hessian reset
1599 1667.59 1.2962e-06 62.3192 0.4649 0.4649 2291
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1688 1667.62 8.95432e-06 121.912 1.042e-07 0.001 2447 LS failed, Hessian reset
1699 1667.62 8.85509e-07 65.2708 1 1 2462
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1712 1667.62 2.35885e-08 68.2582 0.1851 0.4951 2484
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -8.011
mae 2.390
mape 0.018
mse 6.368
rmse 2.523
dtype: float64
Initial log joint probability = -2.4619
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1665 0.00139805 833.927 1 1 125
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1701.12 0.000348409 379.704 1 1 231
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1727.04 0.0201037 2922.33 1 1 338
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1746.28 0.000669101 421.571 1 1 452
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
449 1749.12 1.21148e-05 209.994 4.845e-08 0.001 545 LS failed, Hessian reset
499 1750.25 8.60158e-05 195.35 1 1 597
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1755.67 0.000696199 980.964 1 1 711
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1758.14 0.000934042 998.206 1 1 819
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1760.02 0.000885581 323.424 4.3 1 932
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
856 1761.09 1.62966e-05 151.919 1.196e-07 0.001 1042 LS failed, Hessian reset
899 1761.29 0.000108514 172.616 0.8694 0.8694 1091
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1762.88 0.0116251 706.309 1 1 1205
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1052 1763.94 1.29501e-05 138.562 2.462e-08 0.001 1330 LS failed, Hessian reset
1099 1764.37 0.000300729 656.857 0.3106 0.7257 1384
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1139 1764.45 6.16173e-06 113.337 6.448e-08 0.001 1471 LS failed, Hessian reset
1199 1764.58 0.00175847 220.976 1 1 1537
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1218 1764.62 9.86649e-06 161.323 3.058e-08 0.001 1614 LS failed, Hessian reset
1265 1764.67 1.33309e-05 115.926 1.628e-07 0.001 1707 LS failed, Hessian reset
1299 1764.68 8.59051e-06 57.2575 0.3703 1 1749
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1389 1765.08 1.1789e-05 137.179 1.502e-07 0.001 1893 LS failed, Hessian reset
1399 1765.11 0.000155134 183.876 0.8982 0.8982 1903
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1765.31 6.24782e-05 83.0419 0.8723 0.8723 2028
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 1765.36 2.10411e-05 55.3804 0.4129 1 2142
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1765.52 1.40928e-05 105.026 0.3364 0.3364 2265
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1799 1765.71 0.00117246 143.402 1 1 2375
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1803 1765.72 7.22714e-06 131.095 2.989e-08 0.001 2427 LS failed, Hessian reset
1899 1765.88 0.000125363 117.174 1 1 2545
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1972 1765.91 4.81922e-06 100.726 6.868e-08 0.001 2680 LS failed, Hessian reset
1986 1765.91 4.2443e-08 70.3646 0.3072 0.3072 2696
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -2.619
mae 2.415
mape 0.018
mse 7.983
rmse 2.825
dtype: float64
Initial log joint probability = -2.37086
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1734.42 0.0230712 5491.12 1 1 124
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1762.28 0.000853831 543.692 1 1 233
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1774.49 0.00634037 744.125 1.022 0.1022 341
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1779.85 0.00140215 467.18 1 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1787.89 0.000314145 925.066 0.2207 1 568
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1791.18 0.00142694 407.623 1 1 677
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
680 1794.42 3.80387e-05 166.531 2.5e-07 0.001 804 LS failed, Hessian reset
699 1794.82 0.000152399 801.571 0.508 0.508 825
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
728 1795.54 6.6444e-06 104.857 3.112e-08 0.001 899 LS failed, Hessian reset
799 1796.25 0.00163095 482.928 1.535 0.1535 984
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
808 1796.42 1.80481e-05 222.467 5.929e-08 0.001 1041 LS failed, Hessian reset
899 1796.71 0.00018177 226.42 0.8812 0.8812 1147
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
961 1797.53 1.60805e-05 246.813 6.321e-08 0.001 1262 LS failed, Hessian reset
999 1797.73 2.94399e-05 100.664 1 1 1304
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1051 1797.82 1.03868e-05 107.649 2.846e-08 0.001 1418 LS failed, Hessian reset
1099 1797.87 3.40066e-06 72.0779 0.9417 0.9417 1477
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1798.18 0.000684679 75.5477 1 1 1587
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1798.34 3.09822e-05 99.9595 0.6143 0.6143 1709
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1316 1798.38 7.25674e-06 113.136 3.515e-08 0.001 1780 LS failed, Hessian reset
1399 1798.42 0.000216779 165.553 1 1 1890
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1438 1798.44 2.25658e-05 232.409 1.342e-07 0.001 1989 LS failed, Hessian reset
1499 1798.46 2.19412e-06 68.9019 1 1 2071
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1517 1798.46 5.70237e-08 66.7522 0.2801 1 2095
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -7.825
mae 5.749
mape 0.041
mse 37.129
rmse 6.093
dtype: float64
Initial log joint probability = -2.31087
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1699.41 0.00183016 829.299 1 1 117
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1734.53 0.000801917 301.174 1 1 223
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1740.52 0.000115772 140.139 0.798 0.798 327
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1742.77 0.00993633 311.617 1 1 444
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
448 1744.83 4.48823e-05 372.148 5.209e-08 0.001 541 LS failed, Hessian reset
499 1745.9 0.000517337 269.855 1.657 0.1657 603
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1747.05 0.000149585 151.938 4.889 0.4889 719
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1748.9 0.00348567 315.819 0.7539 0.7539 842
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
750 1750.04 2.4465e-05 181.351 2.068e-07 0.001 947 LS failed, Hessian reset
799 1750.51 4.20952e-05 83.3307 0.724 0.724 1007
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1751.03 8.29937e-05 200.052 0.4565 0.4565 1124
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
965 1751.16 8.79245e-06 91.2994 7.493e-08 0.001 1241 LS failed, Hessian reset
999 1751.18 0.000363253 114.048 1 1 1281
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1024 1751.23 2.15493e-05 152.222 3.002e-07 0.001 1355 LS failed, Hessian reset
1099 1751.3 4.43785e-05 61.294 1 1 1444
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1107 1751.31 9.22265e-06 118.808 8.132e-08 0.001 1502 LS failed, Hessian reset
1199 1751.37 6.03573e-06 58.3136 0.09164 0.3717 1613
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1200 1751.37 2.76224e-06 46.0189 4.737e-08 0.001 1653 LS failed, Hessian reset
1217 1751.37 3.38709e-06 59.4707 6.042e-08 0.001 1715 LS failed, Hessian reset
1233 1751.37 7.26259e-07 47.0836 1.285e-08 0.001 1783 LS failed, Hessian reset
1240 1751.37 1.10262e-07 46.5065 1 1 1790
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -7.877
mae 7.431
mape 0.051
mse 61.418
rmse 7.837
dtype: float64
Initial log joint probability = -2.39071
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1267.69 0.00287224 346.504 1 1 114
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1287.19 0.0242984 314.98 1 1 226
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1291.88 0.000147383 87.0775 0.6981 0.6981 349
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1296.07 0.00420773 349.04 1 1 462
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1298.16 4.98431e-05 60.5137 0.2858 0.2858 581
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
549 1298.51 3.74374e-05 103.749 1.96e-07 0.001 688 LS failed, Hessian reset
599 1298.75 1.00263e-05 95.2768 0.4636 0.4636 749
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
663 1298.82 2.30177e-05 79.9167 2.7e-07 0.001 881 LS failed, Hessian reset
684 1298.83 4.34871e-07 57.4017 7.402e-09 0.001 946 LS failed, Hessian reset
699 1298.83 5.41034e-07 57.1007 0.1698 1 968
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
701 1298.83 5.89677e-09 55.0098 0.01671 1 974
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.069
mae 3.539
mape 0.027
mse 14.875
rmse 3.857
dtype: float64
Initial log joint probability = -2.52016
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1319.8 0.00674462 323.641 1 1 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1345.33 0.00434279 288.167 0.2254 1 226
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
287 1352.22 0.00048106 219.672 4.978e-06 0.001 383 LS failed, Hessian reset
299 1352.99 0.00591281 197.557 1 1 396
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1356.75 0.025413 316.767 1 1 513
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1361.54 0.00152832 206.615 1 1 639
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
551 1361.76 3.93044e-05 126.637 1.666e-07 0.001 745 LS failed, Hessian reset
599 1361.84 4.51833e-05 62.4099 1 1 804
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1362.3 0.00118258 79.4649 0.4662 1 928
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
792 1362.57 2.32836e-05 76.6418 1.69e-07 0.001 1088 LS failed, Hessian reset
799 1362.59 8.70009e-05 151.355 1 1 1097
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
877 1362.67 5.54022e-06 57.8825 1.027e-07 0.001 1243 LS failed, Hessian reset
899 1362.67 3.51031e-07 47.5275 0.07314 0.07314 1282
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
923 1362.69 2.44993e-05 98.0813 2.116e-07 0.001 1349 LS failed, Hessian reset
999 1362.7 6.85194e-06 60.9714 1 1 1461
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1362.82 0.00012274 94.1183 1 1 1580
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1160 1362.9 1.40518e-07 57.8243 3.502e-09 0.001 1698 LS failed, Hessian reset
1162 1362.9 6.3162e-08 68.5552 1 1 1701
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.776
mae 2.958
mape 0.022
mse 10.787
rmse 3.284
dtype: float64
Initial log joint probability = -2.63227
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1393.23 0.00848298 569.212 1 1 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1427.18 0.0200556 523.541 1 1 230
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1433.24 0.00298923 465.885 1 1 342
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
379 1437.95 0.000173234 220.445 3.911e-07 0.001 476 LS failed, Hessian reset
