Cross Validated Asked by La_haine on February 25, 2021
The following is a regression problem, where I have a dataset with composed by more than 40k consumption ids with some variables such as DateTime, month, year, temperature, humidity.
I built a Fastai Tabular Data format using Embedding Layers for categorical variables. The historical consumption values (my target) are in the range [0, 1.400.000].
I used the tabular_learner
with two dense layers [1000, 500].
After creating the learner, I had the following result using lr.find()
So I used to fit my model using the learning rate equal to 1e-02.
learn.fit_one_cycle(3, max_lr=slice(1e-02), wd=0.2)
Unfortunately, I reached the following results with a RMSE which is increasing during epoches:
I think I have a multicollinearity problem, that’s why R^2 score is -inf.
Another consideration: why validation and train losses are so high?
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