smsdkl

Stepwise Model Selection for Sequence Prediction via Deep Kernel Learning

This is a python implementation of the algorithm in the paper "Stepwise Model Selection for Sequence Prediction via Deep Kernel Learning".

Dependencies

Python 3.6 or later, Tensorflow 1.14, keras 2.2.4

First steps

To get started, test_smsdkl.py will walk you through the key components in SMS-DKL

Reference

The household dataset https://archive.ics.uci.edu/ml/datasets/individual+household+electric+power+consumption