Hi everyone, For the boosted trees (lightgbm, xgbo...
# mlforecast
v
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
Hey. It's always a good idea to tune them, we recently introduced a module for this (guide). Hope it helps