Hi, Do the Auto Models, perform cross validation b...
# mlforecast
m
Hi, Do the Auto Models, perform cross validation by default ? in my understanding yes, but can you confirm?
j
The fit method performs cross validation to score the trials and then trains the best model on all data
m
Thank you. I understand that the same is not true for Auto models for statsforecast.
j
No, those use goodness of fit metrics like AIC
m
thank you
t
AutoMfles in statsforecast uses cross validation :)
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