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.
Hi, thanks for the prompt response regarding issue #2097 . I'm now able to utilize
mc_dropoutinhistorical_forecasts.My current objective is to incorporate
mc_dropoutfor obtaining epistemic uncertainty andpredict_likelihood_parametersfor acquiring aleatoric uncertainty. However, when settingpredict_likelihood_parameterstoTrue, 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 tohistorical_forecastswithpredict_likelihood_parameters=Trueandmc_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_samplesparameter.