Closed Inglezos closed 3 years ago
As I noticed just now in the latest kaggle notebook, the plot there is the same now with ours, the seemingly wrong one.
We did not change the codes related to parameter estimation and scripts of the section of the Kaggle Notebook.... Could updating dependencies impact on them...?
This is not a problem in itself, cut-off of long estimation could be implemented.
So what caused the different behavior? The long runtime?
Simply Optuna is strugging to find out the best parameter values. The graph is normal. We need to give Optuna hints to find the best params with new ideas and end interation when RMSLE score does not change for the last iterations.
Summary of question
For SIRF Hyperparameter optimization example, why are the estimated parameters so much different than the expected? Is this bad or this is simply just another set of solutions for the parameters, which lead to the same case results? I get for theta = 0.0195 (expected is 0.002) and for kappa = 0.0032 (expected is 0.005).
What does the trajectory plot exactly mean? I see that there is not a single solution set. For this plot I get:
but you have something totally different in the kaggle notebook results for SIRF example: