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solution-accelerator-many-models
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Train-test split in training and inference set in forecasting
#104
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mariamedp
closed
4 years ago
mariamedp
commented
4 years ago
Main changes:
Split original dataset by date (same as AutoML) and change references of second set to inference set (prev. test set)
Train-test split during training. Metrics are computed on test. Extra param "test_proportion" that defaults to 0.3.
After logging the metrics, model is retrained using the whole dataset (training part, always leaving aside inference set) and registered
Forecasting script no longer calculates and logs metrics, it only generates predictions (as in AutoML)
Main changes: