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Sagemaker XGBoost Forecast Horizon Perameter

0

Which XGBoost hypertuning perameter is used to set the forecast horizon?

I do not see a parameter listed here: https://docs.aws.amazon.com/sagemaker/latest/dg/xgboost_hyperparameters.html

Topics
Machine Learning & AI
Tags
Build & Train ML ModelsAmazon SageMakerAmazon SageMaker Model TrainingAmazon SageMaker Model Building
Language
English
AWS-User-7956735
asked 2 years ago265 views
1 Answer
0

That's because you can XGBoost only for regression, classification (binary and multiclass), and ranking problems, but not for forecasts. See more info here: https://docs.aws.amazon.com/sagemaker/latest/dg/xgboost.html

For forecasting you could use, for example, DeepAR: https://docs.aws.amazon.com/sagemaker/latest/dg/deepar.html

AWS
Heiko
answered 2 years ago

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