Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Does TFT model use the ground truth of target during testing? #1767

Open
zzhuqshun opened this issue Feb 11, 2025 · 0 comments
Open

Does TFT model use the ground truth of target during testing? #1767

zzhuqshun opened this issue Feb 11, 2025 · 0 comments

Comments

@zzhuqshun
Copy link

In this neural network structure, I want the model to do the train and validation without using the historical target values and to make the prediction directly through the covariates, so I set these to avoid model using historical target information:

  • time_varying_unknown_reals=[]
  • time_varying_known_reals=[cov1, cov2, cov3]

In the test, the model requires to give the ground truth of the target value, not nan or fixed value, which means the model still refers to the ground truth of the target value to make the prediction. But in the real case, it should be predict the target value by covariates, and it is not possible to know the ground truth of the target in advance.

My questions would be:

  • Does the model use the ground truth of the target during training and testing?
  • Should I redefine the training process? Use scheduled sampling to control the amount of ground truth input to the model during each training session, to keep the training process and the testing process in the exact same situation.
  • In short: how should I make TFT do the autoregressiv training with predicted values?
@zzhuqshun zzhuqshun changed the title Does temporal fusion transformer use the ground truth of target during testing? Does TFT model use the ground truth of target during testing? Feb 11, 2025
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant