Transfer Learning for Time Series

Summary:

See the recent Medium article for an overview.

Research Papers/Experiments

Transfer learning for time series classification

Reconstruction and Regression Loss for Time-Series Transfer Learning

How flow forecast helps:

Deleting layers when loading weights

Selective freezing of layers via the configuration file

Variable learning rates for different flow forecast layers

Protocol

1 2 3 4 1. Run initial hyperparameter sweep to get best values for forecast_history, forecast_length, and all other static hyperparameters. 2. Set hyperparameters for transfer learning runs based on this sweep. 3. Pre-train model on large number of counties based on these parameters. Save these weights. 4. Rerun hyperparameter sweep on target county with these saved weights.