Could you tell me detailed conditions of early stopping?

zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend

MIT License

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Could you tell me detailed conditions of early stopping? #114

Closed ken-take-it-so-so closed 1 year ago

ken-take-it-so-so commented 2 years ago

To @kashif,
I'm very glad to read "Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting" . I'm sure that this paper reveals the power of diffusion models. However, I tried to decide the number of epochs using early stopping, can't reproduce it. Could you tell me detailed conditions of early stopping and how to make a validation set? I would appreciate your cooperation.