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Parameter optimization (WIP) #788

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@Lars800 Lars800 commented Dec 17, 2025

Partial implementation of Optimization funcutionality for Openstef Beam.

This module introduces the BenchmarkOptimizer and DatasetOptimizer.
Their shared components are implemented in the OptunaOptimizer class.

  • BenchmarkOptimizer optimizes a TargetProvider
  • DatasetOptimizer optimizes a VersionedTimeseriesDataset (ground truth, predictors)

To initialize an optimizer we need to specify an Optimizer config consisting of the following components:

  • ParameterSpace
    - Hyperparams-like object that generalizes parameters to parameter-ranges (Floats, Ints, Catagorical)
    - Implements a make_optuna() method that produces Optuna compatible dictionaries
    - Default Presets for LGBM(Linear), XGBoost and GBLinear
  • BacktestForecasterConfig - Config for the OpenstefBacktestForecaster
  • BacktestConfig - Config for BacktestPipeline
  • ForecastingWorkflowConfig - Base config where hyperparameters will be overwritten
  • OptimizationMetric - Bundles a MetricProvider with a direction to create the optimization goal.
  • Cache dir - place to store trial results for efficient multiprocessing

Potential improvements:

  • Easier configuration
  • Parameterising pre-and post processing
  • Make compatible with openstef-meta (Especially forecast combiners)

Lars800 added 26 commits November 7, 2025 15:48
@Lars800
Added Lightgbm, LightGBM Linear Trees and Hybrid Stacking Forecasters
f69b8d2
@Lars800
Fixed small issues
6fcd632
@Lars800
Ruff compliance
7523987
@Lars800
fixed quality checks
c680aa1
@Lars800
Fixed last issues, Signed-off-by: Lars van Someren <lars.vansomeren@s…
9c1e3d3 
…ia-partners.com>
@Lars800
initial_commit
759c82f
@Lars800
WIP
a24e995
@Lars800
Working version
65dcdd2
@Lars800
Updated Greedy Backtester
3d31474
@Lars800
updates
a7a34cd
@Lars800
updates
2cb1cab
@Lars800
Updated example
8fc7810
@Lars800
Fixed multiprocessing
36fcdcd
@Lars800
Squashed commit of the following:
755007b 
commit bad4c44
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 12:32:01 2025 +0100

    Fixed issues

commit 34fc3e5
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 11:41:01 2025 +0100

    Added SkopsModelSerializer

commit 3d54604
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 09:49:26 2025 +0100

    Fixed comments

commit 1788759
Merge: a2538b6 dea41c8
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 09:15:03 2025 +0100

    Merge branch 'release/v4.0.0' into Openstef4.0.0_Additional_forecasters

commit dea41c8
Author: Fleur Petit <fleur.petit@alliander.com>
Date:   Wed Nov 12 08:45:48 2025 +0100

    added iterative imputer (#737)

    * added iterative imputer

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * wip

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * fix warning using single feature with iterative impute

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * fix(example): fixed example docstring imputer

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * style: removed superfluous hash

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * docs: clarify 'selection' attribuut for iterative imputer strategy

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * docs: clarify 'selection' iterative strategy

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    * chore: use _logger warning. test: small adjustments

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

    ---------

    Signed-off-by: Fleur Petit <fleur.petit@alliander.com>

commit a2538b6
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 21:14:10 2025 +0100

    Update LGBM and LGBMLinear defaults, fixed comments

commit 5745212
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 20:06:21 2025 +0100

    Refactor LightGBM to LGBM

commit 4394895
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 20:02:13 2025 +0100

    fixed comments

commit 29b1875
Author: Marnix van Lieshout <47454346+MvLieshout@users.noreply.github.com>
Date:   Mon Nov 10 11:35:59 2025 +0100

    fix: Retraining data bug Liander 2024 benchmark (#740)

    * WIP fixing bug

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Remove comment

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Clean up

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Fix start date

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Formatting

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Fix test

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Undo redundant changes

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Reset starting date

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Apply changes

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Formatting

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Ignore typing issue

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Alter while loop

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    * Remove redundant type

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>

    ---------

    Signed-off-by: Marnix van Lieshout <marnix.van.lieshout@alliander.com>
@Lars800
updates
df309a9
@Lars800
Merge remote-tracking branch 'origin/release/v4.0.0' into ParameterOp…
1ff6a58 
…timization

Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Improvements
c759ac9 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Update Opestef Models to research branch
ec38077 
Squashed commit of the following:

commit b5a3737
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 16 14:11:38 2025 +0100

