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Number of stacks confusion about nbeatsx HOT 4 CLOSED

cchallu avatar cchallu commented on September 4, 2024
Number of stacks confusion

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Comments (4)

kdgutier avatar kdgutier commented on September 4, 2024

Hi @MBelniak,

The selection of the depth of the network needs to accommodate the availability of the data.
In our empirical findings, smaller networks tend to have a better performance on smaller datasets.

In case that you are interested in seeing the effect of the the depth in the network, in the hyperparameter search can be easily controlled by switching these lines:
https://github.com/cchallu/nbeatsx/blob/main/src/hyperopt_nbeatsx.py#L60-L61

Greetings

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MBelniak avatar MBelniak commented on September 4, 2024

BTW I've just realized that for NBeats-G it's the same whether we use 30 stacks with 1 block each or 1 stack with 30 blocks. The architecture stays the same :) So the only valid question is about your architecture and the configuration of stacks.

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kdgutier avatar kdgutier commented on September 4, 2024

A good library to observe your model configuration is this:
https://github.com/sksq96/pytorch-summary

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MBelniak avatar MBelniak commented on September 4, 2024

Hi @kdgutier.

So i guess I just need to play around with the number of stacks, their order etc., like in the grid-search. Thanks.

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