Hi, Is there any documentation or rule of thumb fo...
# neural-forecast
m
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
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
Ok thanks I'll try the input size on a subset of the data to see the performance