399 1438.99 0.00104971 120.644 0.952 0.952 496
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
440 1439.53 9.14327e-05 276.537 6.281e-07 0.001 586 LS failed, Hessian reset
499 1439.74 4.5432e-05 62.1975 1 1 665
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
511 1439.76 1.9594e-05 102.974 2.071e-07 0.001 734 LS failed, Hessian reset
599 1440.08 0.000528585 366.264 1 1 845
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
679 1440.52 3.51965e-05 115.194 1.004e-07 0.001 989 LS failed, Hessian reset
699 1440.55 2.41017e-05 55.7215 1 1 1013
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1440.7 0.000207106 89.9414 1 1 1139
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1440.96 4.38172e-05 79.1344 1 1 1260
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1441.13 0.000199427 111.254 1 1 1388
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1046 1441.18 5.52687e-09 51.6363 0.002651 0.2503 1454
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.184
mae 1.116
mape 0.008
mse 2.198
rmse 1.483
dtype: float64
Initial log joint probability = -2.51039
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1454.74 0.0151 205.467 1 1 114
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1489.07 0.00259201 181.8 1 1 233
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1501.25 0.00623449 614.228 1 1 343
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1511.42 0.0132344 337.104 1 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1515.5 0.00632804 415.569 0.8122 0.8122 563
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1518.25 0.00212946 385.852 1 1 679
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1519.42 0.000685331 189.436 1 1 794
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1520.19 0.000317285 55.4092 0.1761 1 918
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1520.79 0.000280205 296.576 0.37 0.37 1034
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1521.36 2.08945e-05 80.5802 0.1222 1 1152
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1002 1521.36 8.22688e-06 59.8347 9.536e-08 0.001 1196 LS failed, Hessian reset
1099 1522.33 0.000106136 131.298 0.576 0.576 1327
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1522.65 6.27634e-05 127.768 0.7998 0.7998 1451
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1522.84 1.22425e-05 85.1483 0.5507 0.5507 1572
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1355 1523.07 6.32344e-05 265.057 3.203e-07 0.001 1678 LS failed, Hessian reset
1399 1523.16 0.000181546 102.507 0.2004 1 1726
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1442 1523.22 1.30496e-05 94.4114 1.084e-07 0.001 1827 LS failed, Hessian reset
1495 1523.24 1.89617e-05 118.431 1.868e-07 0.001 1947 LS failed, Hessian reset
1499 1523.24 4.65991e-05 79.4914 1 1 1951
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1531 1523.24 1.03944e-07 52.9898 0.189 0.4009 2001
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.296
mae 1.725
mape 0.012
mse 4.615
rmse 2.148
dtype: float64
Initial log joint probability = -2.56655
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1530.06 0.0230833 422.406 1 1 122
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1559.35 0.0242799 1423.32 1 1 233
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1570.47 0.00155673 190.774 1 1 346
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
334 1572.51 3.5928e-05 223.009 1.918e-07 0.001 433 LS failed, Hessian reset
399 1573.99 0.00107352 84.7948 1 1 508
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1575.21 0.000172141 102.945 1 1 631
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1575.83 4.47073e-05 69.5656 2.079 0.2079 761
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
648 1575.88 5.33756e-05 174.948 3.71e-07 0.001 869 LS failed, Hessian reset
698 1575.91 1.06313e-07 44.6905 0.3081 1 947
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -2.410
mae 2.418
mape 0.017
mse 8.884
rmse 2.981
dtype: float64
Initial log joint probability = -2.50884
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1570.35 0.0146366 1854.58 1 1 123
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1609.92 0.00247811 2175.71 0.6263 0.6263 238
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1620.83 0.0013585 925.976 0.6147 0.6147 346
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
385 1626.8 4.26607e-05 164.694 2.641e-07 0.001 483 LS failed, Hessian reset
399 1627.18 0.000100424 338.605 0.6388 0.6388 498
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1632.87 0.0170998 292.602 0.3833 1 613
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
522 1633.45 2.27085e-05 142.463 9.67e-08 0.001 683 LS failed, Hessian reset
599 1634.06 0.00214318 163.248 3.227 0.3227 780
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1635.18 0.00257377 661.604 1 1 899
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
705 1635.24 3.02662e-05 66.5829 2.241e-07 0.001 945 LS failed, Hessian reset
781 1635.47 3.18876e-05 177.731 1.308e-07 0.001 1096 LS failed, Hessian reset
799 1635.51 0.000283086 117.631 1 1 1116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1635.58 6.26968e-05 48.3865 1.464 0.421 1252
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
910 1635.61 2.41475e-05 166.573 1.492e-07 0.001 1301 LS failed, Hessian reset
975 1635.67 1.57485e-05 102.06 2.228e-07 0.001 1424 LS failed, Hessian reset
996 1635.68 1.12509e-07 53.0869 1 1 1455
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -6.386
mae 4.381
mape 0.030
mse 20.787
rmse 4.559
dtype: float64
Initial log joint probability = -2.0862
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1640.02 0.000552856 1362.22 0.1532 0.1532 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1712.6 0.000484073 890.82 0.3633 0.3633 229
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1733.56 0.00242051 2117.5 1 1 342
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1749.29 0.000957189 983.436 1 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1760.47 0.000144428 332.743 1 1 559
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1765.76 0.000918476 980.57 1 1 667
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1775.88 0.000521027 333.567 1 1 776
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1781.18 0.000482614 419.64 1 1 884
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1784.8 0.00062366 1835.21 1 1 993
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1788.68 0.001126 486.81 1 1 1108
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1790.96 0.000429333 529.571 0.04713 1 1219
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1168 1791.68 4.90381e-06 265.353 1.806e-08 0.001 1341 LS failed, Hessian reset
1199 1791.96 8.1129e-05 585.3 1 1 1377
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1792.55 1.65503e-05 177.789 0.717 0.717 1492
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1367 1794.61 9.84575e-06 404.546 1.404e-08 0.001 1613 LS failed, Hessian reset
1399 1795.15 2.14373e-05 173.527 0.8722 0.8722 1646
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1795.91 0.000126976 584.209 0.9709 0.9709 1760
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 1796.42 0.000440756 383.056 1 1 1868
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1675 1796.98 4.07345e-06 215.373 1.758e-08 0.001 1998 LS failed, Hessian reset
1699 1797.14 0.000353207 133.73 1 1 2024
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1757 1797.32 2.31687e-06 127.738 1.785e-08 0.001 2144 LS failed, Hessian reset
1790 1797.36 6.89155e-06 215.517 3.369e-08 0.001 2223 LS failed, Hessian reset
1799 1797.37 6.11667e-05 140.265 1 1 2233
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1858 1797.44 6.66376e-06 320.275 2.12e-08 0.001 2366 LS failed, Hessian reset
1899 1797.49 1.33854e-05 131.789 0.5813 0.5813 2412
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1999 1797.56 2.66833e-05 234.412 1 1 2533
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2099 1797.94 6.05879e-05 1016.04 0.4467 0.4467 2644
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2199 1798.18 5.66279e-05 111.481 1 1 2759
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2205 1798.19 6.39527e-06 207.342 3.909e-08 0.001 2810 LS failed, Hessian reset
2299 1798.25 0.000407593 115.634 0.9277 0.9277 2925
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2399 1798.53 0.000156506 302.242 0.2211 1 3038
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2499 1798.65 6.21595e-05 182.042 1.763 0.1763 3161
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2599 1798.78 1.54278e-05 140.592 1 1 3284
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2649 1798.8 1.28258e-06 72.4956 1.654e-08 0.001 3390 LS failed, Hessian reset
2699 1798.81 1.68061e-05 76.3861 1 1 3446
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2799 1798.85 0.000279405 84.2958 0.9208 0.9208 3564
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2837 1798.86 7.64516e-06 148.665 6.601e-08 0.001 3656 LS failed, Hessian reset
2899 1798.91 2.32754e-05 101.944 1 1 3726
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2912 1798.92 2.54327e-06 123.147 2.308e-08 0.001 3799 LS failed, Hessian reset
2956 1798.93 2.3583e-06 94.677 3.043e-08 0.001 3904 LS failed, Hessian reset
2983 1798.93 7.43202e-08 66.3614 0.349 1 3941
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.548
mae 0.973
mape 0.007
mse 1.026
rmse 1.013
dtype: float64
Initial log joint probability = -2.09869
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1687.38 0.048712 3874.91 1 1 120
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1769.63 0.00189755 1632.48 1 1 238
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1816.35 0.0034367 2034.73 1 1 349
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1820.68 0.00149283 1003.04 0.395 0.395 457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1839.01 0.00246921 513.657 0.2475 0.9108 571
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1844.85 0.000965257 1242.13 1 1 686
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1847.79 2.67455e-05 158.192 0.9862 0.9862 796
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
772 1851.41 6.44713e-06 279.07 1.844e-08 0.001 972 LS failed, Hessian reset
799 1852.1 0.000487998 646.63 0.5185 0.5185 1002
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1853.73 0.000413783 456.543 1 1 1121
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1854.38 0.00217195 246.22 1 1 1244
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1855.25 8.22652e-05 311.758 0.9347 0.9347 1357
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1855.38 0.00017726 166.784 1 1 1463
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1218 1855.6 1.88736e-05 369.481 9.556e-08 0.001 1534 LS failed, Hessian reset
1299 1855.86 3.91536e-05 279.324 1 1 1628
