timeshap
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Is timeshap applicable to the DeepAR model of mxnet?
Hello. I want to use TimeSHAP to get Feature Importance during multivariate time series predictive analysis with DeepAR model in GluonTS, based on mxnet.
According to the description, I need to use model wrapper, is it applicable to mxnet as well?
I tried TorchModelWrapper, TimeSHAPWrapper in base_wrapper. But I get an error in the parameters property of pytorch. I was wondering if there is a workaround for this.
Thanks.