Feat/model deeptime - #1329

Open

madtoinou wants to merge 23 commits into

feat/model-deeptime

Commits on Oct 26, 2022

implementation of the deeptime forecasting model, creation of the associated tests (inspired from the nbeats tests)
madtoinou
committed
b15d8bb

Commits on Oct 27, 2022

updated the init file
madtoinou
committed
0492472
attempt to implement the optimizer described in the original article
madtoinou
committed
4f24cb6
changed the approach for optimizer definition, now overriding the configure_optimizer method
madtoinou
committed
6035336
corrected small typos in the documentation
madtoinou
committed
3db5d14
improved variable naming for the schedulers
madtoinou
committed
d52f231
simplified the model implementation based on the article pseudo code and taking advantage of the safeguards offered by darts
madtoinou
committed
e13ed57
reverted input_length_chunck to values identical to the nbeats tests
madtoinou
committed
00e7f18

Commits on Oct 28, 2022

improved the docstring
madtoinou
committed
9903435

Commits on Oct 31, 2022

simplified logic around default arguments for optimizers and lr_scheduler
madtoinou
committed
470bb08

Commits on Nov 7, 2022

corrected test file according to reviwer comments
madtoinou
committed
be7239e
Merge branch 'master' into feat/model-deeptime
madtoinou
committed
db96dd5

Commits on Nov 16, 2022

Commits on Nov 17, 2022

forgot to set the random_state in the test_probabilistic_models for DeepTime, removed some comments in the forward method, corrected typo
madtoinou
committed
4351ec5

Commits on Nov 25, 2022

fix: removed outdated comment, added comment about optimizer and scheduler default argument, added check for scheduler warmup_epochs value, removed hardcoded typing of ridge regressor regularizatio…
madtoinou
committed
f81ccbc
merged with master
madtoinou
committed
8f301da
corrected tests after adding a check on the value of n_epochs compared to warmup_epochs
madtoinou
committed
bff3b66

Commits on Nov 26, 2022

Merge branch 'master' into feat/model-deeptime
hrzn
authored
9b167a8

Commits on Nov 27, 2022

Merge branch 'master' into feat/model-deeptime
hrzn
authored
4e49eb3

Commits on Nov 28, 2022

fix: corrected msising parenthesis due to auto-merging
madtoinou
committed
3f9e944
Merge branch 'master' into feat/model-deeptime
hrzn
authored
ea19348