performHpo

Whether to perform hyperparameter optimization (HPO). HPO finds optimal hyperparameter values for your training data. The process of performing HPO is known as running a hyperparameter tuning job.

The default value is false. In this case, Amazon Forecast uses default hyperparameter values from the chosen algorithm.

To override the default values, set PerformHPO to true and, optionally, supply the HyperParameterTuningJobConfig object. The tuning job specifies a metric to optimize, which hyperparameters participate in tuning, and the valid range for each tunable hyperparameter. In this case, you are required to specify an algorithm and PerformAutoML must be false.

The following algorithms support HPO:

  • DeepAR+

  • CNN-QR