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? #120

Open ken-take-it-so-so opened 1 year ago

ken-take-it-so-so commented 1 year 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.