I'm trying to train an AutoNHITS and AutoRNN. But I got this error on the .fit:
def config_nhits(trial):
return {
"max_steps": 50, #1000 # Number of SGD steps
"input_size": 26, # Size of input window (lags)
"learning_rate": trial.suggest_loguniform("learning_rate", 1e-3, 1e-1), # Initial Learning rate
#"n_pool_kernel_size": trial.suggest_categorical("n_pool_kernel_size", [[2, 2, 2], [16, 8, 1]]), # MaxPool's Kernelsize
#"n_freq_downsample": trial.suggest_categorical("n_freq_downsample", [[168, 24, 1], [24, 12, 1], [1, 1, 1]]), # Interpolation expressivity ratios
"val_check_steps": 52, # Compute validation every 50 steps
#"random_seed": 5,
"scaler_type": trial.suggest_categorical("scaler_type", ['standard', 'robust']),
'stat_exog_list': static_list, # Static exogenous variables
'futr_exog_list' : future_list, # Future exogenous variables
'activation' : trial.suggest_categorical("activation", ['ReLU', 'LeakyReLU'])
#"random_seed": tune.randint(1, 10),
#"reconciliation": tune.choice(['BottomUp', 'MinTraceOLS', 'MinTraceWLS'])
}
def config_rnn(trial):
return {
"max_steps": 50, #1000 # Number of SGD steps
"input_size": 26, # Size of input window (lags)
"learning_rate": trial.suggest_loguniform("learning_rate", 1e-3, 1e-1), # Initial Learning rate
#"n_pool_kernel_size": trial.suggest_categorical("n_pool_kernel_size", [[2, 2, 2], [16, 8, 1]]), # MaxPool's Kernelsize
#"n_freq_downsample": trial.suggest_categorical("n_freq_downsample", [[168, 24, 1], [24, 12, 1], [1, 1, 1]]), # Interpolation expressivity ratios
"val_check_steps": 52, # Compute validation every 50 steps
#"random_seed": 5,
"scaler_type": trial.suggest_categorical("scaler_type", ['standard', 'robust']),
'stat_exog_list': static_list, # Static exogenous variables
'futr_exog_list' : future_list, # Future exogenous variables
#'encoder_activation' : trial.suggest_categorical("encoder_activation", ['relu', 'tanh'])
#"random_seed": tune.randint(1, 10),
#"reconciliation": tune.choice(['BottomUp', 'MinTraceOLS', 'MinTraceWLS'])
}
models = [AutoNHITS(h=horizon,
config=config_nhits,
search_alg=optuna.samplers.TPESampler(),
backend='optuna',
num_samples = 5),
AutoRNN(h=horizon,
config=config_rnn,
search_alg=optuna.samplers.TPESampler(),
backend='optuna',
num_samples = 5
)]
nf = NeuralForecast(
models=models,
freq='W-SUN')
nf.fit(df_1, static_df=static_df)