deep-learningneural-networkforecastfacebook-prophet
How to set the optimizer in neural prophet to SDG instead of AdamW?
Why I am I getting this error?
My guess is that I am using parameters that don't work together. This is my code and that's the error I am getting:
The dataframe is 'L12M' and it has only two columns, ds and y. The data resolution 5 mins and it has about 12 months' worth of data:
m = NeuralProphet(n_forecasts=(2*24*12),
n_lags=(2*7*24*12),
yearly_seasonality="auto",
weekly_seasonality="auto",
daily_seasonality="auto",
growth="off", seasonality_reg= 0.5, optimizer = 'SDG',
learning_rate = 0.1, n_changepoints="auto", changepoints_range = "auto" )
m.add_country_holidays("US", mode="additive") # lower_window=-1, upper_window=1
metrics = m.fit(L12M, freq="5min")
Solution
Thanks to @desertnaut. He noticed that there is a typo in the Neural Prophet documentation. So it should be "SGD" not "SDG." Cheers!
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