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[timeseries] Use different random seed for each model #4099

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merged 3 commits into from
Apr 15, 2024
Merged

[timeseries] Use different random seed for each model #4099

merged 3 commits into from
Apr 15, 2024

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shchur
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@shchur shchur commented Apr 15, 2024

Description of changes:

  • Increment the random seed used to train each consecutive model by 1. This fixes a weird regression for GluonTS models: when we use the same seed for all GluonTS models, their performance becomes correlated and sometimes leads to an overall performance regression. This likely happens because, when the seed is fixed, the GluonTS dataloaders returns batches in the same order.

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@yinweisu
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canerturkmen
canerturkmen approved these changes Apr 15, 2024
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LGTM! Thanks 🦸

@shchur shchur merged commit 949a781 into autogluon:master Apr 15, 2024
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@shchur shchur deleted the increment-seed branch April 15, 2024 13:31
@shchur shchur mentioned this pull request Apr 15, 2024
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Job PR-4099-52add0e is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-4099/52add0e/index.html

LennartPurucker pushed a commit to LennartPurucker/autogluon that referenced this pull request Jun 1, 2024
@shchur @LennartPurucker
[timeseries] Use different random seed for each model (autogluon#4099)
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@canerturkmen canerturkmen canerturkmen approved these changes

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@shchur @yinweisu @canerturkmen