LimitTransform

[Mr-Geekman]

Issue by Mr-Geekman
Monday Jul 17, 2023 at 12:29 GMT
Originally opened as tinkoff-ai#1316

---

🚀 Feature Request

Create a transform that limits values of some feature between the borders.

Proposal

Create LimitTransform.

Parameters:

• in_column: column to make transformation on;

• lower_bound: lower bound for the value of the column; -infty by default;

• upper_bound: upper bound for the value of the column; +infty by default;

• If there is value out of limit the exception should be raised.

• NaNs should be ignored.

Reference: Ensure time series forecasts stay within limits.

To discuss:

• Should this transform work for non-target column?
  • It should
• Should this transform have inplace parameter for working in non-inplace mode?
  • Not, it shoudn't
• Is there a better name for this transform?
  • Suggested name is ok

Test cases

What should be checked:

• Working on non-target column
• Working on target column
  • It should make inverse transformation for quantiles
• Working with set/unset lower/upper values
• Exception on out-of-limit value
• Full pipeline that predicts some arbitrary values can be used
• Full backtest with pipeline that uses this transform

Don't forget to add inference tests into tests/test_transforms/test_inference/.

Additional context

No response