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#neural-forecast
Title
# neural-forecast
a

Afiq Johari

09/13/2023, 8:13 AM
How can I update the
storage_path
for the
AutoNHITS
or
HyperOptSearch
? I'm trying to get the
ray
or
tune
working with
neuralforecast
and I keep getting this error below.
Copy code
(_train_tune pid=21000) 2023-09-13 08:02:48,610 ERROR syncer.py:466 -- Caught sync error: Sync process failed: GetFileInfo() yielded path 'C:/Users/bubu/ray_results/_train_tune_2023-09-13_08-02-34/_train_tune_7a885f1f_1_h=12,input_size=24,learning_rate=0.0032,loss=ref_ph_de895953,max_steps=10,n_freq_downsample=24_12_1,n_pool__2023-09-13_08-02-39/error.pkl', which is outside base dir 'C:\Users\bubu\ray_results\_train_tune_2023-09-13_08-02-34\_train_tune_7a885f1f_1_h=12,input_size=24,learning_rate=0.0032,loss=ref_ph_de895953,max_steps=10,n_freq_downsample=24_12_1,n_pool__2023-09-13_08-02-39\'. Retrying after sleeping for 1.0 seconds...
(_train_tune pid=21000) 2023-09-13 08:02:49,617 ERROR syncer.py:466 -- Caught sync error: Sync process failed: GetFileInfo() yielded path 'C:/Users/bubu/ray_results/_train_tune_2023-09-13_08-02-34/_train_tune_7a885f1f_1_h=12,input_size=24,learning_rate=0.0032,loss=ref_ph_de895953,max_steps=10,n_freq_downsample=24_12_1,n_pool__2023-09-13_08-02-39/error.pkl', which is outside base dir 'C:\Users\bubu\ray_results\_train_tune_2023-09-13_08-02-34\_train_tune_7a885f1f_1_h=12,input_size=24,learning_rate=0.0032,loss=ref_ph_de895953,max_steps=10,n_freq_downsample=24_12_1,n_pool__2023-09-13_08-02-39\'. Retrying after sleeping for 1.0 seconds...
It seems this is a known bug and a suggested workaround is to predefine the storage path as below https://github.com/ray-project/ray/issues/36448#issuecomment-1673274452
Copy code
from ray import air, tune

tuner = tune.Tuner(
    train_fn,
    run_config=air.RunConfig(storage_path="./")
)
tuner.fit()
However, I'm not sure where to define
run_config=air.RunConfig(storage_path="./")
with
AutoNHITS
Really appreciate any tips on this issue, thanks!
c

Cristian (Nixtla)

09/13/2023, 3:10 PM
Hello @Afiq Johari! You can find the tune.Tuner method in the neuralforecast/common/_base_auto.py file, in line 180.
There is no way currently to change the RunConfig when instantiating the auto model. You will need to clone the repo and change it directly. Can you let us know if it works? If so, we will add a parameter to change the
storage_path
from the auto model.
j

José Morales

09/13/2023, 3:40 PM
I think this PR is trying to address that: https://github.com/Nixtla/neuralforecast/pull/735
a

Afiq Johari

09/13/2023, 10:47 PM
@Cristian (Nixtla) thanks for this tips, I'll check this out
@José Morales @Cristian (Nixtla) can confirm that the addition of line doesn't help. This path sync issue was also discussed here https://github.com/ray-project/ray/issues/36448
c

Cristian (Nixtla)

09/14/2023, 4:30 PM
while Ray fixes the issue I recommend you to try the NHITS directly. We know that Tune has a lot of issues, we are considering implementing alternatives when Tune is not an option.
a

Afiq Johari

09/15/2023, 1:49 AM
@Cristian (Nixtla) yup, we are currently using NHITS, quite successfully, but just that it feels we're missing out for not leveraging the AutoNHITS given the automation
@Cristian (Nixtla) if you have some recommendations on which other libraries for
hyperparameter tuning
that works well with
neuralforecast
, please let me know. At the moment, I'm thinking of going with
optuna
https://forecastegy.com/posts/multiple-time-series-forecasting-nbeats-python/
c

Cristian (Nixtla)

09/15/2023, 5:19 PM
This certainly looks promising! Let us know how it works.
@Sapna Mishra
a

Afiq Johari

09/19/2023, 9:24 AM
@Cristian (Nixtla) I tested
optuna
with
NHITS
, and able to run the hyperparameter tuning, and more importantly I can make use of the GPU on my windows server
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