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Fix/nlinear normalization for multivariate series #2072

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merged 2 commits into from
Nov 18, 2023

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madtoinou
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Fixes #2035.

Summary

  • Added slicing of the input tensor x when normalizing (only the target features based on the last value of the target features)

Other Information

  • The problem does not occur when shared_weights=True because covariates are not allowed (and normalization is applied to all the dimensions).

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codecov-commenter commented Nov 17, 2023

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

Comparison is base (36a1c09) 93.85% compared to head (4edbaa9) 93.85%.

Files Patch % Lines
darts/models/forecasting/nlinear.py 0.00% 1 Missing ⚠️

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Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2072      +/-   ##
==========================================
- Coverage   93.85%   93.85%   -0.01%     
==========================================
  Files         134      134              
  Lines       13123    13109      -14     
==========================================
- Hits        12317    12303      -14     
  Misses        806      806              

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@dennisbader dennisbader left a comment

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Looks great, thanks for fixing this @madtoinou

@dennisbader dennisbader merged commit f196665 into master Nov 18, 2023
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@dennisbader dennisbader deleted the fix/nlinear_multivar_normalize branch November 18, 2023 15:03
@felixdivo
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Thanks @madtoinou!

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[BUG] NLinear fails to predict >1 variates
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