Skip to content

mc_dropout with predict_likelihood_parameters #2105

@SaltedfishLZX

Description

@SaltedfishLZX

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.

Metadata

Metadata

Assignees

No one assigned

    Labels

    Type

    No type
    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions