check_loss: Function to check validy of provided loss function

In Dralliag/opera: Online Prediction by Expert Aggregation

Function to check validy of provided loss function

Description

Function to check validy of provided loss function

Usage

check_loss(loss.type, loss.gradient, Y = NULL, model = NULL)

Arguments

loss.type	character, list or function. character Name of the loss to be applied ('square', 'absolute', 'percentage', or 'pinball'); list When using pinball loss: list with field name equal to 'pinball' and field tau equal to the required quantile in [0,1]; function A custom loss as a function of two parameters.
loss.gradient	boolean, function. boolean If TRUE, the aggregation rule will not be directly applied to the loss function at hand, but to a gradient version of it. The aggregation rule is then similar to gradient descent aggregation rule. function If loss.type is a function, the derivative should be provided to be used (it is not automatically computed).
Y	numeric (NULL). (Optional) Target values (to perform some checks).
model	character (NULL). (Optional) Model used (to perform some checks).

Value

loss.type

Dralliag/opera documentation built on Jan. 31, 2023, 1:08 p.m.