objectives (pmrf.objectives)

Public objectives modules and their common entry points.

Modules

evaluators

Callables that evaluate a model over frequency.

losses

Loss models for optimizer fitting or generalized Bayesian inference.

problems

A callable to be "solved" (i.e. minimized or sampled).

terms

Callables that evaluate a parameter PyTree, which form the summands of a problem.

Classes

AbstractEvaluator(*[, name, metadata])

Abstract base class for callables that evaluate a model over frequency.

AbstractLoss(*[, name, metadata])

Abstract base class for frequentist loss functions.

AbstractProblem()

Abstract base class for callables to be "solved" (i.e. minimized or sampled).

AbstractTerm(*[, name, metadata])

Abstract base class for callables that evaluate a model.

BoundEvaluator(evaluator, frequency[, ...])

Binds an evaluator to the frequency sweep it should be evaluated over.

Feature(alias)

Extracts an RF feature using a string-based alias.

GibbsMarginalLogLikelihood(predictor, ...[, ...])

Computes a generalized log-posterior (the Gibbs measure) using a loss function instead of a strict generative likelihood.

Goal(feature[, operator, target, weight, ...])

Computes a design goal using a hinge-based loss evaluator.

HingeLoss([operator, weight, mask, ...])

Applies a one-sided constraint (hinge) before evaluating a base metric.

HuberLoss([delta, multioutput, name, metadata])

Huber loss metric.

LogMSELoss([multioutput, name, metadata])

Log of Mean Squared Error (RMSE) metric.

MAPELoss([multioutput, name, metadata])

Mean Absolute Percentage Error (MAPE) metric.

MSELoss([multioutput, name, metadata])

Mean Squared Error (MSE) metric.

MarginalLogLikelihood(predictor, observed, ...)

Computes the log of the probability of observed data by conditioning a likelihood function on a model prediction while marginalizing out a potential discrepancy model.

Negated(evaluator, *[, name, metadata])

Computes the negative of another evaluator.

PriorPenalized(problem)

A problem penalized by the negative log prior of its parameters, in declared space.

RMSELoss([multioutput, name, metadata])

Root Mean Squared Error (RMSE) metric.

SummedTerms(model, terms)

A problem summing a set of terms over a tree of parameters.

TargetLoss(predictor, target, loss, *[, ...])

Computes a loss between a model prediction and some target.

Functions

as_terms(objective[, frequency])

Normalize a user-supplied objective into a tuple of terms.

problem_terms(problem, name)

Returns the terms of a problem, looking through any wrappers.