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1855.98 8.88532e-05 115.962 0.4475 1 1748
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1444 1856.01 1.82854e-06 88.608 1.295e-08 0.001 1854 LS failed, Hessian reset
1489 1856.02 2.22739e-06 100.955 1.506e-08 0.001 1955 LS failed, Hessian reset
1499 1856.03 9.76095e-06 66.7045 1 1 1966
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 1856.6 0.000178172 1148.03 0.1623 0.1623 2082
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1857.09 3.17692e-05 216.324 1 1 2197
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1799 1857.2 5.76885e-05 318.822 0.3517 0.3517 2329
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1869 1857.26 1.84941e-06 101.434 1.967e-08 0.001 2463 LS failed, Hessian reset
1899 1857.27 6.86362e-06 97.5709 0.4081 0.4081 2497
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1938 1857.28 1.46811e-06 69.7978 2.883e-08 0.001 2594 LS failed, Hessian reset
1953 1857.28 8.06595e-07 59.5989 1.493e-08 0.001 2658 LS failed, Hessian reset
1958 1857.28 1.18583e-08 46.564 0.02053 1 2668
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.306
mae 1.419
mape 0.010
mse 2.427
rmse 1.558
dtype: float64
Initial log joint probability = -2.11409
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1766.9 0.0241364 2982.21 1 1 119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1841.24 0.00884535 4520.38 0.5604 0.5604 228
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1868.21 0.000330366 357.773 1 1 335
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1879.89 0.00260576 3508.38 1 1 442
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1885.12 0.00357189 1733.73 1 1 550
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1894.47 0.00138441 2132.39 1 1 663
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1901.25 7.85749e-05 564.824 1 1 773
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1903.93 0.000278641 897.533 1 1 884
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
879 1905.32 1.55299e-05 531.031 2.364e-08 0.001 1025 LS failed, Hessian reset
899 1905.45 6.56413e-05 231.179 0.3136 1 1049
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
991 1906.62 2.01204e-06 92.3416 1.184e-08 0.001 1192 LS failed, Hessian reset
999 1906.63 1.24217e-05 140.059 0.2494 0.2494 1202
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1907.19 0.00011115 280.542 1 1 1314
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1907.67 0.00261934 548 1 1 1430
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1908.49 0.000646278 243.498 1 1 1546
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1369 1908.89 2.74381e-06 107.94 4.119e-08 0.001 1679 LS failed, Hessian reset
1399 1908.95 7.05401e-06 94.978 0.04147 1 1713
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1452 1909.07 1.77786e-05 361.056 2.661e-08 0.001 1835 LS failed, Hessian reset
1499 1909.17 4.81197e-05 136.418 1 1 1887
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1581 1909.26 1.08879e-05 273.296 4.618e-08 0.001 2034 LS failed, Hessian reset
1599 1909.3 0.000117283 341.577 0.449 0.449 2053
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1909.59 9.72283e-05 230.07 1 1 2173
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1799 1910.49 0.00103876 221.744 1 1 2290
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1896 1910.74 2.23277e-06 118.63 1.581e-08 0.001 2459 LS failed, Hessian reset
1899 1910.74 2.79333e-05 214.595 1 1 2462
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1983 1910.84 1.48178e-05 255.341 3.61e-08 0.001 2625 LS failed, Hessian reset
1999 1910.86 9.32821e-05 112.396 1 1 2643
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2001 1910.86 1.1038e-06 55.6347 1.322e-08 0.001 2693 LS failed, Hessian reset
2025 1910.87 2.39301e-06 115.415 3.004e-08 0.001 2769 LS failed, Hessian reset
2099 1910.95 0.000124356 133.35 0.3837 1 2855
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2100 1910.95 2.86622e-06 150.728 2.149e-08 0.001 2909 LS failed, Hessian reset
2199 1911.01 4.33329e-06 152.273 0.5662 0.5662 3031
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2210 1911.02 4.95006e-06 181.348 1.018e-08 0.001 3091 LS failed, Hessian reset
2275 1911.04 1.13992e-06 60.5161 1.696e-08 0.001 3225 LS failed, Hessian reset
2295 1911.04 1.20177e-06 73.729 1.792e-08 0.001 3288 LS failed, Hessian reset
2299 1911.04 6.31015e-07 43.9257 0.8983 0.8983 3292
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2393 1911.56 7.3304e-06 173.786 2.676e-08 0.001 3457 LS failed, Hessian reset
2399 1911.56 5.04293e-05 420.281 1 1 3463
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2492 1911.76 2.06273e-06 84.2743 1.068e-08 0.001 3613 LS failed, Hessian reset
2499 1911.76 3.63004e-05 125.714 1 1 3620
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2588 1911.78 1.43418e-06 74.0358 1.503e-08 0.001 3777 LS failed, Hessian reset
2599 1911.79 1.66218e-05 179.869 1 1 3788
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2699 1911.8 8.28159e-07 59.2429 0.945 0.945 3920
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2781 1911.85 1.369e-06 69.8162 1.323e-08 0.001 4063 LS failed, Hessian reset
2799 1911.85 3.61277e-06 39.472 1 1 4086
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2803 1911.85 1.61684e-06 70.0317 3.066e-08 0.001 4136 LS failed, Hessian reset
2828 1911.86 2.33173e-06 111.88 2.844e-08 0.001 4211 LS failed, Hessian reset
2899 1911.86 1.08648e-05 44.6345 1 1 4306
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2922 1911.86 7.36225e-07 41.6308 1.244e-08 0.001 4382 LS failed, Hessian reset
2938 1911.86 2.41172e-07 51.2338 0.5506 0.5506 4403
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.009
mae 3.468
mape 0.023
mse 13.898
rmse 3.728
dtype: float64
Initial log joint probability = -2.21958
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1756.9 0.00209452 1671.98 1 1 118
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1827.92 0.00256497 1179.08 0.9605 0.9605 223
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1856.76 0.00917324 2015.76 1 1 331
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1864.78 0.000679352 736.068 1 1 447
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1868.89 0.000931314 650.035 1 1 558
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1871.57 0.000997334 673.58 1 1 672
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1878.06 0.00652303 426.089 1 1 788
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1880.09 0.000523871 1145.16 0.5359 0.5359 897
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
886 1880.74 4.41159e-06 132.947 3.788e-08 0.001 1041 LS failed, Hessian reset
899 1880.8 0.000911549 719.456 1 1 1055
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1881.49 0.00012785 257.111 1 1 1169
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1881.91 9.54007e-05 207.348 1 1 1298
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1883.55 0.00110303 213.374 1 1 1408
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1884.51 0.00950613 1341.8 1 1 1536
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1885.24 0.000314356 166.38 1 1 1647
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1885.47 2.9111e-05 101.419 8.321 0.8321 1772
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1577 1885.65 6.28758e-06 118.04 1.567e-07 0.001 1904 LS failed, Hessian reset
1599 1885.66 7.67919e-05 67.6203 1 1 1934
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1639 1885.69 2.3675e-06 80.105 1.904e-08 0.001 2022 LS failed, Hessian reset
1699 1885.72 9.68581e-05 128.035 1 1 2097
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1741 1885.73 6.33108e-06 114.131 4.493e-08 0.001 2195 LS failed, Hessian reset
1799 1885.82 0.0010262 133.987 0.8017 0.8017 2262
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1899 1886.22 7.39083e-05 80.7093 1 1 2378
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1999 1886.41 0.00135786 202.869 1 1 2501
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2017 1886.43 6.08102e-06 55.1925 5.411e-08 0.001 2563 LS failed, Hessian reset
2058 1886.45 2.67223e-06 53.3527 1.43e-08 0.001 2676 LS failed, Hessian reset
2099 1886.45 9.16625e-05 129.109 6.256 0.6256 2727
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2105 1886.46 4.78113e-06 117.534 3.494e-08 0.001 2774 LS failed, Hessian reset
2155 1886.46 1.08197e-07 56.7131 0.06052 0.06052 2841
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -3.015
mae 3.441
mape 0.022
mse 11.993
rmse 3.463
dtype: float64
Initial log joint probability = -2.25413
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1830.76 0.00232023 3618.97 0.2118 0.2118 124
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1871.67 0.000243986 738.488 0.342 0.342 232
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1881.34 0.00335488 1943.62 1 1 337
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1904.74 0.000187638 459.835 1 1 446
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1911.1 0.00145356 547.375 1 1 559
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1914.42 0.000353942 640.742 1 1 675
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1916.02 0.000873681 283 1 1 786
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1917.57 0.000244848 220.879 1 1 895
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1919.33 0.00204942 730.91 1 1 1015
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1923.23 0.0011417 1357.54 0.3804 0.3804 1129
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1926.28 0.000126777 232.597 0.7606 0.7606 1244
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1927.33 0.0081572 922.743 1 1 1352
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1249 1928.24 1.71659e-05 207.606 1.681e-07 0.001 1455 LS failed, Hessian reset
1299 1928.36 1.54145e-05 112.835 1 1 1509
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1363 1928.71 6.09788e-06 184.658 2.106e-08 0.001 1644 LS failed, Hessian reset
1398 1928.94 3.09613e-06 88.1247 3.994e-08 0.001 1735 LS failed, Hessian reset
1399 1928.94 2.35811e-06 62.1548 1 1 1736
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1929.17 5.23461e-05 65.055 0.8541 0.8541 1854
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1513 1929.19 3.07881e-06 85.4896 1.621e-08 0.001 1912 LS failed, Hessian reset
1576 1929.27 5.16992e-06 158.529 2.932e-08 0.001 2036 LS failed, Hessian reset
1599 1929.29 1.38126e-05 63.6226 0.7589 0.7589 2062
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1930.31 0.000452652 414.88 1 1 2178
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1741 1930.77 6.46002e-06 226.413 2.097e-08 0.001 2272 LS failed, Hessian reset
1799 1931 4.54156e-05 112.976 1 1 2338
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1899 1931.19 1.48467e-05 268.221 0.4592 0.4592 2461
