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Reversible Instance Normalization for `RegressionModel`
Is your feature request related to a current problem? Please describe.
Reversible Instance Normalization (RIN) has proven to be very effective for our neural network models (against distribution shift, ..).
We could also add this to RegressionModel. I see potential especially for tree-based models, where RIN could help for data subjected to trend or increasing variance.
Describe proposed solution
- Add
use_reversible_instance_normtoRegressionModel - Transform the target lagged features in the
X, andyarrays during training - Inverse transform
y_pred