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Chronos: support validation_data and validation loop in forecasters' fit

Open TheaperDeng opened this issue 2 years ago • 0 comments

time series data might not be that large and overfitting has become a problem for many users. We should bring a validation loop to forecaster's fit and make sure the best ckpt with lowest validation loss is used after the fit.

  • [x] behavior definition
  • [ ] local forecaster implementation 1 (tcn, s2s, lstm, nbeats)
  • [ ] local forecaster implementation 2 (autoformer, mtnet, tf2 forecasters)
  • [ ] distributed forecaster implementation (tcn, s2s, lstm, nbeats)

TheaperDeng avatar Jun 28 '22 01:06 TheaperDeng