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AmpX-AI / tft-speedup

Speeding up Google's Temporal Fusion Transformer
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tft-speedup performing one of the 4 tft examples #2

Open josesydor opened 3 years ago

josesydor commented 3 years ago

I'm having a hard time trying to translate the volatility example from the TFT paper to your vectorized engine. Could you guys please kindly put forward some directions on how to achieve that? Trying to adapt the _simpleexperiment() function is leading me nowhere....

Thanks!

holi-ampx commented 3 years ago

As a part of solving this issue we have separated some tiny bits of original implementation from our changes we have made in the code and provided another example.
I know it is not much, but it might be a little helping step.

(Unfortunately providing that example might not be expected soon, because we originally did not like the wired-in data-preprocessing approach of the original paper and have extracted just some parts of the model to be able to plug in data generators. Anyway if we would find some time to provide the example to work over the original data, we will keep you updated.)