StatMixedML opened a new issue #17565: MXNet slowness when creating large graph URL: https://github.com/apache/incubator-mxnet/issues/17565 Hi, this is related to the second part of the GluonTS issue reported here: https://github.com/awslabs/gluon-ts/issues/607#issuecomment-583871759 I want to fit a GPVAR model in GluonTS and estimation is of magnitude 1,000 slower than training a DeepAR model. According to @geoalgo & @mbohlkeschneider, mxnet seems to be very slow when creating a large graph. I have cross-referenced to the original issue on GluonTS, hoping for support.
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