_mqf2_utils#

Classes and functions for the MQF2 metric.

Classes

DeepConvexNet(picnn, dim[, is_energy_score, ...])

Class that takes a partially input convex neural network (picnn) as input and equips it with functions of logdet computation (both estimation and exact computation).

MQF2Distribution(picnn, hidden_state, ...[, ...])

Distribution class for the model MQF2 proposed in the paper Multivariate Quantile Function Forecaster by Kan, Aubet, Januschowski, Park, Benidis, Ruthotto, Gasthaus

SequentialNet(networks)

Class that combines a list of DeepConvexNet and ActNorm layers and provides energy score computation This class is based on SequentialFlow of the CP-Flow repo (CW-Huang/CP-Flow)

TransformedMQF2Distribution(...[, validate_args])

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