unit8co/darts

mc_dropout with predict_likelihood_parameters

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#2,105 创建于 2023年12月4日

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描述

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.

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