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Co-authored-by: tatron <[email protected]>
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I noticed that one of the checks failed, but this seems to be due to a Github internal server issue at the time of the CI run, rather than our code. I can confirm that when I built the wheel and ran tests locally on my MacOS, it passed without issue. |
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This PR adds a new loss function called PiecewiseQuantile and closes #3053 . It uses different quantile values based on where a sample’s target/ground truth value falls within user-provided intervals.
As an example:
PiecewiseQuantile:boundaries=0,1;quantiles=0.25,0.5,0.75This assigns:
The length of these input lists are not fixed. To be clear, these quantiles are with respect to the other samples in the respective intervals.
We include the loss function, its gradients, and the corresponding metric. We also include unit tests for all of our additions.