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Scaling Many Model Training with Ray Tune

doc/source/templates/02_many_model_training/README.md

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Scaling Many Model Training with Ray Tune

Template SpecificationDescription
SummaryThis template demonstrates how to parallelize the training of hundreds of time-series forecasting models with Ray Tune. The template uses the statsforecast library to fit models to partitions of the M4 forecasting competition dataset.
Time to RunAround 5 minutes to train all models.
Minimum Compute RequirementsNo hard requirements. The default is 8 nodes with 8 CPUs each.
Cluster EnvironmentThis template uses the latest Anyscale-provided Ray ML image using Python 3.9, anyscale/ray-ml:latest-py39-gpu, with some extra requirements from requirements.txt installed on top. If you want to change to a different cluster environment, make sure that it's based on this image and includes all packages listed in the requirements.txt file.

Getting Started

When the workspace is up and running, start coding by clicking on the Jupyter or VS Code icon above. Open the start.ipynb file and follow the instructions there.

The end result of the template is fitting multiple models on each dataset partition, then determining the best model based on cross-validation metrics. Then, using the best model, we can generate forecasts like the ones shown below: