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Feat/model deeptime#1329

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madtoinou wants to merge 23 commits intomasterunit8co/darts:masterfrom feat/model-deeptimeunit8co/darts:feat/model-deeptimeCopy head branch name to clipboard

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Commits on Oct 26, 2022

• implementation of the deeptime forecasting model, creation of the associated tests (inspired from the nbeats tests)

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Commits on Oct 27, 2022

• updated the init file

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• attempt to implement the optimizer described in the original article

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• changed the approach for optimizer definition, now overriding the configure_optimizer method

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• corrected small typos in the documentation

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• improved variable naming for the schedulers

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• simplified the model implementation based on the article pseudo code and taking advantage of the safeguards offered by darts

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• reverted input_length_chunck to values identical to the nbeats tests

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Commits on Oct 28, 2022

• improved the docstring

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Commits on Oct 31, 2022

• simplified logic around default arguments for optimizers and lr_scheduler

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Commits on Nov 7, 2022

• corrected test file according to reviwer comments

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• Merge branch 'master' into feat/model-deeptime

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Commits on Nov 16, 2022

• correction according to reviewer comments: DeepTime was added to test_global_forecasting_models, the number of epochs during the reduced to the striuct minimum, corrected typo in docstring, removed…

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• fix: added transpose in the target array for multivariate test and increase the length of the prediction from 2 to 3, last version was relying on erroneous broadcasting

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• feat: draft of the probabilistic predictions for deeptime, tests are failing at the moment

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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

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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…

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• merged with master

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• corrected tests after adding a check on the value of n_epochs compared to warmup_epochs

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Commits on Nov 26, 2022

• Merge branch 'master' into feat/model-deeptime

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Commits on Nov 27, 2022

• Merge branch 'master' into feat/model-deeptime

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Commits on Nov 28, 2022

• fix: corrected msising parenthesis due to auto-merging

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• Merge branch 'master' into feat/model-deeptime

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