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 main says now. A link to a decision or a migration page follows main, and leaves the archive.

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.