Hi!

I am coming from Keras/Tensorflow and would like to move to mxnet. So far it 
looks awesome.

I am however wondering if there is any possibility to set up a custom dataset 
where the data is generated similar to a Python generator? I am working on time 
series data and reading it all into memory and storing it in a 2D array is not 
an option. In Tensorflow this is possible: 
https://www.tensorflow.org/guide/data#consuming_python_generators

Somewhere I read that using a custom dataset and dataloader this should be no 
problem? The API will not read all the data into memory at once.

Finally, I found this post 
https://guertl.me/post/183427090170/custom-dataset-and-dataloader-in-gluon on 
how to create custom datasets. Could you recommend me any other tutorials?

This is my first post so please let me know if I have done something wrong. 
Thanks!





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