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Merge branch 'main' into polars-support
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cchallu authored Nov 23, 2023
2 parents f7b58b3 + 8884097 commit 1224296
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5 changes: 2 additions & 3 deletions nbs/examples/PredictInsample.ipynb
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]
},
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"attachments": {},
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"source": [
"<img src=\"../imgs_indx/predict_insample.png\" width=\"1000\" />"
"![](../imgs_indx/predict_insample.png)"
]
},
{
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}
},
"nbformat": 4,
"nbformat_minor": 2
"nbformat_minor": 4
}
14 changes: 12 additions & 2 deletions nbs/losses.numpy.ipynb
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]
},
{
"attachments": {},
"cell_type": "markdown",
"metadata": {},
"source": [
"# NumPy Evaluation\n",
"\n",
"> NeuralForecast contains a collection NumPy loss functions aimed to be used during the models' evaluation. The most important train signal is the forecast error, which is the difference between the observed value $y_{\\tau}$ and the prediction $\\hat{y}_{\\tau}$, at time $y_{\\tau}$:$$e_{\\tau} = y_{\\tau}-\\hat{y}_{\\tau} \\qquad \\qquad \\tau \\in \\{t+1,\\dots,t+H \\}$$ The train loss summarizes the forecast errors in different evaluation metrics.<br><br>"
"> NeuralForecast contains a collection NumPy loss functions aimed to be used during the models' evaluation."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The most important train signal is the forecast error, which is the difference between the observed value $y_{\\tau}$ and the prediction $\\hat{y}_{\\tau}$, at time $y_{\\tau}$:\n",
"\n",
"$$e_{\\tau} = y_{\\tau}-\\hat{y}_{\\tau} \\qquad \\qquad \\tau \\in \\{t+1,\\dots,t+H \\}$$\n",
"\n",
"The train loss summarizes the forecast errors in different evaluation metrics."
]
},
{
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19 changes: 16 additions & 3 deletions nbs/losses.pytorch.ipynb
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]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "12fa25a4",
"id": "fd532cb1-d11d-468e-a0e5-eb1101ba6662",
"metadata": {},
"source": [
"# PyTorch Losses\n",
"\n",
"> NeuralForecast contains a collection PyTorch Loss classes aimed to be used during the models' optimization. The most important train signal is the forecast error, which is the difference between the observed value $y_{\\tau}$ and the prediction $\\hat{y}_{\\tau}$, at time $y_{\\tau}$:$$e_{\\tau} = y_{\\tau}-\\hat{y}_{\\tau} \\qquad \\qquad \\tau \\in \\{t+1,\\dots,t+H \\}$$ The train loss summarizes the forecast errors in different train optimization objectives.<br><br>All the losses are `torch.nn.modules` which helps to automatically moved them across CPU/GPU/TPU devices with Pytorch Lightning. "
"> NeuralForecast contains a collection PyTorch Loss classes aimed to be used during the models' optimization."
]
},
{
"cell_type": "markdown",
"id": "096cfbec-1d59-454a-b572-5890103b2f1f",
"metadata": {},
"source": [
"The most important train signal is the forecast error, which is the difference between the observed value $y_{\\tau}$ and the prediction $\\hat{y}_{\\tau}$, at time $y_{\\tau}$:\n",
"\n",
"$$e_{\\tau} = y_{\\tau}-\\hat{y}_{\\tau} \\qquad \\qquad \\tau \\in \\{t+1,\\dots,t+H \\}$$\n",
"\n",
"The train loss summarizes the forecast errors in different train optimization objectives.\n",
"\n",
"All the losses are `torch.nn.modules` which helps to automatically moved them across CPU/GPU/TPU devices with Pytorch Lightning. "
]
},
{
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