Metrics 0.2.0 pinballloss - CyrilB1531/lodestar GitHub Wiki
Lodestar.Metrics 0.2.0. This page is frozen at that release. Read the current documentation for what
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PinballLoss
The loss for a model that predicts a quantile rather than a mean: over- and under-shooting are charged different rates.
Members
| Member | What it does |
|---|---|
PinballLoss.Score |
The mean pinball loss at the quantile alpha. |
PinballLoss.PerOutput |
One pinball loss per output, unreduced. |