Core Module Documentation#

class neuralprophet.custom_loss_metrics.PinballLoss(loss_func, quantiles)#

Class for the PinBall loss for quantile regression

forward(outputs, target)#

Computes the pinball loss from forecasts :param outputs: torch.tensor

outputs from the model of dims (batch, no_quantiles, n_forecasts)

Parameters

target – torch.tensor actual targets of dims (batch, n_forecasts)

Returns