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[ENH] Add multiloss support to ptf v2#2324

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[ENH] Add multiloss support to ptf v2#2324
phoeenniixx wants to merge 1 commit into
sktime:mainfrom
phoeenniixx:multiloss

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@phoeenniixx phoeenniixx commented Jun 24, 2026 •
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This PR adds support for MultiLoss to ptf v2

Fixes #2308

Changes

  • Add weights to the collate_fn and __getitem__ (of private dataset class of datamodule) return for MultiLoss. The return would be (x, (y, weight)) in place of (x,y).
    Done to:
    • EncoderDecoderTimeSeriesDataModule
    • TslibDataModule
  • Add support to BaseModel.
  • Add tests and update the test framework

@phoeenniixx phoeenniixx self-assigned this Jun 24, 2026
@phoeenniixx phoeenniixx added enhancement New feature or request module:models module:datasets&dataloaders ptf-v2 Related to `pytorch-forecasting` v2 labels Jun 24, 2026
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phoeenniixx commented Jun 24, 2026

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Tests will fail fs
Still need to add support to tslib modules

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enhancement New feature or request module:datasets&dataloaders module:models ptf-v2 Related to `pytorch-forecasting` v2

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

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