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[ENH] Is there a way to pass an entire embedding to time_varying_unknown_reals without splitting it into individual components? #1789

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LinearBasis opened this issue Mar 6, 2025 · 2 comments
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enhancement New feature or request

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@LinearBasis
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Hello!

I have a question regarding the time_varying_unknown_reals parameter. Is there any way to pass an entire embedding (e.g., a dense vector representation) directly to time_varying_unknown_reals, rather than splitting it into its individual components?

For example, if I have an embedding of size n, can I pass it as a single feature, or do I need to split it into n separate features?

Thank you in advance for your help!

@fkiraly
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fkiraly commented Mar 15, 2025

Can you explain what you mean by "splitting into components"?

@fkiraly fkiraly added the enhancement New feature or request label Mar 15, 2025
@fkiraly fkiraly changed the title Is there a way to pass an entire embedding to time_varying_unknown_reals without splitting it into individual components? [ENH] Is there a way to pass an entire embedding to time_varying_unknown_reals without splitting it into individual components? Mar 15, 2025
@LinearBasis
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At the moment, I’m splitting an embedding of size n into n columns and adding them to my dataframe as 'embedding_{i}', and then passing these columns to time_varying_unknown_reals. Is there any way I can let the model know that this is all a single entity by passing everything at once

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