    Moved example

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit ab13581
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 16 14:09:48 2025 +0100

    Resolved comments, fixed bug

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit ede0908
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 16 12:10:27 2025 +0100

    Streamline logging statements, Fix quality

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 3b6587a
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 16 12:06:50 2025 +0100

    Fixed restore target Forecast Combiner

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 619c271
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 16 11:22:32 2025 +0100

    Migrated Flagger and Selector to OpenSTEF Models transforms

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 682ae2f
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 15 17:27:23 2025 +0100

    Improved data handling in EnsembleForecasting model, correct data splitting and Model Fit Result. Validation and test data can now be fully used

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 780e012
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 15 13:40:46 2025 +0100

    Added hard Forecast Selection

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 845e384
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 15 13:00:30 2025 +0100

    Stacking Bugfix

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit b10d02c
Merge: 6f88d72 c9f135f
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 9 14:02:46 2025 +0100

    Merge remote-tracking branch 'origin/research/ExplainableModelContributionsWFunctions' into research/HybridForecaster2.0

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit c9f135f
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 9 10:41:06 2025 +0100

    small fix

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit bedf6af
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 8 14:32:30 2025 +0100

    fixed tests

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit e6bc447
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 8 14:00:55 2025 +0100

    Fixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 354b6f2
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 8 10:22:43 2025 +0100

    Squashed commit of the following:

    commit 6f88d72
    Author: Lars van Someren <lvsom1@gmail.com>
    Date:   Mon Dec 8 09:46:57 2025 +0100

        Bugfixes

        Signed-off-by: Lars van Someren <lvsom1@gmail.com>

    commit b44fd92
    Author: Lars van Someren <lvsom1@gmail.com>
    Date:   Thu Dec 4 14:39:31 2025 +0100

        bug fixes

        Signed-off-by: Lars van Someren <lvsom1@gmail.com>

    commit e212448
    Author: Lars van Someren <lvsom1@gmail.com>
    Date:   Thu Dec 4 12:38:24 2025 +0100

        fixes

        Signed-off-by: Lars van Someren <lvsom1@gmail.com>

    commit eb775e4
    Author: Lars van Someren <lvsom1@gmail.com>
    Date:   Thu Dec 4 11:40:44 2025 +0100

        BugFix

        Signed-off-by: Lars van Someren <lvsom1@gmail.com>

    commit c33ce93
    Author: Lars van Someren <lvsom1@gmail.com>
    Date:   Wed Dec 3 14:15:06 2025 +0100

        Made PR Compliant

        Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 20edf2d
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 8 10:16:27 2025 +0100

    fixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 6f88d72
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 8 09:46:57 2025 +0100

    Bugfixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 2899baf
Author: lars800 <lvsom1@gmail.com>
Date:   Fri Dec 5 17:11:37 2025 +0100

    Added Feature Contributions

    Residual Forecaster and Stacking Forecaster can now predict model contributions. Regular forecasters (EXCEPT LGBM Linear) can predict feature contributions

commit 51579d0
Author: floriangoethals <floriangoehtals@gmail.com>
Date:   Thu Dec 4 15:38:19 2025 +0100

    added learned weights contributions

commit b44fd92
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Dec 4 14:39:31 2025 +0100

    bug fixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit e212448
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Dec 4 12:38:24 2025 +0100

    fixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit eb775e4
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Dec 4 11:40:44 2025 +0100

    BugFix

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit c33ce93
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Dec 3 14:15:06 2025 +0100

    Made PR Compliant

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit ece5d18
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Dec 3 13:31:43 2025 +0100

    Small fix

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit e18ce5a
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Dec 3 13:29:20 2025 +0100

    Prepared TODOs for Florian

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 9c6de7d
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Dec 3 13:13:18 2025 +0100

    Fixed tests

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit ddef9f3
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Dec 2 15:34:34 2025 +0100

    Major Refactor, Working Version

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit b2fca54
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 1 17:08:09 2025 +0100

    fixed small issues

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 460548b
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Dec 1 16:27:59 2025 +0100

    Renamed FinalLearner to Forecast Combiner. Eliminated redundant classes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 308d7c8
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 28 15:47:43 2025 +0100

    Really fixed the TOML

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit e3a587c
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 28 15:43:45 2025 +0100

    fixed toml

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 719ea5c
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 28 15:14:28 2025 +0100

    Make PR compliant

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 4b3aff8
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 28 15:09:13 2025 +0100

    Ensemble Forecast Dataset

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit c6749b3
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 27 15:25:43 2025 +0100

