autogluon / autogluon/autogluon
[timeseries] Add sample_weight support to TimeSeriesPredictor
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enhancement
module: timeseries
- Dominant language
- Python
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Description
## Description
Add an option to customize the sample weight used by time series forecasting metrics.
There are two types of weighting that would be interesting:
- [x] `horizon_weight`: one weight assigned to each time step in the forecast horizon (planned for v1.3, #5058)
- [ ] `item_weight`: one weight assigned to each item in the dataset (planned for v1.4+)
## References
- [ ] Find examples in other forecasting libraries to find reasonable names in the API.
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