tensorflow / tensorflow/probability

How to save a fitted sts model?

Open
#426 6 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Jupyter Notebook
Stars
4.4k
Forks
1.1k
PR merge metrics
No merged PRs in 30d

Description

I followed the example https://github.com/tensorflow/probability/blob/master/tensorflow_probability/examples/jupyter_notebooks/Structural_Time_Series_Modeling_Case_Studies_Atmospheric_CO2_and_Electricity_Demand.ipynb to build and fit a sts model for time series prediction which is easy and works pretty well as long as one sticks to the tutorial.

What i do not understand is, how to save a model which is fitted on some training data like it is done with neural networks in tensorflow or high lvl apis like keras.

The stretched out model fitting, elbo loss minimizing and prediction process makes it hard to understand where the model parameters lie that have been optimized.

Finally I would like to know if / how it is possible to continue training an previously fitted sts model for time-series prediction on new data.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the linked Structural_Time_Series_Modeling_Case_Studies_Atmospheric_CO2_and_Electricity_Demand.ipynb, especially its fitting and prediction sections. Trace where the optimized model parameters are represented and check whether the example or related documentation covers saving and continuing training. Done means providing a clear, tested explanation for both workflows or documenting their limitations.

Written by the indexing model from the issue text.

Assessment

Tech stack
jupyter-notebook
Domain
machine-learning
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.