Pluggable point-loss functions for the iTransformer forecaster.
mae
chronax.itransformer_losses.mae
Mean absolute error: mean(|pred - target|).
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
mse
chronax.itransformer_losses.mse
Mean squared error: mean((pred - target)**2).
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
huber
chronax.itransformer_losses.huber
Huber loss with delta = 1.0. Quadratic for |r| <= 1, linear outside.
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
resolve
chronax.itransformer_losses.resolve
Return a callable loss from either a registry string or a callable.
| Parameter | Type | Default | Description |
|---|---|---|---|
loss |
str | LossFn |
- | (undocumented) |
Raises:
ValueError