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Hi, thanks for the prompt response regarding issue #2097 . I'm now able to utilize mc_dropout in historical_forecasts.
My current objective is to incorporate mc_dropout for obtaining epistemic uncertainty and predict_likelihood_parameters for acquiring aleatoric uncertainty. However, when setting predict_likelihood_parameters to True, I encounter an issue where I'm unable to use the sample method. Consequently, I'm limited to obtaining only one result with each call to historical_forecasts with predict_likelihood_parameters=True and mc_dropout=True.
I suspect that the solution might involve distinguishing the sample generation process by using mc_dropout and sample generation process based on the fitted distribution. Now they are using the same num_samples parameter.