Automatic mapping of *feat_static_cat*: from strings to integers

[melopeo]

Question: would it make sense to provide an automatic mapping from strings to integers for categorical features (feat_static_cat)?

Currently GluonTS has the facility of bringing feat_static_cat, yet this has to be provided as sequential non-negative integers. On the other side, whereas the cardinality of these features is required as well, GluonTS is able to compute them automatically.

Since categorical features very often can be represented as strings, would it make sense to have the facility to automatically map categorical features from strings to integers?

In this way we would reduce the processing load of the user, and we would avoid the frequent issue of having non-sequential non-negative values in feat_static_cat