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Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.
https://nixtlaverse.nixtla.io/mlforecast
Apache License 2.0
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Categorical Feature Handling #401

Open webert6 opened 4 weeks ago

webert6 commented 4 weeks ago

Hello,

I am looking to verify how categorical features are handled for models that support categorical features. I've found things here and there like this and this, but I'm looking for more definitive answers. Additionally, I'd like to test different variations of categorical feature handling and how I can adjust the parameters would be great to know.

Thanks!

jmoralez commented 4 weeks ago

We don't do anything special, we just pass them through. If you provide categorical columns and a model that doesn't support them you'll most likely get an error.