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1999 1931.3 4.19472e-05 192.033 1 1 2573
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2099 1931.59 0.000684311 558.335 1 1 2692
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2199 1932.63 0.000936513 309.389 1 1 2800
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2299 1933.94 0.000869512 375.254 1 1 2916
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2391 1934.13 3.15057e-06 99.4089 2.059e-08 0.001 3066 LS failed, Hessian reset
2399 1934.13 4.91066e-06 68.941 0.319 1 3076
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2405 1934.14 3.63282e-06 117.156 2.135e-08 0.001 3130 LS failed, Hessian reset
2447 1934.17 2.20094e-06 84.697 2.507e-08 0.001 3236 LS failed, Hessian reset
2499 1934.19 0.000185119 119.328 1 1 3300
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2503 1934.19 5.83923e-06 165.712 6.683e-08 0.001 3354 LS failed, Hessian reset
2561 1934.21 3.43574e-06 100.522 3.316e-08 0.001 3468 LS failed, Hessian reset
2599 1934.23 4.44225e-06 60.329 0.8205 0.8205 3515
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2699 1934.27 2.92184e-05 454.487 0.392 0.392 3644
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2799 1934.34 5.97906e-06 93.5001 0.3441 0.3441 3774
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2899 1934.39 1.81259e-05 76.7461 0.4852 0.4852 3897
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2941 1934.4 1.92541e-06 69.9417 2.572e-08 0.001 4013 LS failed, Hessian reset
2984 1934.4 2.7033e-06 47.0587 0.8023 0.1828 4069
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.150
mae 1.441
mape 0.009
mse 2.226
rmse 1.492
dtype: float64
Initial log joint probability = -2.25978
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1899.22 0.00104876 6015.75 0.02341 1 129
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1968.74 0.00383425 753.688 1 1 236
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1982.84 0.000282777 275.266 1 1 345
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 2024.9 0.00195563 2538.15 0.2974 0.8678 460
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 2036.37 0.00624295 1302.8 1 1 569
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 2043.44 0.00343921 2083.74 0.3527 0.3527 684
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 2051.03 0.00627641 1843.08 1 1 800
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 2056.21 0.000444704 396.879 1 1 909
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 2059.4 0.000456421 574.648 1 1 1018
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 2060.71 0.000465685 303.91 1 1 1126
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 2062.74 0.00155272 2833.64 1 1 1232
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 2071.03 0.000487403 500.733 1 1 1341
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 2077.46 0.00212405 809.594 1 1 1448
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 2079.9 0.000512549 787.893 1 1 1559
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 2080.74 0.00061347 1080.87 1 1 1670
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 2081.7 0.000471249 1105.02 1 1 1779
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 2082.6 0.000516907 272.313 1 1 1895
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1770 2082.89 1.42278e-06 71.8627 1.003e-08 0.001 2029 LS failed, Hessian reset
1799 2082.93 0.000361608 356.267 1 1 2061
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1899 2083.95 0.00137562 384.65 1 1 2170
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1999 2086.05 0.000103009 392.228 1 1 2284
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2099 2087.33 0.000406271 802.654 1 1 2391
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2199 2087.9 0.00048497 451.643 1 1 2513
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2299 2088.38 6.84205e-06 77.7848 1 1 2625
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2337 2088.43 1.09294e-06 70.8191 1.661e-08 0.001 2725 LS failed, Hessian reset
2399 2088.51 3.5817e-05 112.849 1 1 2800
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2499 2089.03 0.00219235 867.263 0.3928 1 2913
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2506 2089.06 7.8205e-06 416.737 1.616e-08 0.001 2971 LS failed, Hessian reset
2599 2089.53 5.36781e-05 498.306 1 1 3073
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2667 2089.67 2.24517e-06 128.167 2.053e-08 0.001 3200 LS failed, Hessian reset
2699 2089.7 9.46643e-05 158.559 1 1 3240
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2710 2089.7 2.2514e-06 100.049 2.314e-08 0.001 3301 LS failed, Hessian reset
2799 2089.83 0.000183228 591.143 1.222 0.01222 3415
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2814 2089.87 3.80816e-06 169.775 4.596e-08 0.001 3471 LS failed, Hessian reset
2874 2089.93 9.00425e-07 53.8114 1.287e-08 0.001 3582 LS failed, Hessian reset
2899 2089.94 3.66035e-06 45.2881 1 1 3612
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
2999 2090.39 0.000100799 728.168 0.4208 0.4208 3730
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3099 2091.37 0.0007128 972.742 0.4617 1 3846
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3199 2091.91 4.14405e-05 129.598 1 1 3958
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3299 2092.33 0.000141125 368.872 0.507 1 4079
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3349 2092.43 1.82219e-06 121.193 1.8e-08 0.001 4189 LS failed, Hessian reset
3399 2092.45 4.6023e-05 319.542 0.8781 0.8781 4253
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3499 2092.64 4.26191e-06 150.886 0.4502 0.4502 4360
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3599 2092.67 9.81474e-06 79.5747 1 1 4498
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3631 2092.69 1.4831e-06 96.2257 1.671e-08 0.001 4586 LS failed, Hessian reset
3699 2092.71 8.82949e-07 51.712 0.3431 0.9812 4677
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
3710 2092.71 1.80222e-06 119.857 2.126e-08 0.001 4740 LS failed, Hessian reset
3777 2092.71 1.65873e-06 65.3889 3.275e-08 0.001 4867 LS failed, Hessian reset
3785 2092.71 1.88029e-07 45.5897 0.2148 1 4881
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.842
mae 0.519
mape 0.003
mse 0.576
rmse 0.759
dtype: float64
Initial log joint probability = -2.33711
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1579.67 0.00338153 709.059 1 1 122
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1613.66 0.000284282 483.673 1 1 228
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1620.46 0.00227242 448.198 1 1 339
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1625.39 0.00448424 630.081 1 1 457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1627.94 0.000415379 660.573 0.2657 0.2657 564
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1630.05 0.0011397 181.527 1 1 679
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
688 1630.9 4.97234e-06 92.9501 4.971e-08 0.001 828 LS failed, Hessian reset
699 1630.91 7.47424e-05 111.929 1 1 841
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1631.5 0.0115809 649.689 1 1 958
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1632.15 2.41282e-05 129.497 0.1612 0.799 1076
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
911 1632.17 4.68166e-06 87.4281 5.909e-08 0.001 1131 LS failed, Hessian reset
999 1632.53 0.000186614 367.579 0.3141 0.3141 1236
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1050 1632.59 6.51452e-06 104.467 3.075e-08 0.001 1344 LS failed, Hessian reset
1099 1632.64 0.000218781 103.066 1 1 1403
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1120 1632.71 1.15661e-05 179.068 3.175e-08 0.001 1475 LS failed, Hessian reset
1199 1632.75 5.21584e-05 49.316 1.6 0.16 1582
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1633.05 0.00028345 339.148 1 1 1698
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1633.42 4.26028e-05 140.398 1 1 1816
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1633.49 0.000100231 217.301 1 1 1940
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1536 1633.5 8.96946e-06 127.597 1.294e-07 0.001 2030 LS failed, Hessian reset
1599 1633.51 1.89802e-05 58.483 1 1 2105
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1664 1633.52 8.35746e-08 42.9969 0.01909 1 2202
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.855
mae 1.892
mape 0.013
mse 4.721
rmse 2.173
dtype: float64
Initial log joint probability = -2.31054
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1631.84 0.00697427 1651.73 1 1 117
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1647.59 0.00917791 2584.2 1 1 222
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1658.95 0.00614898 785.74 1 1 329
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1662.87 0.000212551 346.9 1 1 440
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1665.02 0.000552678 398.711 1.391 0.1391 554
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
567 1666.06 5.98289e-06 92.5282 4.528e-08 0.001 680 LS failed, Hessian reset
585 1666.22 5.41452e-06 73.2779 3.45e-08 0.001 744 LS failed, Hessian reset
599 1666.29 0.00016226 199.737 1 1 763
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
615 1666.39 1.5106e-05 222.496 4.019e-08 0.001 826 LS failed, Hessian reset
699 1666.74 0.000177802 105.808 1 1 927
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
702 1666.74 5.72062e-06 81.8071 3.865e-08 0.001 984 LS failed, Hessian reset
763 1666.84 2.97926e-05 199.376 3.383e-07 0.001 1102 LS failed, Hessian reset
799 1666.88 0.000102763 89.5413 1 1 1149
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
872 1667.09 1.65665e-05 154.168 9.521e-08 0.001 1303 LS failed, Hessian reset
898 1667.2 5.90104e-06 92.9412 4.924e-08 0.001 1376 LS failed, Hessian reset
899 1667.2 3.70457e-06 74.2595 1 1 1377
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
957 1667.29 1.17874e-05 134.453 1.052e-07 0.001 1484 LS failed, Hessian reset
999 1667.31 1.43778e-05 98.103 0.3819 0.7976 1537
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1667.51 0.00118559 106.991 0.08703 1 1653
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1121 1667.61 2.04553e-05 145.114 3.067e-07 0.001 1737 LS failed, Hessian reset
1199 1667.91 0.000269101 106.501 0.773 0.773 1826
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1203 1667.92 1.07815e-05 175.202 6.794e-08 0.001 1873 LS failed, Hessian reset
1283 1667.97 4.27184e-06 60.7166 4.85e-08 0.001 2028 LS failed, Hessian reset
1299 1667.97 5.45986e-06 59.899 0.9082 0.9082 2047
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1667.99 4.71538e-06 51.0832 0.1786 1 2182
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1407 1667.99 3.02214e-07 47.955 0.2833 1 2192
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -6.298
mae 3.494
