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[BUG] Save necessary _y info to remove need for _y #7417

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Reference Issues/PRs

Fixes #7405
Discussion #6914
The bigger issue: #7416

What does this implement/fix? Explain your changes.

It's not necessary to save all of _y and _X, but if memory conscious and using set_config(remember_data=False) prediction methods will not work. So saving only the necessary info to allow prediction.

What should a reviewer concentrate their feedback on?

  • Saving the _y and _X info the way I am seems kind of arbitrary. Should everything go in _y_metadata (or the respective attribute for _X (if there is one)?

Did you add any tests for the change?

  • Haven't but open to suggestions

Any other comments?

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I think this should work!

I have added a companion test, which we could merge if this is the only problematic adapter: #7428

I do not approve as this is still a draft, but that is exactly what I had in mind when saying "decoupling", and I think this is also exhaustively addressing the locations in the adapter.

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting bugfix Fixes a known bug or removes unintended behavior labels Nov 23, 2024
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fkiraly commented Nov 23, 2024

@hudsonhoch, the new test in #7428 does not seem to pick up the _StatsModelsAdapter as anticipated.

Would you be able to have a look, and/or provide a test in this PR with your failure?

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bugfix Fixes a known bug or removes unintended behavior module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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[BUG] Unable to use _StatsModelsAdapter.predict if config remember_data=False
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