I tried training an AutoEnsembleEstimator with two DNNEstimators (with hidden units of 1000,500, 100) on a dataset with around 1850 features (after feature engineering), and I kept running out of memory (even on larger 400G+ high-mem gcp vms).
I'm using the above for binary classification. Initially I had trained various models and combined them by training a traditional ensemble classifier over the trained models. I was hoping that Adanet would simplify the generated model graph that would make the inference easier, rather than having separate graphs/pickles for various scalers/scikit models/keras models.