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support refit in cross_validation #842

Merged
merged 10 commits into from
Dec 28, 2023
Merged

support refit in cross_validation #842

merged 10 commits into from
Dec 28, 2023

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jmoralez
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@jmoralez jmoralez commented Dec 14, 2023

Adds the refit argument to NeuralForecast.cross_validation which can be a boolean or an integer and works in the following way:

  • If False, the models are only trained at the start.
  • If True, the models are trained on every window.
  • If an integer, the models are trained every refit windows.

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@jmoralez jmoralez changed the title retrain cv support refit in cross_validation Dec 14, 2023
@jmoralez jmoralez marked this pull request as ready for review December 14, 2023 18:51
@jmoralez jmoralez requested a review from cchallu December 14, 2023 18:51
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@jmoralez jmoralez requested a review from cchallu December 20, 2023 19:25
@cchallu cchallu merged commit 3113a20 into main Dec 28, 2023
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@cchallu cchallu deleted the retrain-cv branch December 28, 2023 16:28
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