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Hi, Do the Auto Models, perform cross validation b...
# mlforecast
m
Manos Iatrou
09/18/2024, 4:23 PM
Hi, Do the Auto Models, perform cross validation by default ? in my understanding yes, but can you confirm?
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José Morales
09/18/2024, 4:47 PM
The fit method performs cross validation to score the trials and then trains the best model on all data
m
Manos Iatrou
09/18/2024, 5:44 PM
Thank you. I understand that the same is not true for Auto models for statsforecast.
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José Morales
09/18/2024, 5:44 PM
No, those use goodness of fit metrics like AIC
m
Manos Iatrou
09/18/2024, 5:55 PM
thank you
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Tyler Blume
09/18/2024, 7:56 PM
AutoMfles in statsforecast uses cross validation :)
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