Dinis Timoteo
05/07/2024, 1:54 PMmodels = [lgb.LGBMRegressor(random_state=0, **params, objective=pseudo_huber_loss, verbose=0)]
but then during .fit i setup max_horizon = 6, which will give me a model for each horizon forecasted:
Since I am able to access the models info, by going into
model.models_
can I also give different params for each separate model during .fit?José Morales
05/07/2024, 4:24 PMpreprocess
method to generate the training set with all the targets, train each model separately and assign it to the models_
attribute (similar to this guide but each key in the dict holds a list of models)Dinis Timoteo
05/07/2024, 4:45 PMJosé Morales
05/07/2024, 5:03 PMstatic_features
in `fit`/`preprocess`