Struct QuantileLoss 

pub struct QuantileLoss {
    pub tau: f64,
}

Quantile (pinball) loss with target quantile tau.

Parameters

• tau in (0, 1): target quantile. tau = 0.5 targets the median, tau = 0.9 targets the 90th percentile, etc.

Fields

tau: f64

Target quantile in (0, 1).

Implementations

impl QuantileLoss

pub fn new(tau: f64) -> Self

Create a new quantile loss with the given target quantile.

Panics

Panics if tau is not in (0, 1).

Trait Implementations

impl Clone for QuantileLoss

fn clone(&self) -> QuantileLoss

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for QuantileLoss

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Loss for QuantileLoss

fn n_outputs(&self) -> usize

Number of output dimensions (1 for regression/binary, C for multiclass).

fn gradient(&self, target: f64, prediction: f64) -> f64

First derivative of the loss with respect to prediction: dL/df.

fn hessian(&self, _target: f64, _prediction: f64) -> f64

Second derivative of the loss with respect to prediction: d^2L/df^2.

fn loss(&self, target: f64, prediction: f64) -> f64

Raw loss value L(target, prediction).

fn predict_transform(&self, raw: f64) -> f64

Transform raw model output to final prediction (identity for regression, sigmoid for binary).

fn initial_prediction(&self, targets: &[f64]) -> f64

Initial constant prediction (before any trees). Typically the optimal constant that minimizes sum of losses over the given targets.

fn loss_type(&self) -> Option<LossType>

Return the serialization tag for this loss function.

impl Copy for QuantileLoss