Fix: Using gridsearch with use_fitted_values=True raises unexpected error

[madtoinou]

Summary

When using gridsearch() with use_fitted-values=True, the model is not properly created to check if it indeed has the attribute fitted_values (due to incorrectly assuming that the class had default arguments).

from darts.models import NHiTSModel
import darts.utils.timeseries_generation as tg

ts2 = tg.sine_timeseries(length=25, column_name="dummy_ts_2") + 100

# also fail for regression models
model = NHiTSModel.gridsearch(
    parameters={
        "input_chunk_length":[9],
        "output_chunk_length":[2,3],
    },
    series=ts2,
    use_fitted_values=True
)

>>> TypeError: init() missing 2 required positional arguments: 'input_chunk_length' and 'output_chunk_length

Other Information

Added a check to ensure that each values in the parameters dictionary is indeed a list otherwise the itertools.product will fail.

[codecov-commenter]

Codecov Report

Attention: 2 lines in your changes are missing coverage. Please review.

Comparison is base (8073de4) 93.88% compared to head (6e1c451) 93.85%.

Files	Patch %	Lines
darts/models/forecasting/forecasting_model.py	50.00%	2 Missing ⚠️

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Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2222      +/-   ##
==========================================
- Coverage   93.88%   93.85%   -0.03%     
==========================================
  Files         135      135              
  Lines       13429    13419      -10     
==========================================
- Hits        12608    12595      -13     
- Misses        821      824       +3     

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[dennisbader]

Thanks @madtoinou for this 🚀

Should we allow for np arrays as well for the params values?

Also this introduces breaking changes that we need to list in the changelog:

• will raise an error now if params values are not list (or np ndarray)

[dennisbader]

Looks great, thanks a lot @madtoinou 🚀