Mini batch size for SeriesNetwork
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Maxim Abdullayev on 2 Aug 2019
Answered: Maria Duarte Rosa on 6 Aug 2019
I have got some issue, it seems that miniBatchSize does not divide my training data into batches, whole matrix of 2e6x15 goes though training per one iteration. I can see in options function that miniBatchSize gets a value, tried everything from 2 to 1M. Thank you for your answers :)
Maria Duarte Rosa on 6 Aug 2019
Thanks for providing more details.
If your data is in a D x S matrix format (D being 2e6 and S being 15) MATLAB assumes that this is a single observation problem with 15 time-series each being 2e6 points long. For each epoch, we have only 1 iteration and so the mini-batch size option is ignored because it doesn't apply to just 1 observation.
If you'd like to break the time-series into smaller chuncks of data that are treated as different observations, you can do that using the sequenceLength parameter in trainingOptions, by providing a positive integer with the desired sequence length:
Depending on how many smaller sequences this generates then the mini-batch size parameter can be used to control de size of the mini-batches as you would expect.
If you'd like to input more than one observation (each observation being D x S, i.e. D data points and S time-series) then it's better to use N x 1 cell arrays (each cell containing a D x S matrix), where N is the number of observations. Please see here for more information:
I hope this helps.
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