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kdgutier avatar kdgutier commented on July 26, 2024

Hi @camerons1967,

We would recommend you to try this in a Google Colab, it is a lot faster. Here is a link to the ETT's replication.

Eventually hyperopt bayesian optimization can still stuck in bad local optimas, so you need to increase the number of hyperparameter exploration steps.

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omerlux avatar omerlux commented on July 26, 2024

Hi,
I've tried to work with the notebook and the code. The notebook reproduces the results, but the code doesn't.
What is the reason for this issue? Is there something missing in the repository?

Thanks!

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kdgutier avatar kdgutier commented on July 26, 2024

Hi @omerlux,

We conducted all of our experiments in GPUs (a lot faster). An explanation is that initialization of the network's parameters and rounding differ between GPUs and CPUs.

Nevertheless N-HiTS should be able to achieve similar results on the CPU if you let the hyperparameter optimization algorithm run for longer to escape bad local optimas.

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