Validation Samplers

[jbgao]

Let us take DeepAREstimator as an example: The estimator defines

self.validation_sampler = ValidationSplitSampler(min_future=prediction_length)

However a ValidationSplitSampler always only takes the last block from the given time series, that means only one block of time series was used to calculate validation error. This clearly is not a good indicator in training.