bdzyubak / torch-control

A top-level repo for evaluating natively available models
MIT License
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Implement time series power consumption regression analysis #19

Closed bdzyubak closed 3 months ago

bdzyubak commented 3 months ago

There is an interesting dataset of hourly power consumption across multiple utilities available on Kaggle. A baseline model fails to fit the extremes of power consumption. Implement and improve the tutorial. Then, in separate issues, improve performance. https://www.kaggle.com/code/robikscube/time-series-forecasting-with-machine-learning-yt/notebook

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bdzyubak commented 3 months ago

Implemented the model, and obtained improved performance using the following hyperparameter settings: learning_rate = 0.001 max_tree_depth = [10] n_estimators=10000 (converges on just over 3000)

Further hyperparameter search, feature engineering and time-series cross validation will be implemented in another issue. So are comparisons to Kaggle benchmarks, if any

xgboost_depth-10_rmse-1658 3_lr-0 001