This PR adds a multivariate version of the simple MLP into neuralforecast and demonstrates its application in the Multivariate_with_TSMixer example notebook. The purpose of this model is mainly for demonstration purposes, and for its simplicity.
Added MLPMultivariate and AutoMLPMultivariate models to NeuralForecast
Included tests in core class
Included performance evaluation in example notebook.
Added unit tests for loss functions to all multivariate models
Added safeguard in BaseMultivariate for unsupported loss functions (basically all distribution loss functions)
This PR adds a multivariate version of the simple MLP into neuralforecast and demonstrates its application in the Multivariate_with_TSMixer example notebook. The purpose of this model is mainly for demonstration purposes, and for its simplicity.