DeepLearningExamples/PyTorch/Forecasting/TFT/tft_pyt/criterions.py
2021-11-08 14:08:58 -08:00

29 lines
1 KiB
Python

# Copyright (c) 2021, NVIDIA CORPORATION. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import torch
import torch.nn as nn
import torch.nn.functional as F
class QuantileLoss(nn.Module):
def __init__(self, config):
super().__init__()
self.register_buffer('q', torch.tensor(config.quantiles))
def forward(self, predictions, targets):
diff = predictions - targets
ql = (1-self.q)*F.relu(diff) + self.q*F.relu(-diff)
losses = ql.view(-1, ql.shape[-1]).mean(0)
return losses