Hyperparamter Turning #1244
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I just found out about NeuralProphet few days back and decided to give this model a try. However, I am not sure how to tune the hyperparameters, whether to use GridSearchCV or not. May i know what is the preferred way to tune? |
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Replies: 1 comment 3 replies
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I'm using optuna for hyperparameter tuning. It is much better than GridSearchCV. You can try tuning some hyperparameters such as trend_reg, seasonality_reg, seasonality_mode,n_lags,... Read the documentation to find out which hyperparameters relevant to your problem. |
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I tried using GridSearchCV for NeuralProphet but, it wasn't successful because it required XTrain and XTest in fit(). I will have a look at optuna. |
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Optuna works, I have used it for my project as well :) |
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Would it be possible to provide an example? |
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I'm using optuna for hyperparameter tuning. It is much better than GridSearchCV. You can try tuning some hyperparameters such as trend_reg, seasonality_reg, seasonality_mode,n_lags,... Read the documentation to find out which hyperparameters relevant to your problem.