Slackbot
10/03/2023, 3:38 PMCristian (Nixtla)
10/03/2023, 3:44 PMcross_validation
is faster because it is not doing daily re-training. In the case of the auto model, it first do hyperparmater selection to select the best configuration. Then it uses the best model to forecast all the 3000 days. You can see it as an efficient batched for loop to make multiple predictions on your test setCristian (Nixtla)
10/03/2023, 3:45 PMwindwine
10/03/2023, 4:20 PM