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Improvement/Adds temporal_hidden_size_past and temporal_hidden_size_future hyperparams to TiDEModel

Open eschibli opened this issue 1 year ago • 1 comments

Checklist before merging this PR:

  • [x] Mentioned all issues that this PR fixes or addresses.
  • [x] Summarized the updates of this PR under Summary.
  • [x] Added an entry under Unreleased in the Changelog.

Implements #2408

Summary

Adds hyperparameters controlling hidden layer size for the past covariate and future covariate feature encoders in TiDEModel. Previously these were controlled by hidden_size.

Other Information

Defaults were set to 64. In the original google-research implementation the default temporal_hidden_size_past was set to 64, and there was no future covariate encoder.

Alternatively, to preserve default behavior, defaults could be set to 128.

Other comments:

Oops I see my rebase failed horribly - should I drop this PR and do it over from a fresh branch?

eschibli avatar Jun 17 '24 20:06 eschibli

Codecov Report

Attention: Patch coverage is 50.00000% with 5 lines in your changes missing coverage. Please review.

Project coverage is 93.77%. Comparing base (2f71ce8) to head (b068996).

Files Patch % Lines
darts/models/forecasting/tide_model.py 50.00% 5 Missing :warning:
Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2416      +/-   ##
==========================================
- Coverage   93.81%   93.77%   -0.05%     
==========================================
  Files         139      139              
  Lines       14694    14690       -4     
==========================================
- Hits        13785    13775      -10     
- Misses        909      915       +6     

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codecov[bot] avatar Jun 19 '24 09:06 codecov[bot]