Hi everyone,
For the boosted trees (lightgbm, xgboost and catboost) do you use the default hyperparameters or have you found a better set of default hyperparameters for time series? I didn't find anything about this on github.
j
José Morales
04/16/2024, 6:10 PM
Hey. It's always a good idea to tune them, we recently introduced a module for this (guide). Hope it helps