Source code for ax.models.winsorization_config

#!/usr/bin/env python3
# Copyright (c) Meta Platforms, Inc. and affiliates.
#
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.

# pyre-strict

from dataclasses import dataclass
from typing import Optional


[docs]@dataclass class WinsorizationConfig: """Dataclass for storing Winsorization configuration parameters Attributes: lower_quantile_margin: Winsorization will increase any metric value below this quantile to this quantile's value. upper_quantile_margin: Winsorization will decrease any metric value above this quantile to this quantile's value. NOTE: this quantile will be inverted before any operations, e.g., a value of 0.2 will decrease values above the 80th percentile to the value of the 80th percentile. lower_boundary: If this value is lesser than the metric value corresponding to ``lower_quantile_margin``, set metric values below ``lower_boundary`` to ``lower_boundary`` and leave larger values unaffected. upper_boundary: If this value is greater than the metric value corresponding to ``upper_quantile_margin``, set metric values above ``upper_boundary`` to ``upper_boundary`` and leave smaller values unaffected. """ lower_quantile_margin: float = 0.0 upper_quantile_margin: float = 0.0 lower_boundary: Optional[float] = None upper_boundary: Optional[float] = None