candle.uq_keras_utils.triple_quantile_loss#
- candle.uq_keras_utils.triple_quantile_loss(nout, lowquantile, highquantile)#
This function computes the quantile loss for the median and low and high quantiles. The median is given twice the weight of the other components.
- Parameters:
nout (int) – Number of outputs without uq augmentation
lowquantile – float in (0, 1). Fraction corresponding to the low quantile
highquantile – float in (0, 1). Fraction corresponding to the high quantile