I us my custom block of code to format my multivariate data to fit LSTM model. Now I get too much data to fit my memory GPU so I want to take chunk of my data make all formating as usual and feed my model and prepare efficiently the next chunk by the time my gpu work with the first one and go on.
I see exemple using tf.data.Dataset. like this one: Using a Windowed Dataset for Time Series Prediction This is the good way with multivariate timeseries?
Can I use my custom code to format data and at the end convert it in tf.data compatible?
