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* Merge data selection to main * Update trainer for reweighter * Typos fixed. * update data selection interface * successfully run exp after refactor some interface * data selection share handler & trainer * fix meta model time series bug * fix online workflow set_uri bug * fix set_uri bug * updawte ds docs and delay trainer bug * docs * resume reweighter * add reweighting result * fix qlib model import * make recorder more friendly * fix experiment workflow bug * commit for merging master incase of conflictions * Successful run DDG-DA with a single command * remove unused code * asdd more docs * Update README.md * Update & fix some bugs. * Update configuration & remove debug functions * Update README.md * Modfify horizon from code rather than yaml * Update performance in README.md * fix part comments * Remove unfinished TCTS. * Fix some details. * Update meta docs * Update README.md of the benchmarks_dynamic * Update README.md files * Add README.md to the rolling_benchmark baseline. * Refine the docs and link * Rename README.md in benchmarks_dynamic. * Remove comments. * auto download data Co-authored-by: wendili-cs <wendili.academic@qq.com> Co-authored-by: demon143 <785696300@qq.com>
Temporal Fusion Transformers Benchmark
Source
Reference: Lim, Bryan, et al. "Temporal fusion transformers for interpretable multi-horizon time series forecasting." arXiv preprint arXiv:1912.09363 (2019).
GitHub: https://github.com/google-research/google-research/tree/master/tft
Run the Workflow
Users can follow the workflow_by_code_tft.py to run the benchmark.
Notes
- Please be aware that this script can only support
Python 3.6 - 3.7. - If the CUDA version on your machine is not 10.0, please remember to run the following commands
conda install anaconda cudatoolkit=10.0andconda install cudnnon your machine. - The model must run in GPU, or an error will be raised.
- New datasets should be registered in
data_formatters, for detail please visit the source.