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I have been trying on multiple datasets to get TiDE to handle covariates as stated but I can't seem to enable this. I am using the TiDE code. In particular, I produced a dataset that simply produces the target by adding two covariates x,y and cannot recover the target, this is similar to a realistic dataset where it performs worse with covariates despite the covariates having a strong relationship with the target.
As you can see I added to both the DATA_DICT entry and the shell command, but neither allowed use of the covariate. The error is higher (1.3 MAE) than without covariates (1.0 MAE).
I want to use TiDE with covariates as its performance seems good, however, it seems they are either specified some other way or there is some other issue.
Thanks,
Stephen
The text was updated successfully, but these errors were encountered:
I have been trying on multiple datasets to get TiDE to handle covariates as stated but I can't seem to enable this. I am using the TiDE code. In particular, I produced a dataset that simply produces the target by adding two covariates x,y and cannot recover the target, this is similar to a realistic dataset where it performs worse with covariates despite the covariates having a strong relationship with the target.
Code to reproduce:
In
Train.py DATA_DICT
As you can see I added to both the
DATA_DICT
entry and the shell command, but neither allowed use of the covariate. The error is higher (1.3 MAE) than without covariates (1.0 MAE).I want to use TiDE with covariates as its performance seems good, however, it seems they are either specified some other way or there is some other issue.
Thanks,
Stephen
The text was updated successfully, but these errors were encountered: