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#neural-forecast
Title
# neural-forecast
k

Kevin

05/09/2023, 3:58 PM
I am trying to use Temporal Fusion Transformer (TFT) (https://nixtla.github.io/neuralforecast/models.tft.html#tft). Can I extract variable importances from NeuralForecast's implementation of TFT? I am referring to Pytorch's implementation of TFT (https://pytorch-forecasting.readthedocs.io/en/stable/tutorials/stallion.html). Thanks.
c

Cristian (Nixtla)

05/09/2023, 4:05 PM
Hi @Kevin. Our implementation also allows for extracting variable importance. We dont have an equivalent
interpret_output
method yet. It is currently in our backlog and we will implement it soon!