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I have accumulated 7 open PRs that each add a piece of probabilistic / ensemble groundwork independently. I propose to consolidate them into a single curated PR that lands alongside or just before the Graph-EFM port (#648).
Why consolidate rather than merge piecemeal:
Each contributor guessed at input shape conventions for ensemble tensors ((M, B, T, N, F), (B, S, ...), (M, ..., N, d_state) are all in flight). Sequential merges lock in inconsistency.
Authors of the absorbed PRs: thanks for the work. Your changes will be cited as the source for the corresponding pieces of the consolidated PR. If you want to be involved in the design discussion above, please subscribe to this issue.
I have accumulated 7 open PRs that each add a piece of probabilistic / ensemble groundwork independently. I propose to consolidate them into a single curated PR that lands alongside or just before the Graph-EFM port (#648).
Why consolidate rather than merge piecemeal:
(M, B, T, N, F),(B, S, ...),(M, ..., N, d_state)are all in flight). Sequential merges lock in inconsistency.ARModel(post-Refactor model class hierarchy into composable Forecaster/StepPredictor layers #208) and need rewrites againstForecasterModuleregardless.PRs being folded in (closing with credit):
crps_ens) + ensemble spread (spread_squared)--ensemble_membersCLI wiringexpand_ensemble_batch/fold_ensemble_batchutilitiespred_stdpost-softplus scalingAPI contract to design here before implementation:
(B, S, T, N, F)everywhere,S= ensemble member dim, immediately after batch).DEFINED_METRICS? siblingENSEMBLE_METRICSdict? metric receives ensemble-aware flag?).ForecasterModule.validation_step/test_steplogs when an ensemble forecaster is active.pred_stdlives on the forecaster, the step predictor, or both.Ownership: TBD, @Sir-Sloth-The-Lazy ?
Authors of the absorbed PRs: thanks for the work. Your changes will be cited as the source for the corresponding pieces of the consolidated PR. If you want to be involved in the design discussion above, please subscribe to this issue.