gluonts
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PyTorch implementation of MQ-CNN and MQ-RNN
References:
- https://arxiv.org/pdf/1711.11053.pdf
- MXNet implementation (in my opinion this is a little too dispersive)
Milestones for this one:
- [ ] Implementing core modules (with option for different encoders, but more compact than the MXNet one)
- [ ] Implementing LightningModule to handle training: this should take care of the "forking" logic described in the paper
- [ ] Estimator wrapper
Any updates on this?