providing CustomIterator to cv_iter in tabular_automl.fit_predict fails about lightautoml

[alexmryzhkov]

Hi @mjvakili,

thanks for your feedback.

The iterators we use for crossvalidation differs from the sklearn varaints. To build your own custom one please take a look for FoldsIterator and TimeSeriesIterator in the lightautoml.validation.np_iterators

Alex

[mjvakili]

Hi @alexmryzhkov, Thanks. I had a look at TimeSeriesIterator in the lightautoml.validation.np_iterators and it seems to be the cv_iterator I was looking for. However, when I use TimeSeriesIterator and look at OOF predictions, the last entries of OOF predictions seem to be NaN. I would have expected the first entries (the first fold) to be NaN for OOF predictions.

[alexmryzhkov]

Hi @mjvakili,

You are right - the first one should be nans. But the predictions could be also nans if there is too little timeout to finish the predictions. Could you please share the training log for your case?

Alex

[github-actions]

Stale issue message