In the new version (0.51.2) of nnetsauce (for Python, but also for R), available on PyPI and for conda, I removed jax and jaxlib (for GPU) from the default version, because jaxlib is heavy.

It means that if you want to use GPUs with nnetsauce (as in https://www.researchgate.net/publication/382589729_Probabilistic_Forecasting_with_nnetsauce_using_Density_Estimation_Bayesian_inference_Conformal_prediction_and_Vine_copulas), you’d want to explicitly install jax:

pip install nnetsauce[jax]

or

uv pip install nnetsauce[jax]

or

conda install -c conda-forge nnetsauce jax jaxlib

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