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delete 1 hour data in training dataset can lead to much better results #143

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xinyaofan opened this issue Jul 17, 2023 · 1 comment
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@xinyaofan
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xinyaofan commented Jul 17, 2023

Dear Author,
Hope you are doing well! Recently, I am testing with the TimeGrad code. I find a really interesting thing:
If truncate 1 hour data in the training dataset and keep the test dataset unchanged. The test results can be much better.
Results for the electricity dataset are as follows: all the settings epoch=30, learning rate=1e-03 diffusion steps=100, batch_size=32

  1. for the whole train dataset that is input size 370*5833; the crps_sum over 10 runs are 0.0205±0.0033
  2. for the train dataset truncate the first 1 h data, that is input size is 370*5832; the crps_sum over 10 runs is 0.0139±0.0015.

I am really confused with the results, as it is not expected that the truncation of 1 hour data could lead to such a big difference on the same test dataset. I was wondering if you could give some insights on why such results happens.
Thanks so much for your help!

Best,

@nonconvexopt
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Did you used ver-0.7.0 which utilize diffusers library? I am having troubles to make similar performance in timegrad at electricity dataset.

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