Shreya Mathur08/24/2023, 2:16 PM
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.
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)
Cristian (Nixtla)08/24/2023, 2:59 PM
is close to zero or you are normalizing the data. Can you try with other losses? Like
loss. I just fixed it and will be merged to main and released soon
Shreya Mathur08/24/2023, 5:16 PM