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yuqinie98 / PatchTST

An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
Apache License 2.0
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problem about hyperparameter independual #41

Closed ShunShunJun closed 1 year ago

ShunShunJun commented 1 year ago

Dear author, I find that in your code you set the hyperparameter individual as 0 defeaultly,but in the paper it is stated that the channel independence has a boost on the effect. Meanwhile, I try to set the individual to 1, but I find that the effect became worse instead,What is the cause of this?

yuqinie98 commented 1 year ago

Hi, sorry for the confusion. Here the individual mean individual heads (which means we have different heads for different channels, see this paper for explanations: https://github.com/cure-lab/LTSF-Linear). We actually use a shared head, but we treat the data in the channel-independent way.