mape 0.025
mse 12.700
rmse 3.564
dtype: float64
Initial log joint probability = -2.2499
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1662.49 0.00547885 1079.87 1 1 118
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1667.72 0.00361662 1122.26 1 1 230
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1674.58 0.00116823 251.283 1 1 340
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1676.84 0.000231371 141.556 1 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
413 1677 1.11878e-05 147.622 5.016e-08 0.001 516 LS failed, Hessian reset
499 1678.35 0.000184534 977.574 0.05342 0.05342 625
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
529 1678.75 7.49592e-06 102.429 5.817e-08 0.001 701 LS failed, Hessian reset
591 1679.18 9.37339e-06 130.265 6.702e-08 0.001 827 LS failed, Hessian reset
599 1679.3 0.000314981 184.199 1 1 835
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
681 1680.08 1.42085e-05 195.033 5.505e-08 0.001 976 LS failed, Hessian reset
699 1680.35 9.52819e-05 234.544 1 1 996
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
726 1680.91 9.06705e-06 130.274 6.834e-08 0.001 1073 LS failed, Hessian reset
799 1681.18 0.00050368 323.064 1 1 1164
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
803 1681.22 5.06707e-05 175.218 4.024e-07 0.001 1205 LS failed, Hessian reset
899 1681.48 4.73218e-05 78.5941 1 1 1321
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1681.73 3.9729e-05 103.75 0.8215 0.8215 1446
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1681.89 0.000102436 76.095 0.4223 1 1563
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1682.65 3.05101e-05 59.5379 1 1 1691
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1208 1682.66 1.92365e-05 93.7147 2.801e-07 0.001 1745 LS failed, Hessian reset
1299 1682.71 0.000143833 132.962 1 1 1852
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1398 1683.48 7.20674e-06 99.4283 5.335e-08 0.001 2007 LS failed, Hessian reset
1399 1683.48 4.32292e-06 82.6645 1 1 2008
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1683.69 6.98278e-06 65.4442 0.9392 0.9392 2118
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1574 1683.73 1.09928e-05 117.372 1.355e-07 0.001 2248 LS failed, Hessian reset
1599 1683.73 2.07825e-07 48.6862 0.3597 1 2281
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1600 1683.73 4.4652e-08 65.7495 0.08513 0.3739 2283
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.091
mae 2.350
mape 0.016
mse 5.875
rmse 2.424
dtype: float64
Initial log joint probability = -2.23278
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1698.31 0.00452877 1631.02 1 1 117
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1712.11 0.0144166 1104.86 1 1 228
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1719.12 0.00032261 243.028 1 1 338
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1723.45 0.000666493 257.121 0.6427 0.6427 455
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1725.13 0.00026934 196.648 1 1 578
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1725.72 7.89982e-05 55.5074 0.5823 1 700
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1726.08 6.42298e-05 118.561 1 1 822
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1726.36 0.000676764 184.687 0.956 0.956 940
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
828 1726.65 3.15469e-05 367.789 4.605e-08 0.001 1035 LS failed, Hessian reset
899 1727.16 4.57029e-05 61.9658 1 1 1120
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
979 1727.23 1.09606e-05 149.102 7.025e-08 0.001 1258 LS failed, Hessian reset
999 1727.25 0.000303066 191.781 1 1 1280
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1024 1727.25 1.60331e-05 67.2713 2.447e-07 0.001 1361 LS failed, Hessian reset
1050 1727.26 1.90043e-07 54.7499 0.3492 1 1402
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.675
mae 1.238
mape 0.008
mse 1.916
rmse 1.384
dtype: float64
Initial log joint probability = -2.3316
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1764.73 0.000221592 1783.16 0.5572 0.5572 123
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1784.85 0.00664774 1027.11 1 1 233
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1788.88 0.0029187 502.815 0.4175 1 346
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1792.6 0.00448077 1179.16 1 1 460
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1796.66 0.000473105 155.823 1 1 582
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1797.88 5.66678e-05 356.364 0.2071 0.2071 707
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1798.56 0.000249815 144.609 1 1 828
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1798.81 0.000243017 226.428 0.2899 1 951
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
898 1798.95 2.11185e-05 246.67 8.041e-08 0.001 1140 LS failed, Hessian reset
899 1798.96 1.46123e-05 130.336 1 1 1141
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
947 1799.02 7.67679e-06 111.058 9.076e-08 0.001 1239 LS failed, Hessian reset
999 1799.03 1.0678e-06 62.8586 1 1 1310
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1094 1799.06 9.17131e-06 97.3565 1.139e-07 0.001 1478 LS failed, Hessian reset
1099 1799.06 2.99837e-06 72.6357 0.4164 1 1485
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1138 1799.07 2.91925e-07 77.0377 1 1 1536
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.667
mae 1.902
mape 0.012
mse 3.905
rmse 1.976
dtype: float64
Initial log joint probability = -2.3579
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1810.17 0.00176286 809.91 0.7928 0.7928 123
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1830.05 0.00124601 1562.38 0.4604 1 230
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1839.07 0.000825722 247.788 1 1 335
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
393 1842.15 1.7188e-05 254.249 4.919e-08 0.001 484 LS failed, Hessian reset
399 1842.27 0.0017329 1133.01 1 1 490
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1844.32 0.000364383 316.012 1 1 605
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1845.6 0.000479821 182.4 1 1 723
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1846.52 0.000143978 182.527 1 1 833
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1847.03 0.00124708 134.146 1 1 950
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
817 1847.17 1.40598e-05 149.73 3.42e-08 0.001 1021 LS failed, Hessian reset
865 1847.43 1.22354e-05 174.493 7.67e-08 0.001 1115 LS failed, Hessian reset
899 1847.48 0.000110971 165.892 0.7148 0.7148 1165
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1847.68 3.21049e-05 103.02 0.1058 1 1295
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1076 1847.81 1.11954e-05 140.806 1.009e-07 0.001 1432 LS failed, Hessian reset
1099 1847.81 2.15287e-06 65.0163 1 1 1463
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1143 1847.81 7.169e-06 71.0916 7.997e-08 0.001 1563 LS failed, Hessian reset
1163 1847.81 1.69579e-07 58.3645 0.8921 0.8921 1591
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.248
mae 1.316
mape 0.008
mse 2.921
rmse 1.709
dtype: float64
Initial log joint probability = -2.90205
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1130.46 0.00903131 813.959 1 1 127
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1133.47 0.00807861 199.249 1 1 242
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
205 1133.68 0.000217271 118.544 2.128e-06 0.001 286 LS failed, Hessian reset
299 1134.69 0.00244054 168.408 0.8903 0.8903 396
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
308 1135.15 0.000177224 187.161 7.935e-07 0.001 453 LS failed, Hessian reset
399 1135.91 0.00195886 84.7735 1 1 565
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
436 1136.11 8.26469e-05 101.141 8.692e-07 0.001 659 LS failed, Hessian reset
499 1136.4 5.33693e-05 76.6665 1 1 736
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
564 1136.41 4.4267e-08 67.2125 0.3494 1 825
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.229
mae 5.628
mape 0.041
mse 56.858
rmse 7.540
dtype: float64
Initial log joint probability = -2.79024
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1175.39 0.00452611 122.299 1 1 124
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
196 1179.86 0.000508153 169.086 4.719e-06 0.001 275 LS failed, Hessian reset
199 1179.94 0.000292576 146.696 1 1 278
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1180.64 0.000107501 69.643 0.4203 0.4203 406
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1180.73 0.000114582 64.2224 0.6073 0.6073 524
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
438 1180.98 0.000223293 81.9418 2.265e-06 0.001 639 LS failed, Hessian reset
499 1181.2 7.0949e-06 74.6927 1 1 727
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
502 1181.2 1.63757e-05 71.683 2.25e-07 0.001 766 LS failed, Hessian reset
534 1181.2 2.51893e-07 67.9906 4.076e-09 0.001 841 LS failed, Hessian reset
537 1181.2 8.53925e-08 59.9771 0.9635 0.9635 844
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -2.851
mae 6.046
mape 0.046
mse 42.199
rmse 6.496
dtype: float64
Initial log joint probability = -2.9315
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
98 1211.13 0.000108646 109.701 5.579e-07 0.001 167 LS failed, Hessian reset
99 1211.13 4.68473e-05 89.8652 1 1 168
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1213.75 0.000493866 126.929 1 1 287
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
229 1214.31 0.000113193 121.333 1.175e-06 0.001 375 LS failed, Hessian reset
246 1214.49 0.000669269 192.044 1.274e-05 0.001 429 LS failed, Hessian reset
294 1214.6 0.00028559 243.51 2.995e-06 0.001 518 LS failed, Hessian reset
299 1214.61 3.24903e-05 63.5863 0.6562 0.6562 523
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1214.7 4.54658e-05 61.4918 0.4583 0.4583 641
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1215.22 0.000371118 72.5465 6.489 0.6489 763
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
530 1215.25 0.000155803 179.848 1.556e-06 0.001 861 LS failed, Hessian reset
559 1215.3 2.35395e-05 57.3112 3.181e-07 0.001 930 LS failed, Hessian reset
586 1215.3 7.60315e-06 73.2357 1.079e-07 0.001 1020 LS failed, Hessian reset
599 1215.3 1.77698e-07 58.7013 0.344 1 1037
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
606 1215.3 1.17341e-07 73.4856 1 1 1047
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -4.973
mae 6.922
mape 0.052
mse 52.542
rmse 7.249
dtype: float64
Initial log joint probability = -2.73356
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1241.03 0.000350951 93.2991 0.3427 0.3427 128
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
135 1242.31 9.20886e-05 96.3213 6.408e-07 0.001 206 LS failed, Hessian reset
199 1243.87 0.00124895 145.531 1 1 284
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
224 1244.64 0.000154953 137.48 1.213e-06 0.001 351 LS failed, Hessian reset
299 1245.16 0.00364556 114.096 1 1 447
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
310 1245.4 0.000535425 170.539 5.509e-06 0.001 504 LS failed, Hessian reset
399 1245.79 1.37679e-05 77.0081 0.4429 0.4429 618
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
411 1245.82 0.000100887 89.6997 1.253e-06 0.001 677 LS failed, Hessian reset
481 1245.82 2.63814e-05 74.807 2.903e-07 0.001 807 LS failed, Hessian reset
499 1245.82 2.80208e-06 76.1064 1 1 830
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
512 1245.82 9.35127e-08 66.8276 0.8762 0.2231 852
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.147
mae 4.659
mape 0.035
mse 28.352
rmse 5.325
dtype: float64
Initial log joint probability = -2.51446
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1274.46 0.000254995 108.467 0.61 0.61 130
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1278.25 0.000427368 86.4109 1 1 263
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
235 1278.62 0.000213261 219.83 1.325e-06 0.001 339 LS failed, Hessian reset
299 1279.13 8.97659e-05 100.137 1 1 429
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
339 1279.59 0.000131012 147.122 8.299e-07 0.001 512 LS failed, Hessian reset
399 1280.46 0.000225928 72.9391 1 1 584
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
420 1280.55 0.000128688 114.225 1.397e-06 0.001 660 LS failed, Hessian reset
499 1280.67 0.0012744 71.6996 0.3614 1 757
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
501 1280.68 0.000206135 64.7817 2.833e-06 0.001 803 LS failed, Hessian reset
536 1280.74 7.91058e-05 90.0504 9.853e-07 0.001 881 LS failed, Hessian reset
578 1280.75 0.000120706 126.628 1.387e-06 0.001 970 LS failed, Hessian reset
599 1280.76 3.39557e-05 75.8324 0.6177 1 995
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
625 1280.76 8.05259e-08 59.5073 0.3744 1 1035
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -1.016
mae 3.755
mape 0.027
mse 17.056
rmse 4.130
dtype: float64
Initial log joint probability = -2.69346
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1309.37 0.000647428 91.4524 1 1 125
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1314.21 0.00125984 105.674 1 1 240
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
278 1315.87 0.000165679 168.2 5.671e-07 0.001 383 LS failed, Hessian reset
299 1316.51 0.000869569 94.2743 0.2581 1 408
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
376 1317.16 0.000140921 163.298 1.138e-06 0.001 562 LS failed, Hessian reset
399 1317.39 0.00133794 81.3664 1 1 586
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
449 1317.57 8.4433e-05 90.8201 9.447e-07 0.001 684 LS failed, Hessian reset
499 1317.61 1.13989e-05 85.4521 0.02847 1 750
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1318.44 0.00050672 93.4924 0.9539 0.9539 869
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
625 1318.5 0.000107563 92.8098 1.486e-06 0.001 941 LS failed, Hessian reset
682 1318.54 0.000112248 79.4514 1.117e-06 0.001 1046 LS failed, Hessian reset
699 1318.58 0.000496977 56.1082 0.7693 0.7693 1063
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
759 1318.73 0.000106865 126.438 7.284e-07 0.001 1187 LS failed, Hessian reset
799 1318.79 0.00015837 61.703 1 1 1240
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
801 1318.79 1.77371e-05 60.709 2.612e-07 0.001 1277 LS failed, Hessian reset
848 1318.79 7.48167e-06 66.4815 1.114e-07 0.001 1384 LS failed, Hessian reset
886 1318.79 1.99454e-07 65.2621 0.2322 0.7567 1434
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.395
mae 1.543
mape 0.011
mse 3.715
rmse 1.927
dtype: float64
Initial log joint probability = -3.52442
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1281.14 0.00846668 978.266 1 1 126
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1291.32 0.00549562 452.459 1 1 241
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1295.59 0.00043103 299.288 0.4869 0.4869 368
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
388 1297.77 9.91075e-05 261.26 2.609e-07 0.001 532 LS failed, Hessian reset
399 1298.39 0.000571444 353.171 0.451 0.451 544
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1300.23 0.00362898 289.043 1 1 660
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
597 1301.89 3.31077e-05 94.1276 4.062e-07 0.001 835 LS failed, Hessian reset
599 1301.89 0.000243323 81.267 1 1 837
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1302.05 1.44252e-05 69.5861 0.5281 1 969
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
743 1302.06 3.05559e-05 88.0398 2.023e-07 0.001 1069 LS failed, Hessian reset
783 1302.06 1.50143e-06 54.911 2.272e-08 0.001 1155 LS failed, Hessian reset
799 1302.06 7.08624e-08 51.5736 0.4498 0.4498 1177
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -5.709
mae 3.503
mape 0.022
mse 15.230
rmse 3.903
dtype: float64
Initial log joint probability = -3.3323
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1338.88 0.00238961 378.642 1 1 114
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1357.06 0.049655 1903.2 1 1 223
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1362.77 0.00197808 238.125 1 1 339
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1366.04 0.00125758 412.613 1 1 457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1369.94 0.00107414 168.425 1 1 574
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
545 1370.5 9.15508e-05 141.848 7.861e-07 0.001 669 LS failed, Hessian reset
599 1370.74 0.000210951 84.1636 0.521 0.521 731
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
661 1370.79 5.99954e-05 149.231 8.407e-07 0.001 860 LS failed, Hessian reset
692 1370.8 1.07719e-07 62.0667 0.9535 0.9535 903
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -40.942
mae 9.075
mape 0.058
mse 88.509
rmse 9.408
dtype: float64
Initial log joint probability = -3.07077
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1359.95 0.00608256 427.373 1 1 122
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1366.04 0.000448673 171.509 0.9195 0.9195 242
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
287 1367.6 8.7663e-05 216.892 2.937e-07 0.001 392 LS failed, Hessian reset
299 1367.84 0.000585541 165.575 0.08613 1 407
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
382 1368.52 8.12882e-05 175.307 4.677e-07 0.001 556 LS failed, Hessian reset
399 1368.7 0.000168606 240.881 0.5839 0.5839 573
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
403 1368.74 3.89047e-05 89.8238 2.157e-07 0.001 624 LS failed, Hessian reset
414 1368.81 8.07246e-05 85.6402 9.177e-07 0.001 674 LS failed, Hessian reset
496 1369.16 6.32293e-05 127.327 4.987e-07 0.001 819 LS failed, Hessian reset
499 1369.17 0.000246014 201.378 1 1 822
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1369.72 9.00764e-05 88.4099 0.4099 0.4099 953
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1370.24 0.00265264 64.5608 3.272 0.6991 1068
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
700 1370.24 0.000280823 237.023 4.35e-06 0.001 1114 LS failed, Hessian reset
749 1370.42 0.00012713 135.162 1.769e-06 0.001 1224 LS failed, Hessian reset
780 1370.45 4.72059e-06 39.3434 9.696e-08 0.001 1304 LS failed, Hessian reset
799 1370.45 2.92e-05 70.1584 1.26 1 1331
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
825 1370.47 6.64283e-05 163.028 7.249e-07 0.001 1416 LS failed, Hessian reset
899 1370.49 0.000169645 54.165 0.77 0.77 1515
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
903 1370.54 4.25531e-05 63.6801 1.804e-07 0.001 1582 LS failed, Hessian reset
999 1370.6 3.85279e-05 54.658 1 1 1713
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1370.63 2.81224e-06 43.6778 0.5698 0.5698 1839
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1103 1370.63 1.58779e-06 67.5663 2.451e-08 0.001 1891 LS failed, Hessian reset
1116 1370.63 9.54028e-08 53.4886 0.573 0.573 1910
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -78.791
mae 10.492
mape 0.066
mse 115.709
rmse 10.757
dtype: float64
Initial log joint probability = -2.88274
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1358.7 0.00466687 266.295 1 1 122
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
176 1362.62 6.46626e-05 91.3135 2.445e-07 0.001 275 LS failed, Hessian reset
199 1363.89 0.000504694 163.122 1 1 302
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
287 1364.84 3.60922e-05 77.8795 3.317e-07 0.001 448 LS failed, Hessian reset
299 1364.86 8.85661e-05 64.9892 1 1 462
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1365.56 8.21637e-05 72.9879 0.3618 1 591
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1365.71 0.000154878 70.1095 0.2801 1 712
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
516 1365.73 6.25827e-05 47.3345 1.187e-06 0.001 775 LS failed, Hessian reset
594 1365.77 7.47505e-09 63.0261 0.003129 0.01714 889
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -2.244
mae 7.133
mape 0.044
mse 55.204
rmse 7.430
dtype: float64
Initial log joint probability = -3.2237
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1395.08 0.00438099 116.957 1 1 129
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
158 1397.94 0.000153659 80.4366 1.529e-06 0.001 235 LS failed, Hessian reset
199 1398.48 0.000477391 129.983 1 1 284
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1400.58 0.00321427 91.3273 0.3416 1 405
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1401.72 2.54024e-05 49.7826 0.2204 0.2204 522
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
489 1402 6.838e-05 111.159 5.887e-07 0.001 688 LS failed, Hessian reset
499 1402.06 0.000550859 82.0042 1 1 699
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1402.27 4.16296e-05 69.1265 0.6266 0.6266 826
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
639 1402.4 0.000118654 58.6856 1.676e-06 0.001 921 LS failed, Hessian reset
668 1402.4 2.13326e-05 83.2233 3.395e-07 0.001 996 LS failed, Hessian reset
699 1402.4 2.4061e-07 70.8198 0.4665 0.4665 1038
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
708 1402.4 1.06187e-05 65.7417 1.153e-07 0.001 1096 LS failed, Hessian reset
799 1402.44 3.01978e-05 69.5508 1 1 1222
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
810 1402.45 1.92871e-05 69.6919 3.127e-07 0.001 1271 LS failed, Hessian reset
849 1402.45 4.62253e-08 69.3184 0.1458 0.1458 1318
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.196
mae 2.092
mape 0.012
mse 6.403
rmse 2.530
dtype: float64
Initial log joint probability = -3.5247
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1466.47 0.0127928 1224.7 1 1 126
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
191 1476.35 5.11199e-05 108.991 4.454e-07 0.001 281 LS failed, Hessian reset
199 1476.45 0.00147579 141.862 3.831 0.3831 291
