Tensor quantile loss function for training a QRN network

Tensor quantile loss function for training a QRN network

Usage

quantile_loss_tensor(
  out,
  y,
  q = 0.5,
  return_agg = c("mean", "sum", "vector", "nanmean", "nansum")
)

Arguments

out

Batch tensor of the quantile output by the network.

y

Batch tensor of corresponding response variable.

q

Probability level of the predicted quantile

return_agg

The return aggregation of the computed loss over the batch. Must be one of "mean", "sum", "vector", "nanmean", "nansum".

Value

The quantile loss over the batch between the network output ans the observed responses as a torch::Tensor, whose dimensions depend on return_agg.