Unbale to do LogTransformation using target_transformation about mlforecast HOT 2 CLOSED

Hey @obiii, thanks for using mlforecast. The inverse transformation is applied to the predictions, not to the target, that's why we iterate over the columns that aren't the id, time or transformation stats here. So your inverse transformation should be something like this:

    def inverse_transform(self, df: pd.DataFrame) -> pd.DataFrame:
        df = df.copy(deep=False)
        for col in df.columns.drop([self.id_col, self.time_col]):
            df[col] = np.expm1(df[col])
        return df

That being said, if you're using a transformation that doesn't learn any parameters like the log here, you're better off using the GlobalSklearnTransformer (example).

Please let us know if you have further doubts.

from mlforecast.

Hi,

Thanks for the clarification.

from mlforecast.