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**Information Leakage**: Infeasible online learning with horizon > 1 #6

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MogicianXD opened this issue Sep 25, 2023 · 0 comments
Open

**Information Leakage**: Infeasible online learning with horizon > 1 #6

MogicianXD opened this issue Sep 25, 2023 · 0 comments

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@MogicianXD
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MogicianXD commented Sep 25, 2023 •
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As we can know the ground-truth label only after $H$ steps, we CANNOT immediately update the forecast model online when $H>1$.
The current implementation actually uses future information during online learning.

Is it invalid to experiment on large horizons? I'm looking forward to your ideas.
@MogicianXD MogicianXD changed the title Infeasible to keep online updating with horizon > 1 **Information Leakage**: Infeasible online learning with horizon > 1 Sep 25, 2023
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