Custom optimisation criterion functions

[mitchelloharawild]

Where possible, models should allow custom optimisation criterions. This is appropriate as a control parameter for models.

from: robjhyndman/forecast#744

[dclengacher]

Thank you! Any idea when it will be included?

[mitchelloharawild]

Hard to say. Control parameters for models have not yet been implemented, but this will be done for the first release of the package (#73). I'm hoping to release the package soon (https://github.com/tidyverts/fable/milestone/1), but I'm not sure if this feature will make it into the first release. If not included in v0.1.0, it will definitely be in v0.2.0.

[bonddr]

Has this enhancement been released?

[mitchelloharawild]

Unfortunately not, this was pushed back a lot since it involves a rewrite of the underlying model code on an individual basis. When I first raised this issue, I was hopeful that it would be reasonable to specify the optimisation criterion more generally.