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1478.93 0.00598578 265.333 0.5019 0.5019 412
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
324 1479.72 0.000100285 90.982 7.705e-07 0.001 488 LS failed, Hessian reset
399 1481.11 8.09377e-05 73.7375 0.889 0.889 586
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
435 1481.28 5.58273e-05 140.007 2.481e-07 0.001 671 LS failed, Hessian reset
499 1481.66 0.00144996 170.487 0.7195 0.7195 750
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
515 1481.82 3.23955e-05 85.8958 2.301e-07 0.001 810 LS failed, Hessian reset
599 1482.19 0.000167393 98.5657 0.2895 1 915
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
642 1482.36 2.3425e-05 71.4412 2.722e-07 0.001 1012 LS failed, Hessian reset
699 1482.47 1.07138e-05 38.9918 1 1 1084
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1483.5 0.00678321 242.875 1 1 1208
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
808 1483.68 6.64882e-05 175.348 2.655e-07 0.001 1294 LS failed, Hessian reset
891 1484.17 3.63834e-05 66.4171 1.776e-07 0.001 1439 LS failed, Hessian reset
899 1484.18 1.98665e-05 56.2391 1 1 1451
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
952 1484.24 7.26919e-05 136.596 7.376e-07 0.001 1570 LS failed, Hessian reset
982 1484.29 1.61992e-05 57.5772 2.459e-07 0.001 1651 LS failed, Hessian reset
991 1484.29 1.15928e-06 55.2792 2.362e-08 0.001 1702 LS failed, Hessian reset
999 1484.29 1.27976e-06 45.8209 1.223 0.3595 1715
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1005 1484.29 1.23005e-06 37.5525 2.054e-08 0.001 1763 LS failed, Hessian reset
1012 1484.29 1.84367e-07 43.1351 1 1 1774
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.439
mae 3.341
mape 0.019
mse 19.451
rmse 4.410
dtype: float64
Initial log joint probability = -2.2565
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1321.93 0.0167177 457.279 1 1 119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1348.76 0.00221558 239.6 1 1 230
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1358.07 0.000127427 129.38 1 1 345
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1362.66 0.00245433 957.929 0.2632 0.2632 456
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
428 1367.85 0.00021921 595.946 7.877e-07 0.001 536 LS failed, Hessian reset
499 1373.91 0.00140947 113.918 2.373 0.4815 619
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1375.23 0.00023027 143.169 0.5223 0.5223 746
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
662 1375.65 4.12307e-05 190.935 2.441e-07 0.001 869 LS failed, Hessian reset
699 1375.73 7.72006e-05 89.0458 0.8091 0.8091 912
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
734 1376.01 4.96958e-05 276.406 1.202e-07 0.001 997 LS failed, Hessian reset
786 1376.31 2.30158e-05 95.7195 2.408e-07 0.001 1099 LS failed, Hessian reset
799 1376.32 9.41762e-06 65.4643 1 1 1116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
843 1376.37 3.30299e-05 75.4185 2.856e-07 0.001 1198 LS failed, Hessian reset
876 1376.38 5.94555e-06 49.6517 8.244e-08 0.001 1287 LS failed, Hessian reset
899 1376.39 1.15895e-06 46.0483 0.1952 0.1952 1319
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1376.89 0.00464868 275.044 1 1 1427
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1055 1377.37 0.000119355 204.559 1.437e-06 0.001 1551 LS failed, Hessian reset
1099 1377.54 8.26739e-06 55.5229 0.3245 1 1604
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1377.67 8.79185e-05 51.7717 1.517 0.9852 1740
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1377.7 3.20082e-05 71.4343 1 1 1863
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1340 1377.74 8.8063e-06 50.2016 1.644e-07 0.001 1953 LS failed, Hessian reset
1399 1377.75 1.24552e-05 82.6223 0.7759 0.7759 2032
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1418 1377.75 8.06161e-08 40.5316 0.2671 1 2065
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.857
mae 1.080
mape 0.008
mse 2.661
rmse 1.631
dtype: float64
Initial log joint probability = -2.26887
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1404.38 0.0365899 1551.59 1 1 119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1446.56 0.000395571 125.98 1 1 234
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1453.36 0.000797742 316.781 1 1 342
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1461.34 0.00039122 224.085 1 1 456
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1464.02 0.00131972 793.493 1 1 572
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
516 1464.36 4.85366e-05 176.556 2.437e-07 0.001 631 LS failed, Hessian reset
599 1465.6 0.000508357 205.916 1 1 734
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
625 1465.97 2.47792e-05 169.998 1.088e-07 0.001 811 LS failed, Hessian reset
699 1466.99 0.00158521 607.17 0.3915 1 894
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1468.34 0.001145 340.278 0.2992 0.9345 1014
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
824 1470.25 0.000122457 251.989 5.115e-07 0.001 1094 LS failed, Hessian reset
899 1472.46 0.000479434 134.835 0.6423 0.6423 1177
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
967 1472.75 2.96822e-05 147.145 3.755e-07 0.001 1307 LS failed, Hessian reset
999 1472.81 0.000161897 104.903 1 1 1350
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1473.28 8.79313e-06 55.0016 1 1 1479
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1118 1473.29 3.41388e-05 123.967 3.063e-07 0.001 1540 LS failed, Hessian reset
1152 1473.29 4.37797e-08 46.3281 0.2323 0.2323 1592
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -8.206
mae 2.477
mape 0.019
mse 6.521
rmse 2.554
dtype: float64
Initial log joint probability = -2.18937
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1451.22 0.00154569 627.588 0.2401 0.9714 120
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1495.3 0.00289364 602.389 0.5316 0.5316 224
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1516.23 0.000107544 136.249 1 1 347
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1521.88 0.000339802 232.388 1 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1527 0.00140278 699.138 0.9551 0.09551 572
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1529.16 8.66303e-05 242.382 0.86 0.86 699
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1532.07 0.00120072 207.162 0.8031 0.8031 815
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
799 1533.26 6.29757e-05 299.109 0.3866 0.3866 926
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
843 1533.69 1.52236e-05 119.709 7.129e-08 0.001 1021 LS failed, Hessian reset
899 1534.12 0.000830135 160.797 1 1 1096
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
960 1534.45 7.72318e-05 93.214 1.259e-06 0.001 1201 LS failed, Hessian reset
999 1534.47 0.000826695 197.542 1 1 1247
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1535.23 0.000847447 228.345 1 1 1361
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1104 1535.26 2.77107e-05 139.633 1.509e-07 0.001 1413 LS failed, Hessian reset
1193 1535.56 1.37881e-05 97.7747 2.584e-07 0.001 1575 LS failed, Hessian reset
1199 1535.56 2.27367e-06 49.1666 1 1 1584
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1535.72 0.00387497 139.636 1 1 1713
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1536.06 2.43907e-05 65.2941 1 1 1837
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1536.25 0.00129037 229.47 0.7165 0.7165 1953
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 1536.45 8.06395e-05 144.304 1 1 2067
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1699 1536.66 0.000140084 152.829 0.3732 0.3732 2189
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1790 1536.83 8.74156e-06 79.3394 8.956e-08 0.001 2351 LS failed, Hessian reset
1799 1536.83 1.45379e-06 56.8073 1 1 2363
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1809 1536.83 8.61953e-08 48.269 0.2213 1 2378
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -7.940
mae 1.962
mape 0.015
mse 4.372
rmse 2.091
dtype: float64
Initial log joint probability = -2.17846
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1507.46 0.00216447 950.765 0.3756 0.3756 119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1546.93 0.0224297 1494.39 1 1 229
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1560.69 0.00820925 1613.14 1 1 344
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1574.09 0.00904279 1545.31 1 1 457
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1578.59 0.000115276 164.394 1 1 570
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1582.2 0.000107931 137.977 1 1 692
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
699 1584 0.00139708 345.823 1 1 816
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
724 1584.22 9.90771e-06 86.3769 9.102e-08 0.001 886 LS failed, Hessian reset
799 1584.5 0.000260541 77.8733 1 1 972
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
899 1586.46 0.000535319 203.991 1 1 1086
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1587.68 0.000117822 97.2264 0.5129 0.5129 1206
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1071 1587.96 1.95604e-05 151.937 1.518e-07 0.001 1348 LS failed, Hessian reset
1099 1588.01 3.08737e-05 53.7839 2.279 0.2279 1383
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1199 1588.13 0.000280935 160.875 1 1 1508
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1218 1588.21 2.54849e-05 105.311 1.822e-07 0.001 1573 LS failed, Hessian reset
1229 1588.22 1.15702e-05 83.1387 5.898e-08 0.001 1626 LS failed, Hessian reset
1267 1588.23 1.40246e-06 44.8053 2.397e-08 0.001 1721 LS failed, Hessian reset
1276 1588.23 1.19634e-07 50.3827 0.3915 0.3915 1734
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.468
mae 0.949
mape 0.007
mse 1.402
rmse 1.184
dtype: float64
Initial log joint probability = -2.17779
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1547.01 0.0311082 3185.51 1 1 119
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1590.17 0.00140629 434.367 1 1 228
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1608.67 0.00513202 1236.77 0.7784 0.7784 337
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1619.09 0.000432502 224.683 0.9931 0.9931 444
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1623.31 0.0174544 1358.39 1 1 559
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1627.36 0.00143579 529.421 1 1 674
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
614 1628.27 0.000305818 404.026 3.022e-06 0.001 736 LS failed, Hessian reset
699 1630.86 0.00135013 377.352 1 1 829
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
782 1631.5 1.04777e-05 99.8936 1.022e-07 0.001 972 LS failed, Hessian reset
799 1631.64 0.000147712 152.335 0.3499 1 995
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
866 1631.87 1.40763e-05 83.1673 2.306e-07 0.001 1111 LS failed, Hessian reset
