Module chronax.models.patchtst_losses
Pluggable point-loss functions for the PatchTST forecaster.
Self-contained (no dependency on other models' loss modules). Each loss has signature (pred, target) -> scalar and reduces by mean over all elements. Functions are module-level so they pickle cleanly when stored as the loss attribute of a fitted chronax.models.patchtst.PatchTST.
mae
chronax.models.patchtst_losses.mae
Mean absolute error: mean(|pred - target|).
mae(pred, target)
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (The calculated loss value.)
mse
chronax.models.patchtst_losses.mse
Mean squared error: mean((pred - target)**2).
mse(pred, target)
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (The calculated loss value.)
huber
chronax.models.patchtst_losses.huber
Huber loss with delta = 1.0. Quadratic for |r| <= 1, linear outside.
huber(pred, target)
| Parameter | Type | Default | Description |
|---|---|---|---|
pred |
jnp.ndarray |
- | (undocumented) |
target |
jnp.ndarray |
- | (undocumented) |
Returns: jnp.ndarray (The calculated loss value.)
resolve
chronax.models.patchtst_losses.resolve
Return a callable loss from either a registry string or a callable.
resolve(loss)
| Parameter | Type | Default | Description |
|---|---|---|---|
loss |
str | LossFn |
- | (undocumented) |
Returns: LossFn (The resolved callable loss function.)
LOSSES
chronax.models.patchtst_losses.LOSSES
A mapping of available loss function names to their implementations.
Type: Mapping[str, LossFn]
Value: {"mae": mae, "mse": mse, "huber": huber}