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jsolson4 avatar jsolson4 commented on May 19, 2024 2

I have already implemented a BinaryCrossEntropyLoss metric analogous to the CrossEntropyLoss.
If you like, I can make a merge request for the BinaryCrossEntropyLoss.

Can you please share your implementation of BinaryCrossEntropyLoss?

from pytorch-forecasting.

jdb78 avatar jdb78 commented on May 19, 2024

PRs are always very welcome!

I would generally go with method 2 because you do not want to use unknown information. Further, I would use max_prediction_length=1. You can use a label as well if someone will cancel their subscription in the next 3 months. Ensure that you are not using the cancellation target as feature. You might want to add a relative time index as well (see the docs how to add this automatically with the timeseriesdataset.

Effectively, you will this way use mostly the encoder of the TFT.

from pytorch-forecasting.

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