Open pshetty44 opened 1 year ago
Hi @pshetty44, and thanks for writing. Gridsearch actually only supports single time series see also the docs here. I agree that it might be a bit intransparent. We could raise an error in this case. I'll ad it to our backlog.
Gridsearch is only providing very basic hyper-parameter search. For anything sophisticated we recommend relying on other libraries such as Optuna or RayTune. We also provide a user guide for this here
Thanks for the update @dennisbader. Adding an appropriate error message would be helpful. You can close this issue.
Hello, is this issue still being pursued? I would like to contribute.
Describe the bug While calling gridsearch for NeuralNets using multiple timeseries, we get an error:
ValueError: The two TimeSeries sequences must have the same length.
Note that in the example, the 2 timeseries are of the same length.To Reproduce
ValueError: The two TimeSeries sequences must have the same length.
Expected behavior The code should do a gridsearch successfully and be able to give us the best model.
System (please complete the following information):
Additional context Gridsearch works with a single timeseries data.