Skip to content

feat(forecast): add LightGBM feature-aware forecasting model (MLZOO-B) #242

@w7-mgfcode

Description

@w7-mgfcode

Implements PRP-30 (PRPs/PRP-30-lightgbm-first-advanced-model.md) — the first advanced feature-aware forecasting model.

Adds LightGBMForecaster (wrapping lightgbm.LGBMRegressor) on top of the leakage-safe shared feature-frame contract delivered by PRP-29 (MLZOO-A, #238).

Scope

  • New LightGBMForecaster (requires_features=True), structural twin of RegressionForecaster.
  • model_factory lightgbm branch (behind the existing forecast_enable_lightgbm flag).
  • Scenario model_exogenous re-forecast dispatch generalised to requires_features.
  • JobService._execute_train accepts model_type="lightgbm".
  • lightgbm_version captured in the model bundle + registry runtime_info.
  • LightGBM ships as an optional dependency group (ml-lightgbm); lazy-imported.

Out of scope

  • No second model (XGBoost/Prophet → MLZOO-C).
  • No feature-aware backtesting (deferred to PRP-MLZOO-B.2).
  • No frontend, no explainability change, no migration, no API-contract change.

Follows PRP-29 (MLZOO-A, #238). Roadmap: PRPs/INITIAL/INITIAL-MLZOO-index.md.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions