Description
Describe the feature or idea you want to propose
This enhancement proposes the implementation of a new RecurrentRegressor
that leverages a recurrent neural network (RNN) architecture for deep learning-based time series regression. The RNN architecture will be based on the existing RNNNetwork
module defined in the networks
subpackage. This model will be designed to learn temporal dependencies and sequential patterns in multivariate time series data, improving predictive performance on tasks where past information is critical.
The new estimator should be compatible with the deep learning API and should integrate seamlessly with the existing aeon
framework.
Describe your proposed solution
The RecurrentRegressor
will be implemented as a new class that inherits from BaseDeepRegressor
. The following methods will be implemented:
-
build_network(input_shape)
:
Constructs the RNN model by instantiating theRNNNetwork
class, configuring the number of layers, hidden dimensions, and activation functions according to the specified hyperparameters. -
fit(X, y)
:
Trains the RNN model on the input time seriesX
and targetsy
. It should include data preprocessing, loss computation, and backpropagation steps. -
get_test_params()
:
Returns a dictionary of test parameters for unit testing. This ensures model correctness and integration within the testing pipeline.
Describe alternatives you've considered, if relevant
No response
Additional context
No response