check_loss: Function to check validy of provided loss function
In Dralliag/opera: Online Prediction by Expert Aggregation

check_loss

R Documentation

Function to check validy of provided loss function

Function to check validy of provided loss function

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

`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).