Skip to content

Adding DeepAR
Compare
Choose a tag to compare
@jdb78 jdb78 released this 10 Nov 12:27
v0.6.0
278daa0
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Verified
Learn about vigilant mode.

Added

  • DeepAR by Amazon (#115)
    • First autoregressive model in PyTorch Forecasting
    • Distribution loss: normal, negative binomial and log-normal distributions
    • Currently missing: handling lag variables and tutorial (planned for 0.6.1)
  • Improved documentation on TimeSeriesDataSet and how to implement a new network (#145)

Changed

  • Internals of encoders and how they store center and scale (#115)

Fixed

  • Update to PyTorch 1.7 and PyTorch Lightning 1.0.5 which came with breaking changes for CUDA handling and with optimizers (PyTorch Forecasting Ranger version) (#143, #137, #115)

Contributors

  • jdb78
  • JakeForesey
Assets 2
Loading