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This PR has no implications for point forecasting methods.
The PR incorporates a reinterpretation of DeepAR's training strategy that scales the DistributionLoss.
identity
possibility to TemporalScaler class, to simplify train/validation/predict_steps from Base classesif scaler is None
conditions in train/validation/predict_steps.BaseRecurrent
andBaseWindows
train/validation/predict_steps to accept Scaled distribution.PENDING:
mean_scaler
with shift=0 and scale=mean(x) to Temporal scalers._inv_normalization
method (Poisson non-negativity failing).