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README.md

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- `$ mkdir data && cd data`
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- `$ wget https://github.com/laiguokun/multivariate-time-series-data/raw/master/electricity/electricity.txt.gz`
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- `$ gunzip electricity.txt.gz`
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2. Train the model (~2 hours on Tesla K80 GPU with default hyperparams):
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2. Train the model (~1.5 hours on Tesla K80 GPU with default hyperparams):
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- `$ cd src && python lstnet.py --gpus=0`
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## Results & Comparison
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- The model in the paper predicts with h = 3 on electricity dataset, achieving *RSE = 0.0906, RAE = 0.0519 and CORR = 0.9195* on test dataset
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- This MXNet implementation achieves *RSE = 0.0967, RAE = 0.0581 and CORR = 0.8941* after 100 epochs on the validation dataset
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- This MXNet implementation achieves *RSE = 0.0880, RAE = 0.0542* after 100 epochs on the validation dataset
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- Saved model checkpoint files can be found in `models/`
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![](./docs/epochs.png)
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## Hyperparameters
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The default arguements in `lstnet.py` achieve equivolent performance to the published results. For other datasets, the following hyperparameters provide a good starting point:

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