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evaluation-benchmarking

evaluation-benchmarking

Use sktime splitters, metrics, model_evaluation.evaluate, and benchmarking tools for leakage-aware evaluation.

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name: evaluation-benchmarking description: "Use sktime splitters, metrics, model_evaluation.evaluate, and benchmarking tools for leakage-aware evaluation." disable-model-invocation: true metadata: disco-role: operating license: BSD 3-Clause

Evaluation and Benchmarking

Use this sub-skill for backtesting, temporal cross-validation, forecasting and detection metrics, benchmark setup, result storage, and leakage-aware experiment design in sktime.

Route here

  • Choose temporal, cutoff, expanding, sliding, or instance splitters.
  • Score forecasts or detections with functions/classes from sktime.performance_metrics.
  • Use sktime.forecasting.model_evaluation.evaluate for leakage-aware forecaster evaluation.
  • Configure small ForecastingBenchmark, ClassificationBenchmark, or RegressionBenchmark runs and analyzers.

Route away

Estimator construction routes to forecasting or panel-learning. Raw data layout routes to data-interfaces.

Operating path

  1. Identify whether the split is temporal or instance-level.
  2. Choose metrics whose required inputs match the prediction type.
  3. Start with a tiny single-estimator evaluation and error_score="raise".
  4. Expand benchmark grids only after the smoke path works and output storage is explicit.

References and helper

  • API reference for splitters, metrics, evaluate, benchmarks, storage, and analyzers.
  • Workflows for leakage-safe recipes and tiny benchmark patterns.
  • Troubleshooting for split leakage, metric shape, backend, and benchmark runtime issues.
  • Run scripts/evaluation_smoke.py for a tiny offline evaluation and benchmark smoke.
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