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Running tffm on a single core about tffm HOT 1 OPEN

geffy avatar geffy commented on July 22, 2024
Running tffm on a single core

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martincousi avatar martincousi commented on July 22, 2024

Ok it appears that passing this session_config parameter does not do anything, at least, on my machine. So, it is not needed

I was able to use Parallel in the end by:

  • passing a numpy.float32 value for init_std (otherwise I sometime got an error)
  • standardizing the values in X to $|x_{ij}| <= 1$ (otherwise I got an error when using a high order)

It appears that passing a numpy.float32 value is not necessary the parameter reg.

Now, I know that my question is highly problem dependent but what are good range of values when doing a randomized search over the different parameters? My problem contains about 400 observations and I see that there are several parameters that could be tuned such as order, rank, optimizer (and its parameters), reg, etc. It even appears that batch_size and n_epochs are somewhat linked.

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