Extend support for categorical variables to more models

[hrzn]

Some models (such as TFT, LightGBM, ...) can exploit those.

[afogarty85]

Looking forward to this too -- is there any way we can do this "manually"?

[valentin-fngr]

Hi,

Is there an update on this ?

[jonasblanc]

LightGBM does support dynamic categorical variables from Darts version 0.24.0, see https://github.com/unit8co/darts/pull/1585 Please watch #2750 for additional categorical covariate support in CatBoostModel and easier adaptation to other models through extending abstract class RegressionModelWithCategoricalCovariates.

Categorical covariate support for some of our TorchForecastingModel (TFT,..) is left for future work.