Hi - I'm doing cross-validation with mlforecast. My primary comparisons are between different feature sets or transforms rather than different models. Is there any existing tooling to help compare results from different mlforecast models?

you can use the same logic as it's done to compare statsforecast vs mlforecast vs neuralforecast https://nixtlaverse.nixtla.io/statsforecast/docs/tutorials/statisticalneuralmethods.html

Thanks!