Thank you for the response! I am using nbeats_config = {
“input_size”: tune.choice([2*seasonality]),
“learning_rate”: tune.loguniform(1e-4, 1e-1),
“scaler_type”: tune.choice([None, “robust”, “standard”]),
“max_steps”: tune.choice([500, 1000]),
“batch_size”: tune.choice([32, 64, 128, 256]),
“windows_batch_size”: tune.choice([128, 256, 512, 1024]),
“random_seed”: tune.randint(1, 20),
“val_check_steps”: tune.choice([1]),
“early_stop_patience_steps”: tune.choice([10]),
“max_epochs”: tune.choice([100])
}
models=[
AutoNBEATS(h=horizon, config = nbeats_config, loss = MAE(), refit_with_val=True, num_samples=10)
]
and the Wiki2 dataset from the hierarchicalforecast package.