loss_functions

Loss functions for quantile regression with XGBoost.

This module provides custom loss functions for multi-quantile regression with XGBoost, including magnitude-weighted pinball loss, arctan-smoothed pinball loss, and standard pinball loss. All functions support sample weighting for flexible training.

Functions

arctan_loss_multi_objective(y_true, y_pred, ...)	Arctan-smoothed multi-quantile pinball loss objective function for XGBoost.
pinball_loss_multi_objective(y_true, y_pred, ...)	Multi-quantile pinball loss objective function for XGBoost.