[ENH] neural network libraries in thuml time-series-library #7243
Description
I found this repository
https://github.com/thuml/Time-Series-Library
which implements a large number of state-of-art neural network models in torch, and seems to be updated regularly.
The repository is not a pypi package and relies on source install.
There is also a large PR that turns it into a package, but it seems stale or unreviewed:
thuml/Time-Series-Library#457
I wonder about the best way to integrate here. Nothing keeps us from copying layers and networks, but that is perhaps not the best way to proceed (and also not that nice towards the authors). But interfacing is not possible without proper package management, similar to the cure-lab problem.
From a tech perspective, a merge or some kind of connection with pytorch-forecasting could make sense, and then interfacing from sktime one layer higher. A connection which is not merge is turning pytorch-forecasting into a torch neural network and components indexer, using scikit-base, where components are not necessarily directly in the package.
FYI @XinyuWuu, the most active devs seem to be all from China, do you know them? I have also not reviewed the code in detail, e.g., intersections with pytorch-forecasting, or with neuralforecast.