05/09/2023, 3:58 PM
I am trying to use Temporal Fusion Transformer (TFT) (
). Can I extract variable importances from NeuralForecast's implementation of TFT? I am referring to Pytorch's implementation of TFT (
05/09/2023, 4:05 PM
. Our implementation also allows for extracting variable importance. We dont have an equivalent
method yet. It is currently in our backlog and we will implement it soon!