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Tune temporal batching for model optimization #12

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JordiBolibar opened this issue Jun 24, 2024 · 0 comments
Open

Tune temporal batching for model optimization #12

JordiBolibar opened this issue Jun 24, 2024 · 0 comments
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enhancement New feature or request

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@JordiBolibar
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JordiBolibar commented Jun 24, 2024

This could be a key element in model training, since it acts as a hyperparameter.

Basically, we have two main strategies:

  • Whenever we integrate and hit a seasonal period, we can add a new tree or backpropagate. And whenever we hit an annual period, we do the same. This means, to optimize the model for the smallest temporal period possible.
  • Alternatively, we can do this in conjuction, and only optimize whenever we have integrated both the winter and summer seasonal data + the annual value. We compute a combined loss of these 3 values before optimizing the model. This introduces a new hyperparameter, which we should add the to the grid search.
@JordiBolibar JordiBolibar added the enhancement New feature or request label Jun 25, 2024
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