candle.uq_keras_utils.quantile_loss

candle.uq_keras_utils.quantile_loss(quantile, y_true, y_pred)

This function computes the quantile loss for a given quantile fraction.

Parameters:

• quantile – float in (0, 1). Quantile fraction to compute the loss.

• y_true – Keras tensor. Keras tensor including the ground truth

• y_pred – Keras tensor. Keras tensor including the predictions of a quantile model.