facebook / facebook/prophet

fit model stuck in cross_validation

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#2,022 4 comments 1 reaction 0 assignees View on GitHub
bug py
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Description

A bug occurred when I used automatic parameter training,When df is input cross_validation ,the fit process unresponsive

I can only forcibly stop the program, but I didn't find any errors,stuck in “ df_cv”row

Screen Shot 2021-09-08 at 4 11 20 PM

code:

def prophetModelEvaluation(predictStartDate, df, all_params):

rmses = []

for params in all_params:
model = Prophet(**params)
model.add_seasonality(name='weekly', period=7, fourier_order=4, prior_scale=0.1)
model.fit(df)
dateTime_p = datetime.datetime.strptime(predictStartDate, '%Y-%m-%d')
cutoffs = dateTime_p - datetime.timedelta(days=30)
cutoffs = pd.to_datetime([cutoffs])
df_cv = cross_validation(model, cutoffs=cutoffs, horizon='30 days', parallel="processes")
df_p = performance_metrics(df_cv, rolling_window=1)
rmses.append(df_p['rmse'].values[0])
print(rmses)

best_params = all_params[np.argmin(rmses)]
print(best_params)
pass

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