loss

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loss: <list[str]> (Optional)

Description

The loss type to use during model optimization depending on the task type.

Available Options:

Task TypeAvailable loss options
Binary Classification/Multilabel Classificationbinary_cross_entropy (default)
focal
Multiclass Classificationcross_entropy (default)
ordinal_log
Regression/Forecastingmae
mse
huber (default)
wape
multi_quantile
Temporal Link Predictioncross_entropy (default)
binary_cross_entropy
Static Link Predictioncross_entropy (default)
binary_cross_entropy
Multilabel Rankingcross_entropy (default)
ordinal_log

By default, focal loss uses an alpha value of 0.25 (the weighting factor to balance positive vs. negative examples), and a gamma value of 2.0 (the balance between easy vs. hard examples). You can further customize this in the model plan by replacing the string by a dictionary:

loss:
- name: focal
alpha: 0.5
gamma: 4.0

By default, huber loss uses a delta value of 1.0. You can further customize this in the model plan by replacing the string by a dictionary:

loss:
- name: huber
delta: 2.0

Use multi_quantile for regression or forecasting tasks when you want prediction intervals in addition to the median prediction. It trains multiple quantiles with pinball loss and writes TARGET_PRED together with 27 quantile columns named q_0.005, q_0.01, …, q_0.995:

loss:
- multi_quantile

The full quantile column set is:

q_0.005 q_0.01 q_0.02 q_0.025 q_0.05 q_0.1 q_0.15
q_0.2 q_0.25 q_0.3 q_0.35 q_0.4 q_0.45 q_0.5
q_0.55 q_0.6 q_0.65 q_0.7 q_0.75 q_0.8 q_0.85
q_0.9 q_0.95 q_0.975 q_0.98 q_0.99 q_0.995

Supported Task Types

  • All