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sktime / pytorch-forecasting

Time series forecasting with PyTorch
https://pytorch-forecasting.readthedocs.io/
MIT License
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MultivariateNormalDistributionLoss has been removed #1074

Open why362 opened 2 years ago

why362 commented 2 years ago

I was trying to build a DeepAR model to solve a multivariate time series forcasting problem according to the tutorial in the offical website, https://pytorch-forecasting.readthedocs.io/en/latest/tutorials/deepar.html, only to find that the MultivariateNormalDistributionLoss had been removed from the source code. Why remove it? And what should I do to tackle this problem using DeepAR?

erykml commented 2 years ago

I did not dive that deep into the issue, but I also encountered it while using Google Colab. Then, I installed the library locally, and the issue was gone. Also, you can see here that the loss functions are not actually gone from the codebase: https://github.com/jdb78/pytorch-forecasting/blob/master/pytorch_forecasting/metrics/distributions.py#L43.

RenaissanceEngineering commented 2 years ago

Still an issue has anyone resolved this - on Google Colab?