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AutoTSEstimator to support customized loss function and metric #4035

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shupingyeh opened this issue Feb 16, 2022 · 4 comments · Fixed by #4063
Open

AutoTSEstimator to support customized loss function and metric #4035

shupingyeh opened this issue Feb 16, 2022 · 4 comments · Fixed by #4063
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@TheaperDeng
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@shupingyeh
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Hi,

Can AutoTSEstimator support customized loss function and metric for AutoML tuning?
@TheaperDeng
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Customized loss is supported. https://bigdl.readthedocs.io/en/latest/doc/PythonAPI/Chronos/autotsestimator.html.
String, pytorch/tf.keras loss instance or pytorch loss creator function are all supported

If customized metric is really needed we can add the support.

@TheaperDeng TheaperDeng self-assigned this Feb 17, 2022
@TheaperDeng TheaperDeng linked a pull request Feb 18, 2022 that will close this issue
Chronos: Add customized metrics' support to AutoTSEstimator & AutoModels' fit interface #4063
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@TheaperDeng TheaperDeng reopened this Feb 22, 2022
@TheaperDeng
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The latest nightly build has supported this feature (customized metric). https://pypi.org/project/bigdl-chronos/2.1.0b20220228/

@liangs6212 could you have some thorough UTs on this?

@shupingyeh
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Thank you very much!

@liangs6212
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The latest nightly build has supported this feature (customized metric). https://pypi.org/project/bigdl-chronos/2.1.0b20220228/

@liangs6212 could you have some thorough UTs on this?

ok, I'll add some relevant UTs.

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@helenlly @TheaperDeng @shupingyeh @liangs6212