extending gluonts deepVAR to include imputation for all variables #2826
Unanswered
ShirleyMgit
asked this question in
Q&A
Replies: 1 comment
|
understood the problem. solved |
0 replies
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
Uh oh!
There was an error while loading. Please reload this page.
Dear team,
I have extended the deepVAR to include imputation for all dimensions (by treating each dimension as univariate and ignoring correlation between them), further I have added static features (similarly to deepAR). I can train the network but when trying to upload the predictor network I get an error.
For the multivariate imputation I have added a class within the network code and it seems that the predictor class does not recognize it
I get the following error:
AssertionError: Can not locate main.RollingMultivariateMeanValueImputation. (this is the new imputation)
the imputation is done within create_transformation:
AddObservedValuesIndicator(
target_field=FieldName.TARGET,
output_field=FieldName.OBSERVED_VALUES,
imputation_method=RollingMultivariateMeanValueImputation(window_size=self.impuation_window_size)
),
and it falls here:
le ~/anaconda3/envs/python3/lib/python3.10/site-packages/gluonts/model/predictor.py:118, in Predictor.deserialize(cls, path, **kwargs)
112 raise OSError(
113 f"Class {fqname_for(tpe)} is not "
114 f"a subclass of {fqname_for(Predictor)}"
115 )
117 # call deserialize() for the concrete Predictor type
--> 118 return tpe.deserialize(path, **kwargs)
which seems that it does not recognize the predictor as a subtype of Predictor.
what should I do?
thanks
All reactions