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New API for transforming inputs and outputs with encoders

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@jdb78 jdb78 released this 03 Dec 21:53
e5c8698

Added

  • Beta distribution loss for probabilistic models such as DeepAR (#160)

Changed

  • BREAKING: Simplifying how to apply transforms (such as logit or log) before and after applying encoder. Some transformations are included by default but a tuple of a forward and reverse transform function can be passed for arbitrary transformations. This requires to use a transformation keyword in target normalizers instead of, e.g. log_scale (#185)

Fixed

  • Incorrect target position if len(static_reals) > 0 leading to leakage (#184)
  • Fixing predicting completely unseen series (#172)

Contributors

  • jdb78
  • JakeForsey