899 1632 0.000306685 92.1247 1 1 1148
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
999 1632.35 0.000323254 95.8607 1 1 1269
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1634.26 0.000137769 299.633 0.1665 1 1380
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1145 1634.62 1.85001e-05 161.525 7.551e-08 0.001 1473 LS failed, Hessian reset
1164 1634.75 1.19581e-05 99.0918 6.894e-08 0.001 1533 LS failed, Hessian reset
1199 1634.79 8.39865e-05 108.038 1 1 1579
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1299 1634.95 0.00118689 86.2834 1 1 1696
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1399 1635.12 3.1355e-06 55.2289 0.2212 1 1818
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1499 1635.19 0.000653753 89.5085 0.9385 0.9385 1941
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1599 1635.32 7.14862e-07 51.1929 0.07926 0.3454 2073
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1603 1635.32 2.18848e-07 43.837 3.86e-09 0.001 2125 LS failed, Hessian reset
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.932
mae 1.389
mape 0.010
mse 2.375
rmse 1.541
dtype: float64
Initial log joint probability = -2.17091
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1620.25 0.0382145 1015.89 1 1 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1663.15 0.0326621 2407.41 1 1 231
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1677.6 0.00137644 314.45 1 1 341
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
399 1683.16 0.00119065 208.788 1 1 448
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
499 1686.9 0.00456866 639.951 1 1 557
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
599 1691.32 3.43265e-05 145.54 0.05802 1 672
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
643 1691.73 2.04462e-05 131.896 2.84e-07 0.001 761 LS failed, Hessian reset
699 1692.69 0.00283094 559.748 1 1 821
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
766 1694.23 1.14899e-05 117.646 1.154e-07 0.001 947 LS failed, Hessian reset
799 1694.65 0.00120512 320.071 1 1 985
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
810 1694.7 8.69226e-06 82.1685 7.047e-08 0.001 1042 LS failed, Hessian reset
839 1694.76 1.98426e-05 75.438 2.066e-07 0.001 1130 LS failed, Hessian reset
899 1695.01 0.0019906 231.581 1 1 1199
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
972 1696.64 3.39353e-05 290.089 7.931e-08 0.001 1347 LS failed, Hessian reset
999 1697.12 0.00044774 134.029 1.437 0.3406 1379
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1099 1697.56 0.000169623 267.37 0.663 0.663 1517
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1152 1697.63 1.63805e-05 75.264 2.902e-07 0.001 1628 LS failed, Hessian reset
1199 1697.64 2.29739e-05 82.5098 1 1 1702
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1287 1697.66 2.69056e-06 65.9993 4.268e-08 0.001 1866 LS failed, Hessian reset
1299 1697.66 6.47596e-07 53.9908 1 1 1881
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
1325 1697.66 1.73878e-07 55.4399 0.02261 0.2813 1914
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.315
mae 2.346
mape 0.017
mse 9.028
rmse 3.005
dtype: float64
Initial log joint probability = -3.86358
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 961.972 0.00648327 99.4519 0.2681 1 130
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
137 962.859 0.000379414 102.759 1.408e-06 0.001 222 LS failed, Hessian reset
199 963.367 2.95597e-05 52.018 1 1 295
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
227 963.368 1.02618e-08 68.8073 0.1747 0.1747 334
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.302
mae 7.595
mape 0.055
mse 102.481
rmse 10.123
dtype: float64
Initial log joint probability = -3.5538
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1025.63 0.00144776 96.2095 1 1 130
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
199 1027.35 0.000360103 73.2427 0.3609 0.3609 251
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
207 1027.38 9.06536e-05 63.0673 1.197e-06 0.001 320 LS failed, Hessian reset
299 1027.49 0.000127168 59.4118 1 1 433
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
329 1027.5 4.77512e-06 54.28 6.903e-08 0.001 511 LS failed, Hessian reset
365 1027.5 1.46699e-05 66.7105 2.926e-07 0.001 597 LS failed, Hessian reset
399 1027.5 8.08198e-08 50.2658 0.2715 1 657
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
402 1027.5 8.05897e-09 63.8223 0.1026 0.1026 661
Optimization terminated normally:
Convergence detected: absolute parameter change was below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.570
mae 2.895
mape 0.022
mse 12.960
rmse 3.600
dtype: float64
Initial log joint probability = -3.6296
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1062.05 0.00271072 71.3822 1 1 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
105 1062.17 0.000625412 205.396 7.594e-06 0.001 154 LS failed, Hessian reset
164 1063.41 0.000383334 152.882 3.907e-06 0.001 269 LS failed, Hessian reset
199 1063.84 0.000294906 78.5975 0.1525 0.6828 311
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
298 1064.48 0.000239232 109.007 3.292e-06 0.001 465 LS failed, Hessian reset
299 1064.49 0.000134808 71.796 1 1 466
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
389 1064.82 2.64917e-05 64.7389 3.421e-07 0.001 618 LS failed, Hessian reset
399 1064.82 1.56076e-06 64.819 0.4281 0.4281 632
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
430 1064.82 9.94438e-07 75.6866 1.627e-08 0.001 718 LS failed, Hessian reset
442 1064.82 1.03477e-07 44.5919 1 1 734
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score 0.577
mae 3.638
mape 0.026
mse 23.174
rmse 4.814
dtype: float64
Initial log joint probability = -3.70272
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1099.88 0.018199 185.811 1 1 114
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
175 1101.8 0.000300117 124.864 4.078e-06 0.001 259 LS failed, Hessian reset
199 1101.98 0.000238448 69.816 1 1 287
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
221 1102.05 0.000160484 78.8121 1.633e-06 0.001 350 LS failed, Hessian reset
299 1102.1 2.10342e-06 54.0035 0.2766 1 454
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
312 1102.11 1.56686e-05 61.058 2.393e-07 0.001 517 LS failed, Hessian reset
358 1102.11 2.3851e-08 62.6363 0.2719 0.2719 582
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -0.772
mae 11.269
mape 0.074
mse 146.061
rmse 12.086
dtype: float64
Initial log joint probability = -6.20023
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1155.62 0.0012178 136.809 0.7638 0.7638 123
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
140 1156.33 0.000215635 115.426 2.53e-06 0.001 212 LS failed, Hessian reset
199 1156.91 0.000343704 64.2625 0.1127 1 284
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
200 1156.91 0.000227982 59.2265 3.548e-06 0.001 322 LS failed, Hessian reset
265 1157.36 0.000127207 69.9173 1.211e-06 0.001 482 LS failed, Hessian reset
299 1157.64 0.00070126 54.1467 1 1 522
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
356 1157.71 0.000148435 47.0762 2.272e-06 0.001 640 LS failed, Hessian reset
399 1157.76 4.00363e-06 63.4963 0.08848 1 697
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
412 1157.77 2.73245e-05 75.4388 3.687e-07 0.001 748 LS failed, Hessian reset
440 1157.77 7.41953e-08 53.9789 0.2823 0.2823 787
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
INFO:prophet:Disabling weekly seasonality. Run prophet with weekly_seasonality=True to override this.
INFO:prophet:Disabling daily seasonality. Run prophet with daily_seasonality=True to override this.
r2_score -2.031
mae 9.397
mape 0.060
mse 95.347
rmse 9.765
dtype: float64
Initial log joint probability = -6.06447
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
99 1189.53 0.00127167 81.9036 0.2019 0.6767 116
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
192 1192.49 0.000241254 107.137 2.235e-06 0.001 282 LS failed, Hessian reset
199 1192.7 0.000549262 169.811 1 1 290
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
299 1193.21 0.00045397 77.0682 0.2087 1 421
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
318 1193.23 0.000180991 83.6082 2.506e-06 0.001 491 LS failed, Hessian reset
399 1193.25 3.38304e-06 58.404 1 1 598
Iter log prob ||dx|| ||grad|| alpha alpha0 # evals Notes
413 1193.25 3.23658e-08 57.1101 0.2316 0.9447 619
Optimization terminated normally:
Convergence detected: relative gradient magnitude is below tolerance
r2_score -1.250
mae 5.116
mape 0.033
mse 37.215
rmse 6.100
dtype: float64
View Raw Evaluation Metrics#
View all evaluation metrics for one target category, over each of the cutoff dates.
food_category = 'Vegetables and vegetable preparations'
pd.DataFrame(all_valid_metrics[food_category]).T
| r2_score | mae | mape | mse | rmse | |
|---|---|---|---|---|---|
| 2015-07-01 | -0.302 | 7.595 | 0.055 | 102.481 | 10.123 |
| 2016-07-01 | 0.570 | 2.895 | 0.022 | 12.960 | 3.600 |
| 2017-07-01 | 0.577 | 3.638 | 0.026 | 23.174 | 4.814 |
| 2018-07-01 | -0.772 | 11.269 | 0.074 | 146.061 | 12.086 |
| 2019-07-01 | -2.031 | 9.397 | 0.060 | 95.347 | 9.765 |
| 2020-07-01 | -1.250 | 5.116 | 0.033 | 37.215 | 6.100 |
Collect Mean Validation Metrics Over Cutoff Dates and Save to File#
mean_valid_metrics = {}
for food_category, valid_scores in all_valid_metrics.items():
mean_valid_metrics[food_category] = pd.DataFrame(valid_scores).mean(axis=1)
mean_valid_metrics_df = pd.DataFrame(mean_valid_metrics).T
mean_valid_metrics_df.to_csv(f"{output_path}/mean_fc_valid_metrics.csv")
mean_valid_metrics_df
| r2_score | mae | mape | mse | rmse | |
|---|---|---|---|---|---|
| Bakery and cereal products (excluding baby food) | -13.118 | 4.121 | 0.027 | 26.084 | 4.508 |
| Dairy products and eggs | -10.463 | 4.294 | 0.031 | 24.726 | 4.603 |
| Fish, seafood and other marine products | -1.693 | 2.689 | 0.019 | 10.358 | 3.052 |
| Food purchased from restaurants | -0.363 | 1.877 | 0.012 | 5.358 | 2.002 |
| Food | -1.331 | 2.032 | 0.014 | 5.340 | 2.205 |
| Fruit, fruit preparations and nuts | -1.935 | 4.759 | 0.035 | 33.454 | 5.445 |
| Meat | -21.175 | 5.939 | 0.037 | 50.084 | 6.406 |
| Other food products and non-alcoholic beverages | -2.964 | 1.701 | 0.012 | 4.393 | 2.001 |
| Vegetables and vegetable preparations | -0.535 | 6.652 | 0.045 | 69.540 | 7.748 |
Save Validation Forecasts to File (Optional, For Ensembling)#
date_forecasts = {}
for date in cutoff_dates:
valid_dates = sim_valid_dates[date]
food_forecasts = {}
for food_category in foodprice_categories:
food_forecasts[food_category] = all_forecasts[food_category][date]
date_forecasts[date] = pd.DataFrame(food_forecasts)
date_forecasts[date] = date_forecasts[date].set_index(pd.DatetimeIndex(valid_dates))
date_forecasts[date].to_csv(f"{output_path}/forecasts_{date}.csv")