Raise warning in QuantileForecast.mean when mean is not there
#2843
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Note: add warning instead, so that it's not breaking |
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QuantileForecastQuantileForecast.mean when mean is not there
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* Raise warning in `QuantileForecast.mean` when mean is not there (#2843) * [R] Bug fix for running R methods via ParallelizedPredictor (#2983) * Fix Forecast plot method (#3006) Latest matplotlib update had broken it since we were using internal API * fixup to support py37 --------- Co-authored-by: Syama Sundar Rangapuram <[email protected]>
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Issue #, if available:
Description of changes: The
QuantileForecastclass falls back to the median when asked for the mean but the mean is not among the stored values. This is motivated by some downstream evaluation metrics using the mean of the predicted distribution, but some models only producing quantiles as forecasts.To me this is pretty clearly not the right thing to do, and potential source of confusion: instead, it should be clear how to configure the evaluation to use the predicted median instead of the mean, if that's what the user wants.
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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup