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#neural-forecast
Title
# neural-forecast
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Kaustav Chaudhury

04/04/2023, 3:49 PM
Could any one suggest loss and scaler type for TFT for negative values in data
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Kin Gtz. Olivares

04/04/2023, 3:50 PM
Most point prediction losses can work: MAE, MSE, sMAPE And other distribution prediction losses: MQL, DistributionLoss-Gaussian, Gaussian Mixture
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Kaustav Chaudhury

04/04/2023, 3:51 PM
Also we have multiple features as input
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Kin Gtz. Olivares

04/04/2023, 3:52 PM
You can feed your features into the model through hist_exog, futr_exog and stat_exog lists
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Kaustav Chaudhury

04/04/2023, 3:53 PM
Yes but the model doesn't improve on Validation loss
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Kin Gtz. Olivares

04/04/2023, 4:06 PM
Not all features need to have predictive power Some can also have redundant information that makes learning hard NeuralForecast does not have automated feature selection capabilities yet
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