Hi,
Is there any documentation or rule of thumb for setting deep learning model hyperparameters based on data frequency? I can't use hyperparameter optimization, so I am looking for some possibly "good" hyperparameter values. I am mainly looking for LSTM, TCN, NBEATS, and NHITS, but it would be nice to have some general references if they exist.
Thanks in advance for your time.
m
Marco
12/17/2024, 1:49 PM
The default parameters of all models in neuralforecast are usually good starting points and work well in most cases.
You could experiment with different
input_size
. Depending on your horizon, try feeding 2x, 3x or 4x the horizon, and see how it impacts the performance.
m
Marco Zanotti
12/17/2024, 2:45 PM
Ok thanks I'll try the input size on a subset of the data to see the performance