    PR compliant

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 88c6865
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 27 09:15:15 2025 +0100

    Fixes

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit a300c27
Merge: 797eee7 d8d10a1
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 26 14:49:40 2025 +0100

    Merge remote-tracking branch 'origin/research/Hybrid_Business' into research/HybridForecaster2.0

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 797eee7
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 26 14:48:02 2025 +0100

    Fix sample weights

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit d8d10a1
Author: floriangoethals <floriangoehtals@gmail.com>
Date:   Wed Nov 26 14:30:21 2025 +0100

    entered flagger feature in new architecture

commit c484a26
Merge: 100494c 1d5d97d
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 26 10:56:20 2025 +0100

    Merge branch 'research/BusinessRulesForecaster' into research/HybridForecaster2.0

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 100494c
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 26 10:55:24 2025 +0100

    Updated feature specification

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 1d5d97d
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 25 21:34:53 2025 +0100

    RulesForecaster with dummy features

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit c053ea5
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 25 17:13:26 2025 +0100

    added example to openstef Meta

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 140fe26
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 25 17:08:44 2025 +0100

    Added additional Feature logic to StackingForecaster

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 82795d9
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 25 13:38:52 2025 +0100

    Fixed benchmark references

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 976a2fc
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 25 13:27:49 2025 +0100

    FinalLearner PreProcessor

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 1141898
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 24 22:13:55 2025 +0100

    Testing and fixes on Learned Weights Forecaster

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 3338be1
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 24 21:05:22 2025 +0100

    ResidualForecaster + refactoring

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit f873f89
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 24 11:59:07 2025 +0100

    Introduced openstef_metalearning

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 553e2fd
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 21 20:08:39 2025 +0100

    Fixed type Issues

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 72b1ca7
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 21 20:04:43 2025 +0100

    fix merge issue

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 5a54c4f
Merge: 9b971d3 f476523
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 21 20:03:48 2025 +0100

    Merge remote-tracking branch 'origin/research/v4.1.0' into research/HybridForecaster2.0

commit f476523
Author: Lars van Someren <93349011+Lars800@users.noreply.github.com>
Date:   Fri Nov 21 16:38:28 2025 +0100

    Research/v4.1.0 additional forecasters (#765)

    * Added Lightgbm, LightGBM Linear Trees and Hybrid Stacking Forecasters

    * Fixed small issues

    * Ruff compliance

    * fixed quality checks

    * Fixed last issues, Signed-off-by: Lars van Someren <lars.vansomeren@sia-partners.com>

    * fixed comments

    * Refactor LightGBM to LGBM

    * Update LGBM and LGBMLinear defaults, fixed comments

    * Fixed comments

    * Added SkopsModelSerializer

    * Fixed issues

    * Gitignore optimization and dev sandbox

    * Added MultiQuantileAdapter Class

    * small fix

    * Hybrid V2

    * Small fix

    * Squashed commit of the following:

    commit 37089b8
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Mon Nov 17 15:29:59 2025 +0100

        fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752)

        * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(#728): Updated xgboost to skip scaling on empty prediction.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Added parallelism parameters.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit a85a3f7
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Fri Nov 14 14:31:34 2025 +0100

        fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750)

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit 4f0c664
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:54:15 2025 +0100

        feature: Disabled data cutoff by default to be consistent with openstef 3.  And other minor improvements. (#748)

    commit 493126e
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:12:35 2025 +0100

        fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747)

        * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits.

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit 6b1da44
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:05:32 2025 +0100

        feature: forecaster hyperparams and eval metrics (#746)

        * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Fixed issue where generic transform pipeline could not be serialized.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature: standardized objective function. Added custom evaluation functions for forecasters.

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    * set silence

    * small fix

    * Fix final learner

    * fixed lgbm efficiency

    * updated lgbm linear params

    * Fixed type and quality issues

    * remove depricated files

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

    * change: Fixed dependencies to align more with the current release.

    Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    * change: Style fixes.

    Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    ---------

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>
    Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>
    Co-authored-by: Egor Dmitriev <egor.dmitriev@alliander.com>

commit 9b971d3
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Fri Nov 21 16:33:31 2025 +0100

    MetaForecasterClass

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit 22688e0
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 20 15:11:33 2025 +0100

    First Version Sample Weighting Approach

    Signed-off-by: Lars van Someren <lvsom1@gmail.com>

commit ea1f5f7
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 20 10:49:04 2025 +0100

    Fixed type and quality issues

commit b4bdbdc
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 20 10:01:07 2025 +0100

    updated lgbm linear params

commit 4f8ea8f
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 18 20:43:32 2025 +0100

    fixed lgbm efficiency

commit 93baa03
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 18 12:19:52 2025 +0100

    Fix final learner

commit ea90239
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 18 09:20:37 2025 +0100

    small fix

commit 8c5743b
Merge: 8be453a 03df6a5
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 18 09:14:06 2025 +0100

    Merge branch 'release/v4.0.0' into research/v4.1.0_Additional_Forecasters

commit 8be453a
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 17 21:39:38 2025 +0100

    set silence

commit ce2172a
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 17 21:17:07 2025 +0100

    Squashed commit of the following:

    commit 37089b8
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Mon Nov 17 15:29:59 2025 +0100

        fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. (#752)

        * fix(STEF-2475): Added loky as default option for parallelism since fork causes instabilities for xgboost results.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Added better support for flatliners and predicting when data is sparse.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Feature handing improvements for gblinear. Like imputation, nan dropping, and checking if features are available.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(#728): Added checks on metrics to gracefully handle empty data. Added flatline filtering during evalution.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(#728): Updated xgboost to skip scaling on empty prediction.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix(STEF-2475): Added parallelism parameters.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit a85a3f7
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Fri Nov 14 14:31:34 2025 +0100

        fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. (#750)

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit 4f0c664
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:54:15 2025 +0100

        feature: Disabled data cutoff by default to be consistent with openstef 3.  And other minor improvements. (#748)

    commit 493126e
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:12:35 2025 +0100

        fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. (#747)

        * fix: Fixed data collation during backtesting. Renamed horizon to prediction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits.

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

    commit 6b1da44
    Author: Egor Dmitriev <egor.dmitriev@alliander.com>
    Date:   Thu Nov 13 16:05:32 2025 +0100

        feature: forecaster hyperparams and eval metrics (#746)

        * feature(#729) Removed to_state and from_state methods in favor of builtin python state saving functions.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Fixed issue where generic transform pipeline could not be serialized.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature(#729): Added more state saving tests

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        * feature: standardized objective function. Added custom evaluation functions for forecasters.

        * fix: Formatting.

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

        ---------

        Signed-off-by: Egor Dmitriev <egor.dmitriev@alliander.com>

commit bfa2e2f
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 17 16:09:41 2025 +0100

    Small fix

commit ed83b3a
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Mon Nov 17 15:43:36 2025 +0100

    Hybrid V2

commit 064a92d
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 13 14:50:49 2025 +0100

    small fix

commit 4027de7
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 13 14:48:53 2025 +0100

    Added MultiQuantileAdapter Class

commit 99c9bc5
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Thu Nov 13 12:00:44 2025 +0100

    Gitignore optimization and dev sandbox

commit bad4c44
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 12:32:01 2025 +0100

    Fixed issues

commit 34fc3e5
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 11:41:01 2025 +0100

    Added SkopsModelSerializer

commit 3d54604
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 09:49:26 2025 +0100

    Fixed comments

commit 1788759
Merge: a2538b6 dea41c8
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Wed Nov 12 09:15:03 2025 +0100

    Merge branch 'release/v4.0.0' into Openstef4.0.0_Additional_forecasters

commit a2538b6
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 21:14:10 2025 +0100

    Update LGBM and LGBMLinear defaults, fixed comments

commit 5745212
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 20:06:21 2025 +0100

    Refactor LightGBM to LGBM

commit 4394895
Author: Lars van Someren <lvsom1@gmail.com>
Date:   Tue Nov 11 20:02:13 2025 +0100

    fixed comments

Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Removed references to OpenSTEF Meta
6f12929 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Removed ALL references to openSTEF Meta
83de9fd 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Cleaned up optimizer code
53f9c57 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Partial testing
09d8d3d 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Made (Almost) PR compliant
0574d6a 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Merge remote-tracking branch 'origin/research/v4.1.0' into ParameterO…
25a5cf5 
…ptimization

Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Made mostly PR compliant
44de3b4 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Merge remote-tracking branch 'origin/release/v4.0.0' into ParameterOp…
1469e50 
…timization
@Lars800 Lars800 added feature New feature or request OpenSTEF 4.0 Work for OpenSTEF 4.0 labels Dec 18, 2025
@Lars800
Merge branch 'research/v4.1.0' into ParameterOptimization
9f4b5c3 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
made PR compliant
24e6593 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
@Lars800
Really PR Complaint
eeca5c9 
Signed-off-by: Lars van Someren <lvsom1@gmail.com>
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@Lars800