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articles/machine-learning/concept-automl-forecasting-sweeping.md

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@@ -39,6 +39,8 @@ For a description of the different model types, see the [Forecasting models in A
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The amount of sweeping by AutoML depends on the forecasting job configuration. You can specify the stopping criteria as a time limit or a limit on the number of trials, or the equivalent number of models. Early termination logic can be used in both cases to stop sweeping if the primary metric isn't improving.
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<a name="model-selection"></a>
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## Model selection in AutoML
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AutoML follows a three-phase process to search for and select forecasting models:
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In the cross-validation case, AutoML uses the input configuration to create data splits into training and validation folds. Time order must be preserved in these splits. AutoML uses so-called **Rolling Origin Cross Validation**, which divides the series into training and validation data by using an origin time point. Sliding the origin in time generates the cross-validation folds. Each validation fold contains the next horizon of observations immediately following the position of the origin for the given fold. This strategy preserves the time-series data integrity and mitigates the risk of information leakage.
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:::image type="content" source="media/how-to-auto-train-forecast/rolling-origin-cross-validation.png" border=false" alt-text="Diagram showing cross validation folds separating the training and validation sets based on the cross validation step size.":::
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:::image type="content" source="media/how-to-auto-train-forecast/rolling-origin-cross-validation.png" border="false" alt-text="Diagram showing cross validation folds separating the training and validation sets based on the cross validation step size.":::
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AutoML follows the usual cross-validation procedure, training a separate model on each fold and averaging validation metrics from all folds.
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