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Add quantile loss metric#1559

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madtoinou merged 24 commits intounit8co:masterunit8co/darts:masterfrom JanFidor:feature/quantile-loss-metricJanFidor/darts:feature/quantile-loss-metricCopy head branch name to clipboardMar 7, 2023

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Commits

Commits on Feb 11, 2023

• first implementation of quantile loss

  JanFidor

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• add quantile loss to metrics ___init__ and tests

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• refactor

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• rename pinball loss to quantile loss

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• black

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Commits on Feb 12, 2023

• use reduction to aggregate losses and update docs

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Commits on Feb 14, 2023

• black + isort

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Commits on Feb 15, 2023

• rollback to simple mean instead of reduction param

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• change overlooked copy-paste comment

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• black enter

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Commits on Feb 16, 2023

• Merge branch 'master' into feature/quantile-loss-metric

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• docs changes

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• Merge branch 'feature/quantile-loss-metric' of https://github.com/JanFidor/darts into feature/quantile-loss-metric

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Commits on Feb 17, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  madtoinou

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• flake8

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• Merge branch 'feature/quantile-loss-metric' of https://github.com/JanFidor/darts into feature/quantile-loss-metric

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• Merge branch 'master' into feature/quantile-loss-metric

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Commits on Feb 21, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  hrzn

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Commits on Feb 24, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  JanFidor

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Commits on Feb 26, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  madtoinou

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Commits on Feb 28, 2023

• Merge branch 'master' into feature/quantile-loss-metric

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• Merge branch 'master' into feature/quantile-loss-metric

  madtoinou

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Commits on Mar 5, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  madtoinou

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Commits on Mar 7, 2023

• Merge branch 'master' into feature/quantile-loss-metric

  madtoinou

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