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amazon-science / chronos-forecasting

Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting
https://arxiv.org/abs/2403.07815
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Can performance on a small dataset become worse after fine-tuning? #79

Closed TPF2017 closed 2 weeks ago

TPF2017 commented 1 month ago

After fine-tuning on a small data set, the performance on this data set is worse. Is this normal? What are the possible reasons?

abdulfatir commented 1 month ago

Hi @TPF2017!

Fine-tuning performance depends on a variety of factors, including hyperparameters such as the learning rate and training steps. If your dataset is small, it is possible that a specific selection of these hyperparameters (e.g., high learning rate or large number of step) worsens the performance. There are other potential causes such as distribution shifts in the time series.