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gzerveas / mvts_transformer

Multivariate Time Series Transformer, public version
MIT License
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question about masking #46

Open arslan-rashidov opened 1 year ago

arslan-rashidov commented 1 year ago

Hey there! I want to pretrain the model on my custom dataset from scratch. But my model wasn't learning until I have made dynamic masking of series. My question is - should I dynamically mask only train set(mask series in getitem)? And valid set should be static for evaluation of training process, right? Correct me please, if I've mistaken

gzerveas commented 1 year ago

Hi, can you give a few details about what you are trying to achieve? Are you interested in imputation? If so, maybe this post will help you: https://github.com/gzerveas/mvts_transformer/issues/41#issuecomment-1498160684