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documentationImprovements or additions to documentationImprovements or additions to documentation
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One notable issue is usage of kwargs. For example, StateSpaceModel().fit() ultimately calls StateSpaceModel().forward(), and passing kwargs on to that method. This makes it difficult for someone who's working with fit() to know all their options (e.g. n_step).
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documentationImprovements or additions to documentationImprovements or additions to documentation