Add DLinear-t results - #212
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cuthalionn merged 1 commit intoSep 18, 2026
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DLinear conditional-mean backbone + trailing-variance MLP with a fixed-tail (nu = 5.001) Student-t one-step output, trained from scratch per configuration on the validation split (train + one horizon), univariate, 100 samples, evaluated with gluonts evaluate_model under the leaderboard settings. CRPS/SeasonalNaive 0.632, MASE/SeasonalNaive 0.869 (geometric means, 97 configs).
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Hi @sereiwathnaa , thanks for the submission. I was reproduced the results, the model results are in the leaderboard now. |
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Model. DLinear-t is a direct distributional forecaster trained from scratch per configuration: a DLinear conditional-mean backbone (per-window instance normalisation) and a trailing-variance MLP feed a one-step Student-t output whose tail is fixed at ν = 5.001. One forward pass yields all horizon-wise parameters; forecast samples are independent draws (no diffusion, no autoregression).
Protocol. One model per configuration, trained on the benchmark's validation split (train + one validation horizon, as the deep-learning baselines), univariate (
to_univariate=Truefor multivariate datasets), 100 samples per forecast, evaluated with gluontsevaluate_model(axis=None,mask_invalid_label=True,allow_nan_forecast=False, benchmark seasonality). The last H observations of every training series are held out for early stopping. No test data is used for training or model selection. Seed 1; 3000 / 5000 / 6000 Adam steps for short / medium / long terms with warm-up + cosine decay, patience 8 on the held-out NLL.Results (97 configurations). CRPS/Seasonal-Naive 0.632, MASE/Seasonal-Naive 0.869 (geometric means).
Files.
results/DLinear-t/all_results.csv,results/DLinear-t/config.json, and the replication notebooknotebooks/dlinear_t.ipynb(self-contained: gift-eval + gluonts + torch; ~45 GPU-minutes for all 97 configurations).