Get HPO result API update requires `myst-alpha` upgrade

Myst Platform Release (2022-09-29)

Hello Myst Platform users,

🚨 We updated the Get HPO result API with an optional include_backtest_result_urls parameter that you can use to opt into result URL generation. Previously, the Get HPO result API automatically generated these signed URLs. Now, you must upgrade your myst-alpha package and use this new parameter to opt in if you’d like to continue receiving URLs for the backtest results in your HPOs.

Please update your myst-alpha package at your earliest convenience to ensure you have access to this week’s updates (instructions here).

⚡️ Enhancements:

• If you have multiple layers in a time series, the time series will fall through to values in lower priority layers if values in a layer are null or masked nulls. Previously, time series would only fall through to lower layers if a layer contained masked nulls. We made this change to ensure your DAGs fall back to the backup time series you built into your graphs to increase their reliability.

🚧

An exception: Time series do not fall through on inserted nulls

If you insert data into a time series that contains nulls, those nulls will persist – and the time series will not fall back to other layers of data. We created this exception to make it easy to nullify data that you want your model to ignore when fitting and predicting (e.g., Uri, the winter storm in Texas in 2021).

📘

What are masked nulls?

The platform automatically “masks” null values from third party data sources when those values are unavailable but we expect them to be available in the future. That masking indicates to the platform that it should try to fetch those time series again.

• As we mentioned above, we updated the Get HPO result API with an include_backtest_result_urls parameter that allows you to opt into or out of backtest result URL generation. Previously, the Get HPO result API automatically generated these signed URLs. Now, you must use this new parameter to opt in if you’d like to continue receiving URLs for the backtest results in your HPOs. This change speeds up HPO result loading in the Web Application, for example from 10 seconds to two seconds for HPOs with a large number of trials and folds.
• You can now run 150 trials per HPO – up from a previous limit of 50 trials per HPO.

As always, please do not hesitate to reach out via the chat embedded in the Myst Platform or email us at [email protected] with questions or feedback.

Thank you!
Ellery and the Myst team