Categorical Features for TFT

[sm-ak-r33]

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Description

I guess an actual TFT can handle categorical features with embeddings, does nixtla have something similar or it always needs to be done manually with label encodings?

Use case

I am trying to put string in in the input as feature but the model is not being able to parse it.

[jmoralez]

Have you tried providing categorical features (columns of categorical data type)? It wouldn't use an embedding layer but it'd do label encoding.

[candalfigomoro]

See also https://github.com/Nixtla/neuralforecast/issues/916