Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
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Question about re-fiting with Auto* models for multiple experimental time series #981

Closed Teculos closed 4 months ago

Teculos commented 5 months ago

Preamble I'm trying to fit models for biological systems where we have a large amount of experimental data, ergo I have multiple multivariate trajectories from the same biological system that I'm trying to fit with a single model; To give some intuition, this could be a model for gene expression of a T-cell over time where we measure this across multiple genetically identical T-cells. The solution that I've arrived at is to iteratively train models on individual experimental trajectories but I can't figure out how re-training works for the optimized variant of models.

Question If I were to fit and then re-fit a collection of the Auto* models would this effectively fine-tune the models on incoming data or would it re-start the optimization for each new experiment I try to fit on?

PS If there was a way to include multiple experiments from the same system as separate trajectories when fitting a model this would avoid the issue but I couldn't figure out if that was possible.

Any help would be greatly appreciated <3

elephaint commented 5 months ago

I'm struggling to understand the use-case and question; could you provide a minimal code example explaining what it is you're doing / trying to achieve?

In general if you execute model.fit() where model is an Auto* model the optimization is restarted.

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