[Feature] Enable own NN configuration for lagged regressors

[judussoari]

🔬 Background

Fixes #1147
Currently, when adding lagged regressors to the model, they follow the same configuration for num_hidden_layers and d_hidden as the AR-net specified for autoregression. We would like to change that, adding an individual configuration in m.add_lagged_regressor()

🔮 Key changes

m.add_lagged_regressor() accepts new input arguments: num_hidden_layers and d_hidden.

📋 Review Checklist

• I have performed a self-review of my own code.
• I have commented my code, added docstrings and data types to function definitions.
• I have added pytests to check whether my feature / fix works.

[github-actions]

Model Benchmark

Benchmark	Metric	main	current	diff
PeytonManning	MAE_val	0.64636	0.64636	0.0%	✅
PeytonManning	RMSE_val	0.79276	0.79276	0.0%	✅
PeytonManning	Loss_val	0.01494	0.01494	0.0%	✅
PeytonManning	MAE	0.42701	0.42701	0.0%	✅
PeytonManning	RMSE	0.57032	0.57032	0.0%	✅
PeytonManning	Loss	0.00635	0.00635	0.0%	✅
PeytonManning	time	11.3559	11.73	3.29%	⚠️
YosemiteTemps	MAE_val	1.72949	1.72949	0.0%	✅
YosemiteTemps	RMSE_val	2.27386	2.27386	0.0%	✅
YosemiteTemps	Loss_val	0.00096	0.00096	0.0%	✅
YosemiteTemps	MAE	1.45189	1.45189	0.0%	✅
YosemiteTemps	RMSE	2.16631	2.16631	0.0%	✅
YosemiteTemps	Loss	0.00066	0.00066	0.0%	✅
YosemiteTemps	time	89.7332	92.24	2.79%	✅
AirPassengers	MAE_val	15.4077	15.4077	0.0%	✅
AirPassengers	RMSE_val	19.5099	19.5099	0.0%	✅
AirPassengers	Loss_val	0.00196	0.00196	0.0%	✅
AirPassengers	MAE	9.86947	9.86947	0.0%	✅
AirPassengers	RMSE	11.7222	11.7222	0.0%	✅
AirPassengers	Loss	0.00057	0.00057	0.0%	✅
AirPassengers	time	4.08477	4.09	0.13%	✅

Model training plots

Model Training

PeytonManning

YosemiteTemps

AirPassengers

[codecov-commenter]

Codecov Report

Merging #1154 (3ec1889) into main (05198ba) will increase coverage by 0.01%.
The diff coverage is 100.00%.

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@@            Coverage Diff             @@
##             main    #1154      +/-   ##
==========================================
+ Coverage   90.17%   90.18%   +0.01%     
==========================================
  Files          36       36              
  Lines        5059     5065       +6     
==========================================
+ Hits         4562     4568       +6     
  Misses        497      497              

Impacted Files	Coverage Δ
neuralprophet/configure.py	90.22% <100.00%> (+0.07%)	⬆️
neuralprophet/forecaster.py	88.02% <100.00%> (+0.05%)	⬆️
neuralprophet/time_net.py	90.68% <100.00%> (ø)

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[ourownstory]

Thank you @judussoari!
Looks good!