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[FEAT] Added return_params to Distributions #348

Merged
merged 12 commits into from
Dec 6, 2022
Merged

[FEAT] Added return_params to Distributions #348

merged 12 commits into from
Dec 6, 2022

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kdgutier
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@kdgutier kdgutier commented Dec 2, 2022

Added a return_params possibility to pytorch losses Distributions.
Changed BaseRecurrent/BaseWindows' predict_step.
Updated all NeuralForecast .py files based on newer nbdev version.

PENDING

  • Add unit test in core.ipynb to check that Distribution parameters are recovered correctly.
  • Change the TFT's predict_step.

@kdgutier kdgutier requested a review from cchallu December 2, 2022 16:59
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kdgutier and others added 2 commits December 5, 2022 14:52
* fix: y_hat and params_hat swapped in predict_step torch.concat in base_recurrent and base_windows

* feat: added return_params to tft predict_step
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@kdgutier kdgutier linked an issue Dec 6, 2022 that may be closed by this pull request
@kdgutier kdgutier merged commit 4c5d0a2 into main Dec 6, 2022
@kdgutier kdgutier deleted the return_params branch December 6, 2022 17:17
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Add possibility to probabilistic outputs to return parameters
4 participants