Nhits weight argument fix in TimeSeriesDataSet #1432
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NhiTS covariate fix
NHiTS covariate fix
NhiTS covariate Change
NHitS Covariate fix unit test
NHiTS covariate change test
Remove Additional property line
NhiTS Fix
NhiTS Fix
…into Nhits_weight_support This is to add a support for weight argument in case of NhiTS model
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Adding a weight argument to TimeSeriesDataSet will cause the trainer to throw an error for NhiTS because of a dimension mismatch in dimension 1.
This is because of unsqueeze operation and it is not solely because of missing values (the error will happen even when there is no missing values).
To fix this we can remove the unsqueeze(-1) and multiply the losses and weight directly.
(Ignore the first few commits as they are for NHitS encode-decoder length which is already merged to main)
This is the commit: (**Remove Unsqueeze operation to solve the mismatch operation)
I confirm this by running the same NhiTS model with weight operation set:
Issues:
#1431
#1040