Hello, I have been using HierarchicalForecast Meth...
# general
f
Hello, I have been using HierarchicalForecast Methods on M5 Dataset, but when I try to reconcile store level predictions with following hierarchy it causes Kernel to crash. I have tried to find what might cause the problem but I have not able to spot the problem. Any idea from your side ? • Total • Total/Item • Total/Item/Store
m
@Olivier?
o
Could you share the code that you run? (a piece of code that I can also run, producing the error)
h
Hello, you can find our work in the notebook below. I am getting an prediction for the Item level with MLForecast. I am getting a Naive prediction for the State and Store levels. Then I am trying to apply reconciliation with TopDown at the State and Store levels using the Item level. The kernel is not crashing for now. But the result is not returning. Despite working for 2-3 hours, the result was not returned even for a single fold.
o
Thanks, I'm running the notebook right now
On my machine I can run everything fine, but the reconciliation is insanely slow. I stopped it after 10 minutes. So I used
MiddleOutSparse
instead of
MiddleOut
, which runs orders of magnitude faster and uses less resources. That gives a reconciliaiton without issues in 3 minutes on my machine. I think in this case the issue is that on many time series, MiddleOut is not efficient and consequently can crash on resource-constrained machines (although I didn't observe the crashing behaviour, but I'm not patient enough to wait for that long, haha 😅)
😁 1
Anyways, hope this helps, let me know if the swap makes it work for you. We haven't yet updated the docs for this as Sparse methods have only recently been added (and are stillm being added)
f
We have tried sparse Summing Matrix but that was not helpful in terms of speed and we were unaware of
MiddleOutSparse
. I think it will help us with this much of a speed gain.
👍 1
o
Note that you need to update hierarchicalforecast to the last version
👍 2
h
It worked. Thanks for the support.