Closed kdgutier closed 1 year ago
@kdgutier and @cchallu FYI this same error occurs for the "regular" (non-Auto) NBEATS model.
Hey @brdeleeuw,
Thanks for reporting the bug.
We added a raise.Exception
protection for the corner cases of h=1
with seasonality harmonics and polynomial trends.
In the AutoNBEATS
current version, we use a generic config search space that may break on h=1
.
To solve this problem, you would need to overwrite the config's stack_types parameter:
default_config = {
"input_size_multiplier": [1, 2, 3, 4, 5],
"h": None,
"stack_types" : tune.choice(['identity', 'identity', 'identity']),
"learning_rate": tune.loguniform(1e-4, 1e-1),
"scaler_type": tune.choice([None, "robust", "standard"]),
"max_steps": tune.choice([500, 1000]),
"batch_size": tune.choice([32, 64, 128, 256]),
"windows_batch_size": tune.choice([128, 256, 512, 1024]),
"loss": None,
"random_seed": tune.randint(1, 20),
}
By the definition of the basis projections, when the h=1 the basis are not correctly defined. It is convenient to raise an exception on the interpretable NBEATSx model in the presence of h=1.
The error output of such a model is the following: