feat(tuning): Bayesian hyperparameter tuning via Optuna integration#851

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egordm wants to merge 63 commits intorelease/v4.0.0from

refactor/tuning-module-split

Commits on Mar 26, 2026

chore(uv): add optuna to toml
fleur-petit
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feat(tuning): hyperparameter tuning with Optuna
fleur-petit
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chore: add backwards compatibility new SampleWeighter method (#810)

lschilders
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fleur-petit
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feature(STEF-2717): save last valid rolling aggregate during training (#811)

lschilders
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fleur-petit
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fix: add getter method for _is_fitted in RollingAggregatesAdder (#812)

lschilders
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fleur-petit
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Implement-median-model-v4 (#793)

JanMaartenvanDoorn
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fleur-petit
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fix(STEF-2802): skip RollingAggregatesAdder when no aggregation functions (#813)

egordm
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fleur-petit
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fix(STEF-2802): anchor mlflow gitignore patterns to repo root (#814)

egordm
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fleur-petit
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feature: Added (openstef-meta) meta models package (#771)

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fleur-petit
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Add openstef-meta to cmds (#819)

MvLieshout
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fleur-petit
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feat(STEF-2702): openstef-meta cleanup & release pipeline fixes (#822)

egordm
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fleur-petit
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fix(STEF-2702): normalize MLflow tracking URI for Windows compatibility (#826)

egordm
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fleur-petit
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fix: apply flatliner value to all quantiles (#828)

lschilders
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fleur-petit
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chore: OpenSTEF-meta Workflow Improvements (#829)

MvLieshout
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fleur-petit
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fix: Ensemble Forecasting Model postprocessing fit and transform (#830)

MvLieshout
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fleur-petit
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feature: add apply() and timezone-awareness to AvailableAt (#831)

lschilders
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fleur-petit
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fix: timezone handling for offset in AvailableAt apply() (matching apply_index()) (#832)

lschilders
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fleur-petit
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fix: Fix length mismatch bug, add test (#834)

MvLieshout
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fleur-petit
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feature: add metrics and providers MAE, Completeness and extend rMAE (#833)

lschilders
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fleur-petit
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chore: GHA workflow security updates (#836)

MvLieshout
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fleur-petit
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fix(STEF-2854): handle backtest robustness issues (#837)

egordm
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fleur-petit
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add shifter transform and tests (#839)

MentReeze
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fleur-petit
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refactor(tuning): adjust tuning such that it can be used with ensemble workflow.
fleur-petit
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refactor(tuning): renaming and tests
fleur-petit
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refactor: remove unused HyperParams import from gblinear/xgboost forecasters
fleur-petit
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Add openstef-meta to cmds (#819)

MvLieshout
authored and
fleur-petit
committed
feat(STEF-2702): openstef-meta cleanup & release pipeline fixes (#822)

egordm
authored and
fleur-petit
committed
chore: OpenSTEF-meta Workflow Improvements (#829)

MvLieshout
authored and
fleur-petit
committed
fix: Ensemble Forecasting Model postprocessing fit and transform (#830)

MvLieshout
authored and
fleur-petit
committed
Merge release/v4.0.0 into feature/684-openstef-40-support-hyperparameter-tuning
fleur-petit
committed

Commits on Mar 27, 2026