Training of reconciliation weights for probabilistic forecasts to optimise total energy (or variogram) score using Stochastic Gradient Descent with automatically differentiated gradients. See Panagiotelis, Gamakumara, Athanasopoulos and Hyndman, (2020) < https://www.monash.edu/business/ebs/research/publications/ebs/wp26-2020.pdf> for a description of the methods.