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@phoeenniixx phoeenniixx commented Sep 5, 2025

Fixes #1964
This PR standardizes the output format of forward of tslib models to:

  • 3D tensors for single-target for DLinear
  • 3D tensors for single-target for TimeXer
  • list of tensors for multi-target

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If we add fix for TimeXer as well here, TestAllEstimators will pass but the Test / Run notebook tutorials will fail. Reason being, in TestAllEstimators, we are only using point prediction nn losses right now as our pipeline was not supporting metrics. But somehow in the tslib notebook, QuantileLoss works for TimeXer (maybe some loss specific changes done to model class?)
If we change this, the QuantileLoss fails, which will then be fixed by #1960, when we actually introduce the metrics support to the whole pipeline.

@phoeenniixx phoeenniixx changed the title [ENH] Standardize output format for tslib models [ENH] Standardize output format for tslib v2 models Sep 5, 2025
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✅ All modified and coverable lines are covered by tests.
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Additional details and impacted files
@@           Coverage Diff           @@
##             main    #1965   +/-   ##
=======================================
  Coverage        ?   87.19%           
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  Files           ?      148           
  Lines           ?     9058           
  Branches        ?        0           
=======================================
  Hits            ?     7898           
  Misses          ?     1160           
  Partials        ?        0           
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pytest 87.19% <100.00%> (?)

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fkiraly commented Sep 6, 2025

should we merge #1960 first then?

You can also stack on #1960 to see if that indeed fixes the notebook failure.

@phoeenniixx
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should we merge #1960 first then?

Probably, but that is also a WiP. As you said, I will first stack this PR on #1960, to be see if it is actually working or not

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fkiraly commented Sep 7, 2025

can you add in the PR description if this stacks on another PR now? It does not seem to be actually stacked on anything else at the moment.

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[ENH] standardize tslib v2 models to 3D output returns
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