[timeseries] Implement OOF prediction caching #3062
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This is part 1 of the improved multi-window backtesting for time series (part 2: #3051).
Description of changes:
predicton theval_dataonce for all models. This saves training time and deals with the fact that predictions are non-deterministic for some models.AbstractTimeSeriesModelandAbstractTimeSeriesTrainerAutoGluonTabularModelwould create an empty directory at initialization.By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.