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zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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Tweedie Loss #48

Closed Akaori closed 3 years ago

Akaori commented 3 years ago

Is it possible to add this distribution to deepAR model ?

https://discuss.pytorch.org/t/custom-tweedie-loss-throwing-an-error-in-pytorch/76349/6

kashif commented 3 years ago

so you can use the zero inflated possion or zero inflated negative binomial output distributions which are implemented

Akaori commented 3 years ago

Sounds good, tks @kashif