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[BUG] after the fix in this commit 6c69155, does the result in the paper still hold for Multivariate inference #462

@FerociousCentaur

Description

@FerociousCentaur

Bug report checklist

  • I provided code that demonstrates a minimal reproducible example.
  • I confirmed bug exists on the latest mainline of Chronos via source install.

Describe the bug

The bug fixed in the commit says the future and past covariates were not separate because of the way they were calculated. When I personally tried it, I found that even when i don't provide any future covariates, the past covariates keys were used as future covariates as well, so basically there was a data leak issue, which was giving the move look ahead bias. So I just want to confirm, that are the results in the paper still hold true ? Or if there are new results after the fix, can you please share them.

Expected behavior

Model shouldn't be able to see future data if it is not specified under future covariates and is specified as past-only covariate.

To reproduce

Use the model checkpoint/ version before this commit and put a breakpoint on line number 848 in _build_batch function in dataset.py. Do not pass future covarites, just pass past covariates.

Environment description
Operating system: ubuntu
Python version: 3.12
CUDA version: 13.0
PyTorch version: 2.9.1
HuggingFace transformers version:
HuggingFace accelerate version:
Pandas version:

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