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
[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: float | None = None
upper_boundary: float | None = None