awslabs/gluonts

GluonTSFramework Hyper Parameter Optimization Support

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#617 ouverte le 11 févr. 2020

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enhancementhelp wanted

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Description

Description

Implement Hyper Parameter Optimisation (HPO) Support in GluonTSFramework. There are already multiple comments in the code of how to go about it:

# HPO implementation sketch:
#    > Example HPO of model: MODEL_HPM:Trainer:batch_size:64
#    > Now construct nested dict from MODEL_HPM hyperparameters
#    > Load the serialized model as a dict
#    > Update the model dict with the nested dict from the MODEL_HPMs
#      with dict.update(...)
#    > Write this new dict back to a s3 as a .json file like before

This is important to support:

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