v3.0.0

[marcopeix]

New features

• FEAT: TimeXer @marcopeix (FEAT: TimeXer #1267)
• All losses compatible with all types of models (e.g. univariate/multivariate, direct/recurrent) OR appropriate protection added.
• DistributionLoss now supports the use of quantiles in predict, allowing for easy quantile retrieval for all DistributionLosses.
• Mixture losses (GMM, PMM and NBMM) now support learned weights for weighted mixture distribution outputs.
• Mixture losses now support the use of quantiles in predict, allowing for easy quantile retrieval.
• Improved stability of ISQF by adding softplus protection around some parameters instead of using .abs.
• Unified API for any quantile or any confidence level during predict for both point and distribution losses.

Enhancements

• [DOCS] Docstrings @elephaint ([DOCS] Docstrings #1279)
• FIX: Minor bug fix in TFT and a nicer error message for fitting with the wrong val_size @marcopeix (FIX: Minor bug fix in TFT and a nicer error message for fitting with the wrong val_size #1275)
• [FIX] Adds bfloat16 support @elephaint ([FIX] Adds bfloat16 support #1265)
• Recurrent models can now produce forecasts recursively or directly.
• IQLoss now gives monotonic quantiles
• MASE loss now works

Breaking Changes

• [FIX] Unify API @elephaint ([FIX] Unify API #1023)
• RMoK uses the revin_affine parameter instead of revine_affine. This was a typo in the previous version.
• All models now inherit the BaseModel class. This changes how we implement new models in neuralforecast.
• Recurrent models now require an input_size parameter.
• TCN and DRNN are now window models, not recurrent models
• We cannot load a recurrent model from a previous version to v3.0.0

Bug Fixes

• [FIX] Multivariate models give error when predicting when n_series > batch_size @elephaint ([FIX] Multivariate models give error when predicting when n_series > batch_size #1276)
• [FIX]: Insample predictions with series of varying lengths @marcopeix (FIX: Insample predictions with series of varying lengths #1246)

Documentation

• [DOCS] Update documentation @elephaint ([DOCS] Update documentation #1274)
• [DOCS] Add example of modifying the default configure_optimizers() behavior (use of ReduceLROnPlateau scheduler) @JQGoh ([FEAT] Add example of modifying the default configure_optimizers() behavior (use of ReduceLROnPlateau scheduler) #1015)

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This discussion was created from the release v3.0.0.