Is there a way to limit running the validation set...
# neural-forecast
i
Is there a way to limit running the validation set? I want to make sure my script works and I can limit training with
steps
but I don't see a way to do the same with the validation set.
m
Hello! I'm not sure I entirely understand the question. Still, in case it can help, you can define the size of your validation and test set, instead of using
n_windows
. Not sure if this is what you are looking for, so let me know if it helps!
i
Hey hey - let me try and be more clear. I'd like to do a test run of my script. As it stands, by using
steps
I can limit training to a smaller subset of my training data. Is there way to do some the same for validation? As in, not run through the entire validation set so I can speedily test my script?
m
Oh I see. I never tried it, but could try setting
val_size
to 0?
i
I'll try that. Thank you
That doesn't seem to work. It just becomes the batch_size I think
c
Hi @Isaac. I dont fully understand what you are trying to control here. What method are you using?
fit
or
cross_validation
? In both cases, you only pass one dataframe with continous time series, and you define the length of the validation set with
val_size
, as Marco said. We currently do not support splitting in the
unique_id
dimension.
another option is to increase
val_check_steps
, so that validation is performed less frequently.
i
My bad, let me try and explain better. I have a dataset with a few million unique ID's. My script is dying right now at
predict
so I'm trying to quickly run through
fit
to get straight to
predict
. Since I use a batch size of 128, I can set
steps
to 2 and only "fit" on the first 256 unique ids. However, the validation part of
fit
runs through the entire set of unique ID's every time. I'd like to bypass it, finish the fitting and go straight into predicting. Is there a way to do that? Does that make sense?
c
what model are you using?
val_size=0
plus
num_sanity_val_steps=0
should work
also set
val_check_steps
larger than the number of steps
i
I'm testing a few models, AutoLSTM, AutoNHITS, AutoTFT