Skip to content

Fix #130: Fallback to full range if IQR is zero in RobustScaler - #131

Open
KelianM wants to merge 1 commit into
time-series-foundation-models:mainfrom
KelianM:fix/robust-scaler-iqr-zero
Open

Fix #130: Fallback to full range if IQR is zero in RobustScaler#131
KelianM wants to merge 1 commit into
time-series-foundation-models:mainfrom
KelianM:fix/robust-scaler-iqr-zero

Conversation

@KelianM

@KelianM KelianM commented Mar 14, 2025

Copy link
Copy Markdown
Contributor

This fix ensures RobustScaler does not default to an excessively small scale (1e-10) when the interquartile range (IQR) is zero. Instead, it falls back to the full range (max - min) as a more appropriate scaling factor. This prevents extreme values in the scaled output and improves model stability (see examples in issue).

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant