fix(universe): restore termination defaults for holt_winters #5323
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skartikey
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Nov 1, 2022
nathanielc
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Recently I discovered that the Holt Winters examples take > 10s to complete. This was suspicious so I investigated. I discovered that recent changes meant that the default epsilon and iteration values were not used. That is now fixed as the original limits are used. Tests are updated, it can be seen that the SSE increases a tiny bit as we are not working as hard to find a good fit, but things are running faster now too. Additionally the old neldermead code is removed as it is no longer used.
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Recently I discovered that the Holt Winters examples take > 10s to complete. This was suspicious so I investigated. I discovered that recent changes meant that the default epsilon and iteration values were not used. That is now fixed as the original limits are used. Tests are updated, it can be seen that the SSE increases a tiny bit as we are not working as hard to find a good fit, but things are running faster now too.
To be clear I am not worried about the runtime of the examples, rather these changes will have affected all users and by default were doing many iterations to find a very small epsilon (almost impossibly small). This change restores the original defaults which will work better for most users.
Additionally the old neldermead code is removed as it is no longer used.
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Dear Author 👋, the following checks should be completed (or explicitly dismissed) before merging.
experimental/docs/Spec.mdhas been updatedDear Reviewer(s) 👋, you are responsible (among others) for ensuring the completeness and quality of the above before approval.