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Internal-Diet-514 t1_j6oujtg wrote

Time series tabular data would have shape 3 (number of series, number of time points, # of features). For gradient boosted tree models isnt the general approach to flatten the space to (number of series, number of time points X # of features). Where as a cnn would be employed to extract time dependent features before flattening the space.

If there’s examples that boosted tree models perform better in this space, and I think you’re right there are, than I think that just goes to show how traditional machine learning isnt dead, but rather if we could find ways to combine it with the thing that makes deep learning work so well (feature extraction) it’d probably do even better.

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