[ENH] Add MultiLoss and multi-target support to ptf-v2

[andersendsa]

Reference Issues/PRs

#2308

What does this implement/fix? Explain your changes.

Fixes the BaseModelV2 to_prediction and to_quantiles functions to return multi-target list of tensors appropriately with MultiLoss. Updates log_metrics in BaseModelV2 to appropriately tag multi-target metrics logging iteratively to prevent dimension mismatch crashes.

Did you add any tests for the change?

tests/test_models/test_base_model_v2.py:

test_multi_loss_predictions: Verifies that to_prediction and to_quantiles correctly process predictions utilizing MultiLoss with different metrics like MAE and QuantileLoss, checking that it correctly outputs lists of tensors with the appropriate shapes.

test_multi_loss_log_metrics: Verifies that log_metrics successfully logs the evaluations for each target without a dimension crash, and correctly maps the prefix tags sequentially.

PR checklist

• The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
• Added/modified tests
• Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install.
  To run hooks independent of commit, execute pre-commit run --all-files

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Codecov Report

❌ Patch coverage is 88.23529% with 2 lines in your changes missing coverage. Please review.
⚠️ Please upload report for BASE (main@c35d588). Learn more about missing BASE report.

Files with missing lines	Patch %	Lines
pytorch_forecasting/models/base/_base_model_v2.py	88.23%	2 Missing ⚠️

Additional details and impacted files

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  Coverage        ?   87.12%           
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  Files           ?      167           
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Flag	Coverage Δ
cpu	87.12% <88.23%> (?)
pytest	87.12% <88.23%> (?)

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[phoeenniixx]

There are a lot of unrelated changes like to the notebooks and test.yml? Why? Please merge with main to solve the issues in the CI

[andersendsa]

There are a lot of unrelated changes like to the notebooks and test.yml? Why? Please merge with main to solve the issues in the CI

@phoeenniixx Those other changes were already done when i checked out the repository

[phoeenniixx]

There are a lot of unrelated changes like to the notebooks and test.yml? Why? Please merge with main to solve the issues in the CI

@phoeenniixx Those other changes were already done when i checked out the repository

I meant on your branch. you dont need to make these changes. Look at changed files - they have a lot of files which have unrelated changes to the PR. Please revert those

[andersendsa]

Hi @phoeenniixx i have done all the changes and the pr is ready for review