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Is timeshap applicable to the DeepAR model of mxnet? #51

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togodot opened this issue Jan 4, 2024 · 0 comments
Open

Is timeshap applicable to the DeepAR model of mxnet? #51

togodot opened this issue Jan 4, 2024 · 0 comments

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@togodot
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togodot commented Jan 4, 2024

Hello.
I want to use TimeSHAP to get Feature Importance during multivariate time series predictive analysis with DeepAR model in GluonTS, based on mxnet.

According to the description, I need to use model wrapper, is it applicable to mxnet as well?

I tried TorchModelWrapper, TimeSHAPWrapper in base_wrapper. But I get an error in the parameters property of pytorch.
I was wondering if there is a workaround for this.

Thanks.

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