sktime / sktime/pytorch-forecasting
Demand forecasting TFT example - from_dataset() choice of data
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Description
I was hoping someone could clear up the use of from_dataset() in the demand forecasting example using TFT.
training = TimeSeriesDataSet(
data[lambda x: x.date < training_cutoff],
time_idx= ...,
target= ...,
# weight="weight",
group_ids=[ ... ],
max_encode_length=max_encode_length,
max_prediction_length=max_prediction_length,
static_categoricals=[ ... ],
static_reals=[ ... ],
time_varying_known_categoricals=[ ... ],
time_varying_known_reals=[ ... ],
time_varying_unknown_categoricals=[ ... ],
time_varying_unknown_reals=[ ... ],
)
validation = TimeSeriesDataSet.from_dataset(training, data, min_prediction_idx=training.index.time.max() + 1, stop_randomization=True)
When creating the validation set using from_dataset() isn't it using the whole dataset that is used to create the training dataset and therefore leaking data into the validation set? Shouldn't the data used by the data after the training_cutoff be like sodata[lambda x: x.date > training_cutoff]?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
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Research direction
Read the demand forecasting TFT example and the TimeSeriesDataSet.from_dataset() entry point first. Check how the training cutoff, full data argument, and min_prediction_idx interact, then determine whether the example leaks validation data and whether the example or its explanation needs correction.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, pytorch
- Domain
- data, machine-learning
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100