Validation set and early stopping (TimeGrad)

zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend

MIT License

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Open victorsergio opened 1 year ago

victorsergio commented 1 year ago

Hi, I would like to know if the TimeGrad estimator already implement the option of using a validation set?

How can I implement an early stopping mechanism using the TimeGrad estimator?

Thanks in advance.

zhiyuanzhang15 commented 1 year ago

Hello, do you report any errors when you run the example about Timegrad Estimator? I have encountered this problem, do you know how to solve it?

Exception: Reached maximum number of idle transformation calls.