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step_size in cross-validation #1161

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HAUNGTOFU opened this issue Sep 29, 2024 · 1 comment · Fixed by #1176
Closed

step_size in cross-validation #1161

HAUNGTOFU opened this issue Sep 29, 2024 · 1 comment · Fixed by #1176

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@HAUNGTOFU
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In this step(predicton = nf.cross_validation(df_end, val_size=val_size, test_size=test_size, n_windows=None,step_size=4)), I set step_size = 4, so is the step_size in the training process also 4?

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@elephaint
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elephaint commented Sep 30, 2024

No, here step_size refers to the step size between each cross-validation window.

The step size between each window of temporal data used in the training process should be given to the initialization of the model.

Does that answer your question?

@marcopeix marcopeix changed the title [<Library component: Models|Core|etc...>] step_size in cross-validation Oct 15, 2024
@marcopeix marcopeix linked a pull request Oct 15, 2024 that will close this issue
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