Seeking clarification on setting custom holiday prior scale about prophet

[imad24]

holidays_prior_scale is a hyperparameter of the model that you set when you instantiate the Prophet model:

m = Prophet(holidays=holidays, holidays_prior_scale=0.05).fit(df)

More info here in the docs.

You don't need to set it in the dataframe. However, it will apply to all the "holidays regressors". To my knowledge, you cannot set it by type of holidays.

[aidanhor-n]

holidays_prior_scale is a hyperparameter of the model that you set when you instantiate the Prophet model:

m = Prophet(holidays=holidays, holidays_prior_scale=0.05).fit(df)

More info here in the docs.

You don't need to set it in the dataframe. However, it will apply to all the "holidays regressors". To my knowledge, you cannot set it by type of holidays.

The docs do say "You can also include a column prior_scale to set the prior scale separately for each holiday, as described below" and "Prior scales can be set separately for individual holidays by including a column prior_scale in the holidays dataframe". There just doesn't seem to be any actual examples of this that I could find in the docs.