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Adding multi-target support
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@jdb78 jdb78 released this 03 Jan 14:40
v0.8.0
f4c778d
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Added

  • Adding support for multiple targets in the TimeSeriesDataSet (#199) and amended tutorials.
  • Temporal fusion transformer and DeepAR with support for multiple tagets (#199)
  • Check for non-finite values in TimeSeriesDataSet and better validate scaler argument (#220)
  • LSTM and GRU implementations that can handle zero-length sequences (#235)
  • Helpers for implementing auto-regressive models (#236)

Changed

  • TimeSeriesDataSet's y of the dataloader is a tuple of (target(s), weight) - potentially breaking for model or metrics implementation
    Most implementations will not be affected as hooks in BaseModel and MultiHorizonMetric were modified.

Fixed

  • Fixed autocorrelation for pytorch 1.7 (#220)
  • Ensure reproducibility by replacing python set() with dict.fromkeys() (mostly TimeSeriesDataSet) (#221)
  • Ensures BetaDistributionLoss does not lead to infinite loss if actuals are 0 or 1 (#233)
  • Fix for GroupNormalizer if scaling by group (#223)
  • Fix for TimeSeriesDataSet when using min_prediction_idx (#226)

Contributors

  • jdb78
  • JustinNeumann
  • reumar
  • rustyconover
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