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MAE & RMSE give the exact same results when using custom fold_strategy in pycaret.time_series
Hi, you should be able to reproduce the issue by copy pasting the following code. python : 3.8 sktime : 0.8.1
from pycaret.time_series import *
from sktime.forecasting.model_selection import ExpandingWindowSplitter
from pycaret.datasets import get_data
data = get_data('airline')
my_custom_cv = ExpandingWindowSplitter(fh=12,initial_window=100 ,step_length=1)
s = setup(data, fold_strategy=my_custom_cv)
s.compare_models()