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[ENH] extend `sktime` `ForecastingOptCV` with broadcasting options and returned parameters #198

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enhancementgood first issue

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on Sep 22, 2025

The sktime ForecastingOptCV provides basic tuning abilities, but is lacking some parameters that sktime native tuners have, e.g., ForecastingGridSearchCV.

These should be added:

tune_by_instance and tune_by_variable parameters
attributes returned such as refit_time_ etc, although it needs to be checked what can be easily added, and what may require the optimizers to return more metadata

fkiraly
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enhancementNew feature or request

good first issueGood for newcomers
on Sep 22, 2025
fkiraly
changed the title ~~[-][ENH] extend `sktime` `ForecastingOptCV` with update and broadcasting options[/-]~~ [+][ENH] extend `sktime` `ForecastingOptCV` with broadcasting options and returned parameters[/+] on Sep 22, 2025
anirudhsengar commented on Nov 15, 2025
anirudhsengar
on Nov 15, 2025
Hi @fkiraly, I would like to be assigned this issue!
fkiraly commented on Nov 16, 2025
fkiraly
on Nov 16, 2025
ContributorAuthor
sure! FYI, once done, the docstring should also be updated in sktime.
anirudhsengar commented on Nov 17, 2025
anirudhsengar
on Nov 17, 2025
Alright sure @fkiraly, I will continue with that once #205 has been merged!
Reacted by Franz Király

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