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Hey team, how is hyperparameter tuning (e.g., lear...
# mlforecast
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Bersu T
02/14/2025, 3:01 PM
Hey team, how is hyperparameter tuning (e.g., learning rate, max depth, n_estimators) handled in MLForecast? Is there a built-in way to tune these? Also, can we tune the number of lags automatically, or does it need to be manually specified?
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Guillaume GALIE
02/14/2025, 3:08 PM
https://nixtlaverse.nixtla.io/mlforecast/docs/how-to-guides/hyperparameter_optimization.html
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