Can we increase support for cross entropy loss？

[chensohg]

Description

Cross entropy loss is very common used and seems to be absent from current APIs.

Use case

No response

[JQGoh]

@chensohg May I check that is your use case time series multiclassification problem that you want to use NeuralForecast to predict one of the many categorical variables? Or is it binary classification?

Your sharing will allow the community to better understand your need and how we can plan to support this.