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Inference on training data impossible??

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
20/100
Issue type
Bug
Clarity
Needs clarification
Activity status
Stale
Tech stack
azure, machine-learning

Research direction

No file, notebook, test, or entry point is named. Start by reproducing the Azure AutoML forecasting workflow described in the issue and determine whether inference or backtesting on training data is supported; done means documenting the behavior or identifying a concrete notebook or SDK change.

Written by the indexing model from the issue text.

Description

Hi,

I want to detect potential model overfitting for Azure AutoML forecasting. Usually, I would tune a model on train and then evaluate separately on train and out-of-time test set. But it seems like I cannot do backtesting with forecasting models on train?? That doesn't seem right.

Am I missing something here?

Dominant language
Jupyter Notebook
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Forks
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First steps

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  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

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