Medication Advice

Obviously doctors are the best people to ask, but I'm curious what you ladies will think.

My doctor has allowed me to begin weaning off my antidepressant. I would like to be free of all medication. However, I have been diagnosed with PCOS and haven't had my period for a while. My question is, should I take progesterone pills to get it to return to normal? Or should I go with my no-pills idea and see if losing weight fixes it?

I know that progesterone pills work, as I have tried them, but I wonder if being skinny will fix it.... Trouble is, I have struggled to commit to weight loss for years.