Put out distr_arg instead of samples for DeepAR

[jschemm]

Description

When doing predictions with DeepAR, the output are samples. The samples are taken from the set distr_output. The parameters of this distribution (distr_args) are calculated in each forecasting step, but only used internally and not returned.

When saving large amount of forecasts, only saving the distr_args is much more economical. This is why I would love to have the option to choose distr_args as output instead of the samples.

References

Here is the relevant part of the code:

gluonts/src/gluonts/mx/model/deepar/_network.py

Line 1116 in ff1f8e2

distr_args = self.proj_distr_args(rnn_outputs)