Hi, I ran the below AutoNHITS model using neuralforecast version == 1.5.0: The results look fine.

from ray.tune.search.basic_variant import BasicVariantGenerator
models = [AutoNHITS(h=61,
          config=nhits_config,
          loss=MAPE(),
          search_alg=BasicVariantGenerator(random_state=42),
          num_samples=100)]
nf = NeuralForecast(
  models=models,
  freq='D')
Y_hat_df = nf.cross_validation(df=Y_df, val_size=val_size,
                test_size=test_size, n_windows=None)

When I run the same AutoNHITS model using neuralforecast version 1.6.2 (the latest version), the train loss step, train loss epoch for all configs turn to zero. The predictions are also zero. Did something change in the latest version? I have attached the pics of the same. Thanks.

Hi @Shreya Mathur! I will take a look, we have not encountered this issue before. I strongly suggest to not train the model with the MAPE loss, because it is often very unstable, specially when

y

is close to zero or you are normalizing the data. Can you try with other losses? Like

MAE

,

MSE

, or

HuberLoss

?

Got it, thankyou Cristian for helping with this issue.