I am training a LSTM model with cross validation. ...
# neural-forecast
u
I am training a LSTM model with cross validation. I want non-overlapping forecasts but I get the error "Recurrent models do not support step_size > 1". How can I overcome this? Also, has the 'refit' parameter from the cross-validation been removed?
m
Hello! By default, LSTM is a recurrent model, meaning it predicts one step at a time until the horizon is complete. So, in your case, you probably have to use a non-recurrent model, something like N-HiTS or PatchTST, which are models that output the sequence in one shot. And the
refit
parameter is still in the cross-validation function. I hope this helps!
u
For the refit parameter, I get the following error:
Copy code
TypeError: TimeSeriesDataModule.__init__() got an unexpected keyword argument 'refit'
And, I assume that once I put 'refit=1' in cross validation, a recurrent model with step size > 1 shouldn't be a problem cause refit=1 implies the model will be retrained for every predicting every window?
@Marco Please reply
m
Can you make sure that your are using v.1.7.1?
u
Okay yes I was infact not using the latest version. I updated it to v.1.7.1 and everything works perfectly! Thank you so much!!
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