Shreya Mathur
08/24/2023, 2:16 PMfrom 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.Cristian (Nixtla)
08/24/2023, 2:59 PMy
is close to zero or you are normalizing the data. Can you try with other losses? Like MAE
, MSE
, or HuberLoss
?MAPE
loss. I just fixed it and will be merged to main and released soonMAE
, RMSE
, and HuberLoss
SMAPE
Shreya Mathur
08/24/2023, 5:16 PM