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How to warm-start DeepAR from a previously-trained DeepAR model? #2346

Answered by lostella
la-cruche asked this question in Q&A
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Incremental training was recently added: #2249

An example in the PR shows how to do that in Python; if you're running on SageMaker with a container based on the gluonts.shell package, then you can provide an additional model channel pointing to a previous job's output.

Note: this is only available on the dev branch as of today, but will be released with v0.11.0 shortly.

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