Point losses
Probabilistic losses
| Parametric Probabilities | Non-Parametric Probabilities |
|---|---|
| Normal | QuantileLoss |
| StudenT | MQLoss |
| Poisson | HuberQLoss |
| Negative Binomial | HuberMQLoss |
| Tweedie | IQLoss |
| PMM | HuberIQLoss |
| GMM | ISQF |
| NBMM |
Capabilities
Optimization Objectives
NeuralForecast is a highly modular framework capable of augmenting a
wide variety of robust neural network architectures with different point
or probability outputs as defined by their optimization objectives.