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Feat: We added the horizon weighing to the distribution losses, simil… #1233

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mwamsojo
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We suggest modifying the distribution loss class to include the weighting option for distribution losses (to be similar to point losses)

  • We pass the horizon weight vector when initializing the losses
  • We add a function to check and apply the weights according to the mask

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CLAassistant commented Dec 18, 2024

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@@ -107,100 +107,7 @@
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [
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@mwamsojo
If you follow https://github.com/Nixtla/neuralforecast/blob/main/CONTRIBUTING.md and execute
nbdev_clean --clear_all, you will remove this section. According to the guide

If you clean the library's notebooks with this command please backtrack the changes you make to the example notebooks git checkout nbs/examples, unless you intend to change the examples.

But this is part of the document guide that is different from your main work in this PR. So we need to keep this.

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Hello JQGoh, I fixed the issue with the example notebooks in my PR.

…r to point losses like MAE. This has proven useful in our applications. Also cleaning notebook outputs.
@mwamsojo mwamsojo force-pushed the Weighted-Horizons-Distribution-Loss branch from bb41743 to f2c957e Compare December 19, 2024 14:02
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3 participants