autogluon / autogluon/autogluon

[timeseries] Parallel Training of Time series Predictor

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#4,213 4 comments 1 reaction 0 assignees View on GitHub
enhancement feature: distributed module: timeseries
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Description

### Discussed in https://github.com/autogluon/autogluon/discussions/4189

Originally posted by **vamshik113** May 10, 2024
Hello, I've been utilizing AutoGluon and finding it quite enjoyable. I had a question about parallelizing model training. Is it possible to concurrently train all forecasters and then utilize the outputs of the best models for Ensemble Training? For instance, suppose I have an ECR Node group with multiple nodes that could be leveraged to parallelise the training of each model.

Contributor guide

Open the contributing guide

Research direction

Review the linked discussion #4189 and the time-series training and ensemble entry points. Determine whether concurrent forecaster training across multiple nodes and use of the best model outputs for ensemble training are supported or need a design. Done means the requested parallel-training behavior is clearly defined and implemented with validation.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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